References

• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
• 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
• 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
• 1990A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options981 cited
• 1992Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model977 cited
• 1979A continuous time approach to the pricing of bonds796 cited
• 1981The relation between forward prices and futures prices740 cited
• 1989An Exact Bond Option Formula731 cited
• 1988Dynamic Macroeconomic Theory690 cited
• 1990Implications of Security Market Data for Models of Dynamic Economies498 cited
• 1989Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications440 cited