Rational Expectations and the Term Structure of Interest Rates

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Stochastic processes

1953 • 9,312 citations

Rational Expectations and the Theory of Price Movements

1961 • 5,518 citations

Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models

1966 • 449 citations

Prediction and Regulation by Linear Least-Square Methods

1964 • 368 citations

A Model of the Term Structure of Interest Rates

1967 • 42 citations

Basic Yields of Corporate Bonds, 1900-1942

1942 • 39 citations

Spectral Analysis of the Term Structure of Interest Rates

1968 • 38 citations

The Expectations Hypothesis, The Yield Curve, and Monetary Policy

1964 • 36 citations

Interest-Rate Risk and the Term Structure of Interest Rates: Comment

1966 • 5 citations

The Expectations Hypothesis, the Yield Curve, and Monetary Policy: Comment

1965 • 2 citations

Deleted Work

1955 • 0 citations