Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

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

1987 • 2,510 citations

Stock returns and the term structure

1987 • 2,322 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

The information in the term structure

1984 • 689 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 447 citations

Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

1983 • 391 citations

The econometric analysis of models with risk terms

1988 • 374 citations

Two-step two-stage least squares estimation in models with rational expectations

1983 • 259 citations

Forward rates as predictors of future spot rates

1976 • 237 citations

Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?

1984 • 229 citations

The Predictive Power of the Term Structure during Recent Monetary Regimes

1988 • 163 citations

Monetary Policy and Short‐term Interest Rates: An Efficient Markets‐Rational Expectations Approach

1982 • 106 citations

Rational expectations and the expectations model of the term structure

1983 • 91 citations