Anticipations of Monetary Policy in Financial Markets

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

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

1991 • 1,822 citations

The Information in Long-Maturity Forward Rates

1987 • 1,646 citations

The information in the term structure

1984 • 689 citations

The effect of changes in the federal funds rate target on market interest rates in the 1970s

1989 • 623 citations

The Changing Behavior of the Term Structure of Interest Rates

1986 • 513 citations

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

1983 • 447 citations

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

1997 • 412 citations

Federal Reserve interest rate targeting, rational expectations, and the term structure

1995 • 374 citations

Optimal Monetary Policy Inertia

1999 • 220 citations

Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market

2000 • 219 citations

Monetary Policy Shifts and Long-Term Interest Rates

1996 • 192 citations

The term structure of very short-term rates: New evidence for the expectations hypothesis

2000 • 190 citations

The Predictive Power of the Term Structure during Recent Monetary Regimes

1988 • 163 citations

The information in the term structure: Some further results

1988 • 137 citations

Estimating the Open Market Desk's Daily Reaction Function

1993 • 108 citations

Unlocking the Treasury Market through TRACE

2018 • 66 citations

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

1990 • 63 citations

Making News: Financial Market Effects of Federal Reserve Disclosure Practices

2000 • 60 citations

Interest rate expectations and the slope of the money market yield curve

1990 • 54 citations