Term structure variance bounds and time varying liquidity premia

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure

1979 • 866 citations

Government financing decisions and asset returns

1982 • 278 citations

Expectations Models of the Term Structure and Implied Variance Bounds

1980 • 127 citations

A “Pure” long-term interest rate and the demand for money

1984 • 6 citations