References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
• 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
• 1997On biases in tests of the expectations hypothesis of the term structure of interest rates385 cited
• 1984Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?253 cited
• 2000The term structure of very short-term rates: New evidence for the expectations hypothesis188 cited
• 2001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates16 cited

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