Interest rate forecasts and market efficiency

Inflation, Rational Expectations and the Term Structure of Interest Rates

1973 • 278 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

Rational Expectations and the Term Structure of Interest Rates

1972 • 130 citations

The Expectations Hypothesis and the Efficiency of the Treasury Bill Market

1975 • 109 citations

Short-Term Interest Rates as Predictors of Inflation: Comment

1977 • 105 citations

Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey

1979 • 60 citations

A Comparison of Yields On Future Contracts and Implied Forward Rates

1978 • 22 citations

Rational Expectations and the Term Structure of Interest Rates: Comment

1973 • 20 citations

Efficiency and Premiums in the Short-Term Money Market

1980 • 8 citations