On expectations, term premiums and the volatility of long-term interest rates

The Present-Value Relation: Tests Based on Implied Variance Bounds

1981 • 1,402 citations

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

1979 • 866 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

Expectations Models of the Term Structure and Implied Variance Bounds

1980 • 127 citations

Introduction to Statistical Inference.

1963 • 98 citations

The Cyclical Behavior of the Term Structure of Interest Rates.

1965 • 61 citations

Testing a Model of the Term Structure of Interest Rates by Simulation of Market Forecasts

1970 • 18 citations

Testing a Model of the Term Structure of Interest Rates by Simulation of Market Forecasts

1970 • 4 citations