Testing a Model of the Term Structure of Interest Rates by Simulation of Market Forecasts

Value and Capital

1939 • 3,079 citations

Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

1967 • 1,019 citations

Statistical Methods of Econometrics

1970 • 828 citations

Statistical Methods of Econometrics.

1967 • 348 citations

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

1967 • 251 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

The Cyclical Behavior of the Term Structure of Interest Rates.

1965 • 61 citations

Interest-Rate Risk and the Term Structure of Interest Rates

1965 • 60 citations

Basic Yields of Corporate Bonds, 1900-1942

1942 • 39 citations

Basic Yields of Corporate Bonds, 1900-1942

1942 • 29 citations

A QUARTERLY SERIES OF CORPORATE BASIC YIELDS, 1952–57, AND SOME ATTENDANT RESERVATIONS*

1958 • 15 citations

EXPECTATIONS, RISK, AND THE TERM STRUCTURE OF INTEREST RATES*

1970 • 13 citations

Expectations, Risk, and the Term Structure of Interest Rates

1970 • 9 citations