The monotonicity of the term premium

Elements of econometrics

1971 • 3,087 citations

Elements of Econometrics.

1972 • 1,419 citations

The information in the term structure

1984 • 689 citations

Term premiums in bond returns

1984 • 226 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

An Estimate of the Liquidity Premium

1975 • 128 citations

Interest-risk sensitive deposit insurance premia

1985 • 111 citations

The behavior of interest rates : an application of the efficient market model to U.S. Treasury bills

1970 • 94 citations

Significance Levels for the Ratio of the Mean Square Successive Difference to the Variance

1942 • 93 citations

The Cyclical Behavior of the Term Structure of Interest Rates.

1965 • 61 citations