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

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Value and Capital

1939 • 3,079 citations

A continuous time approach to the pricing of bonds

1979 • 776 citations

Term Structure of Interest Rates

2008 • 569 citations

The Term Structure of Interest Rates

1957 • 364 citations

Optimal bond trading with personal taxes

1984 • 284 citations

Term premiums in bond returns

1984 • 226 citations

Monetary policy regime shifts and the unusual behavior of real interest rates

1986 • 204 citations

Stochastic Processes for Interest Rates and Equilibrium Bond Prices

1983 • 166 citations

Equilibrium Term Structure Models: Test Methodology*

1980 • 14 citations