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What Was the Market's View of U.K. Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds
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What Was the Market's View of U.K. Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds (2006)What Was the Market's View of U.K. Moneta…Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices (2011)Tips from TIPS: The Informati…Regime Shifts, Risk and the Term Structure (1999)Regime Shifts, Risk and the T…An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Short Rate Nonlinearities and Regime Switches (2000)Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure (2001)Quadratic term structure models in discrete time (2006)The Econometrics of Financial Markets (2012)Parsimonious Modeling of Yield Curves (1987)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Modeling Term Structures of Defaultable Bonds (1999)Inflation Risk Premium: Evidence from the Tips Market (2009)Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity (2011)The Microstructure of the TIPS Market (2011)
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  • 2011Tips from TIPS: The Informational Content of Treasury Inflation-Protected Security Prices47 cited
  • 1999Regime Shifts, Risk and the Term Structure27 cited

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