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Expectations Models of the Term Structure and Implied Variance Bounds

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1990Chapter 13 The term structure of interest rates123 cited
1986THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES120 cited
1982Expectations Models of Asset Prices: A Survey of Theory112 cited
1987The Term Structure of Interest Rates108 cited
2017Excess Volatility: Beyond Discount Rates*

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106 cited

1986Asset Price Volatility, Bubbles, and Process Switching104 cited

1981Alternative tests of rational expectations models96 cited

1991Econometric Aspects of the Variance-Bounds Tests: A Survey95 cited

1987Asset prices in a time-series model with disparately informed, competitive traders89 cited

1983Rational expectations and the expectations model of the term structure86 cited

1981Risk Aversion and the Dispersion of Asset Prices84 cited

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1986Bias in Small Sample Tests of Stock Price Rationality75 cited

1982Do forecast errors or term premia really make the difference between long and short rates?62 cited