Do Excess Holding-Period Returns Depend on the Composition of Outstanding Federal Debt?

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

A Capital Asset Pricing Model with Time-Varying Covariances

1988 • 3,189 citations

What moves stock prices?

1989 • 1,131 citations

Term Structure of Interest Rates

2008 • 569 citations

Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience

1967 • 251 citations

The Term Structure of Interest Rates Revisited

1986 • 190 citations

U.S. term structure data, 1947-1991

1993 • 149 citations

Portfolio Crowding-Out, Empirically Estimated

1985 • 70 citations

THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY

1988 • 63 citations

The Effect of Federal Debt-Management Policy on Corporate Bond and Equity Yields

1982 • 36 citations

MEASURING EFFICIENCY AND RISK IN THE MAJOR BOND MARKETS

1992 • 16 citations

The Capital Gains and Losses on U.S. Government Debt: 1942-1987

1989 • 12 citations

Debt Management and Interest Rates: A Re‐examination of the Evidence*

1971 • 4 citations