The term premium, time varying interest rate volatility and central bank policy reaction

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

1987 • 2,510 citations

Interest Rate Volatility and the Term Structure: A Two‐Factor General Equilibrium Model

1992 • 905 citations

Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model

1992 • 244 citations

Monetary Policy and the Term Structure of Interest Rates

1994 • 159 citations

The Revival of the Expectations Hypothesis of the US Term Structure of Interest Rates

1997 • 45 citations

Central bank policy reaction and the expectations hypothesis of the term structure

1997 • 36 citations