# Papers We Read This Week
Source: https://www.yieldcurve.pro/blog/papers-we-read-this-week-001  
Published: 2023-09-06  
Tags: SSRN, Term Structure, Volatility, Yield Curve

_A curated list of journal articles relevant to the capital markets, interest rates, etc._

# Papers We Read This Week

- <a href="https://ssrn.com/abstract=4315906" target="_blank">Robust Log-normal Stochastic Volatility for Interest Rate Dynamics: Sepp, Artur and Rakhmonov, Parviz (December 31, 2022)</a>
- <a href="https://ssrn.com/abstract=1458006" target="_blank">Information in the Term Structure of Yield Curve Volatility: Cieslak, Anna and Povala, Pavol (October 28, 2014) </a>
- <a href="https://ssrn.com/abstract=1333274" target="_blank">Decomposing the Yield Curve: Cochrane, John H. and Piazzesi, Monika (January 26, 2009)</a>
- <a href="https://ssrn.com/abstract=2956411" target="_blank">Yield Curve Premia: Brooks, Jordan and Moskowitz, Tobias J. (July 1, 2017)</a>