A Model of Intertemporal Discount Rates in the Presence of Real and Inflationary Autocorrelations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Linear Operators. Part I: General Theory.

1960 • 2,894 citations

An Intertemporal General Equilibrium Model of Asset Prices

1985 • 2,096 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 information in the term structure

1984 • 689 citations

A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates

1981 • 547 citations

Capital Market Equilibrium with Personal Tax

1983 • 509 citations

Inflation, real returns and capital investment

1982 • 491 citations

The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates

1986 • 288 citations

The information in forward rates

1988 • 282 citations

Term premiums in bond returns

1984 • 226 citations

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

1983 • 166 citations

Financial Market Rates and Flows

1979 • 125 citations

Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure

1983 • 89 citations

Tax Effects in Term Structure Estimation

1984 • 54 citations

Government Bond Returns, Measurement of Interest Rate Risk, and the Arbitrage Pricing Theory

1985 • 40 citations

General equilibrium properties of the term structure of interest rates

1986 • 14 citations