Term Structure Modeling Using Exponential Splines

A Theory of the Term Structure of Interest Rates

1985 • 8,604 citations

Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*

2017 • 290 citations

A Multivariate Model of the Term Structure*

1980 • 220 citations

Tax-induced clientele effects in the market for British government securities

1982 • 97 citations

AN EVALUATION OF ALTERNATIVE EMPIRICAL MODELS OF THE TERM STRUCTURE OF INTEREST RATES*

1976 • 34 citations

Estimating the term-structure of interest rates for non homogeneous bonds

1980 • 7 citations