Consumption, production, inflation and interest rates

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Theory of Value

1959 • 2,689 citations

Prices of State-Contingent Claims Implicit in Option Prices

1978 • 2,268 citations

Real Business Cycles

1983 • 1,955 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1973 • 1,203 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1964 • 1,125 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

A model of international asset pricing

1981 • 846 citations

The Pricing of Contingent Claims in Discrete Time Models

1979 • 571 citations

An aggregation theorem for securities markets

1974 • 507 citations

Inflation, real returns and capital investment

1982 • 491 citations

Multiperiod Consumption-Investment Decisions

1970 • 449 citations

Investment, Interest and Capital.

1971 • 395 citations

Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation

1982 • 366 citations

Modeling the term structure of interest rates under non-separable utility and durability of goods

1986 • 315 citations

The Demand for Index Bonds

1975 • 302 citations

Investment, Interest and Capital.

1970 • 268 citations

Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information

1982 • 253 citations

Prices for State-Contingent Claims: Some Estimates and Applications

1978 • 253 citations

THE STRONG CASE FOR THE GENERALIZED LOGARITHMIC UTILITY MODEL AS THE PREMIER MODEL OF FINANCIAL MARKETS

1976 • 235 citations

Stock prices, inflation, and the term structure of interest rates

1974 • 234 citations

The Real Interest Rate: An Empirical Investigation

1981 • 205 citations

The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets

1976 • 196 citations

An arbitrage model of the term structure of interest rates

1978 • 186 citations

The real interest rate: An empirical investigation

1981 • 173 citations

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

1983 • 166 citations

The Pricing of Contingent Claims in Discrete Time Models

1979 • 100 citations

Futures markets and commodity options: Hedging and optimality in incomplete markets

1984 • 89 citations

The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty

1979 • 89 citations

MARKET EQUILIBRIUM IN A MULTIPERIOD STATE PREFERENCE MODEL WITH LOGARITHMIC UTILITY†

1975 • 72 citations

Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests

1983 • 70 citations

Monetary policy and long-term interest rates

1981 • 64 citations

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

1983 • 55 citations

The Structure of the Cost of Capital Under Uncertainty

1971 • 53 citations

Consumption and Equilibrium Interest Rates in Stochastic Production Economies

1984 • 51 citations

Notes on Multiperiod Valuation and the Pricing of Options

1981 • 39 citations

Market Equilibrium in a Multiperiod State Preference Model with Logarithmic Utility

1975 • 27 citations

The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty

1979 • 15 citations

A Quantitative Theory of Risk Premiums on Securities with an Application to the Term Structure of Interest Rates

1975 • 12 citations

Consumption and Equilibrium Interest Rates in Stochastic Production Economies

1984 • 11 citations

Essays in finance

1890 • 8 citations

Monetary rules and the nominal rate of interest under uncertainty

1980 • 7 citations

Changes in consumption and investment opportunities and the valuation of securities

1977 • 6 citations

Notes on Multiperiod Valuation and the Pricing of Options

1981 • 5 citations

Asset Pricing Model Specification and the Term Structure Evidence

1985 • 3 citations

Essays of financial economics

1983 • 1 citations