% Discount Bond Database - citations
% Please cite the paper that corresponds to the data you use:
%   U.S. KR yield curves                                   -> FilipovicPelgerYe2026Stripping
%   U.S. returns, term structure factors, market measures  -> FilipovicPelgerYe2026Shrinking
%   International KR and KR-T yield curves                 -> FilipovicPelgerWang2026Transfer

@article{FilipovicPelgerYe2026Stripping,
  author  = {Filipovi{\'c}, Damir and Pelger, Markus and Ye, Ye},
  title   = {Stripping the Discount Curve---{A} Robust Machine Learning Approach},
  journal = {Management Science},
  year    = {2026},
  volume  = {72},
  number  = {9},
  pages   = {8057--8120},
  doi     = {10.1287/mnsc.2023.01401}
}

@article{FilipovicPelgerYe2026Shrinking,
  author  = {Filipovi{\'c}, Damir and Pelger, Markus and Ye, Ye},
  title   = {Shrinking the Term Structure},
  journal = {Review of Finance},
  year    = {2026},
  note    = {Advance article},
  doi     = {10.1093/rof/rfag033}
}

@unpublished{FilipovicPelgerWang2026Transfer,
  author  = {Filipovi{\'c}, Damir and Pelger, Markus and Wang, Rose},
  title   = {Stripping Discount Curves Across Currencies: Transfer Learning from {US} Treasuries},
  year    = {2026},
  note    = {Working paper},
  url     = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7092381}
}