Do stationary risk premia explain it all?Martin D.D. Evans, Karen Kay Lewis1994-04-01articleJournal of Monetary Economics145 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 145 citations exist upstream.References1985A Theory of the Term Structure of Interest Rates1977An equilibrium characterization of the term structure1990Statistical Inference in Instrumental Variables Regression with I(1) Processes1987Cointegration and Tests of Present Value Models1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1992NBER Macroeconomics Annual 19901991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit RootsCited by1989A Survey of Some Recent Econometric Methods2011Global Asset Pricing2001Predictable changes in yields and forward rates1994Expected Returns, Time-Varying Risk, and Risk Premia2003Design and Estimation of Quadratic Term Structure Models2001Expected Returns and Habit Persistence199621 Peso problems: Their theoretical and empirical implications1999Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile