The Bias in the Conventional Test of the Expectations Theory: Resolving the Anomalies at the Very Short End of the Term Structure

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Time Series Analysis.

1995 • 11,935 citations

The Econometrics of Financial Markets

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Time Series Analysis

1997 • 3,571 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Yield Spreads and Interest Rate Movements: A Bird's Eye View

1991 • 1,822 citations

The information in the term structure

1984 • 689 citations

The Changing Behavior of the Term Structure of Interest Rates

1986 • 513 citations

A reconsideration of the uncovered interest parity relationship

1994 • 458 citations

Interest rates and the conduct of monetary policy

1991 • 448 citations

On biases in tests of the expectations hypothesis of the term structure of interest rates

1997 • 412 citations

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

1983 • 391 citations

New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

1989 • 344 citations

COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY

1968 • 273 citations

A model of target changes and the term structure of interest rates

1997 • 164 citations

The Predictive Power of the Term Structure during Recent Monetary Regimes

1988 • 163 citations

Correlation and Regression Estimates when the Data are Ratios

1955 • 144 citations

Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure

1997 • 111 citations

Estimating the Open Market Desk's Daily Reaction Function

1993 • 108 citations

A Daily View of Yield Spreads and Short-Term Interest Rate Movements

1996 • 70 citations

The Borrowed-Reserves Operating Procedures: Theory and Evidence

1988 • 64 citations

Expectations and the Treasury Bill‐Federal Funds Rate Spread over Recent Monetary Policy Regimes

1990 • 63 citations

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

1997 • 45 citations