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2005 • 1,644 citations

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A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy

2008 • 538 citations

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Accounting for a Shift in Term Structure Behavior with No-Arbitrage and Macro-Finance Models

2007 • 141 citations

Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

2010 • 131 citations

The Recent Shift in Term Structure Behavior from a No-arbitrage Macro-finance Perspective

2004 • 26 citations

The Canadian macroeconomy and the yield curve: an equilibrium‐based approach

2007 • 23 citations

The Recent Shift in Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective

2005 • 6 citations