References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1987Parsimonious Modeling of Yield Curves2,918 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1996Swap Rates and Credit Quality480 cited
• 2008A Cointegration Analysis of Treasury Bill Yields320 cited
• 1980An Analysis of Variable Rate Loan Contracts277 cited
• 1991The Default Risk of Swaps161 cited
• 1986An Economic Analysis of Interest Rate Swaps153 cited
• 1993Interest rate swaps126 cited
• 1992Swaps: Plain and Fanciful126 cited
• 1992Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors115 cited