Interpreting the Term Structure of Interest Rates Using Weekly Money Announcements

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Cointegration and Tests of Present Value Models

1987 • 2,166 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

1989 • 344 citations

Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence

1983 • 296 citations

The Money Supply Announcements Puzzle: Review and Interpretation

1983 • 219 citations

An Unbiased Reexamination of Stock Market Volatility

1985 • 202 citations

Tests of rational expectations and no risk premium in forward exchange markets

1984 • 158 citations

Market perceptions of federal reserve policy and the weekly monetary announcements

1984 • 116 citations

Rational expectations and the expectations model of the term structure

1983 • 91 citations

Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements

1985 • 76 citations

Why Interest Rates Rise When an Unexpectedly Large Money Stock is Announced

2016 • 46 citations

Weekly Money Announcements: New Information and Its Effects

1985 • 32 citations

PRACTITIONERS’ CORNER: Unit Roots and Survey Data^*

1989 • 29 citations

Money announcements and the risk premium

1988 • 2 citations