References

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• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
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• 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
• 1991Common Factors Affecting Bond Returns1,796 cited
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• 2000Specification Analysis of Affine Term Structure Models1,708 cited
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• 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
• 1987The Information in Long-Maturity Forward Rates1,552 cited
• 2005Bond Risk Premia1,546 cited
• 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices1,116 cited
• 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited