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Rational Expectations and the Term Structure of Interest Rates

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
1961Rational Expectations and the Theory of Price Movements5,639 cited
1966Forecasts of Future Prices, Unbiased Markets, and "Martingale" Models440 cited
2011Term Structure of Interest Rates137 cited

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2010Fragile beliefs and the price of uncertainty221 cited
1975A Note on the Rationality of the Livingston Price Expectations176 cited
1980Expectations Models of the Term Structure and Implied Variance Bounds128 cited
1975TEMPORAL PRICE BEHAVIOR IN COMMODITY FUTURES MARKETS*127 cited
1982Expectations Models of Asset Prices: A Survey of Theory112 cited
1974CAPITAL BUDGETING OF RISKY PROJECTS WITH “IMPERFECT” MARKETS FOR PHYSICAL CAPITAL109 cited
1988THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY64 cited
1978On the Efficiency of the Bond Market: Some Canadian Evidence63 cited
1981The term structure of the forward premium50 cited
1976TAX EFFECTS, PRICE EXPECTATIONS AND THE NOMINAL RATE OF INTEREST35 cited
2005Basic Exchange Rate Theories34 cited

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1981The Determinants of the Treasury Security Yield Curve32 cited

2002Expectations and the Term Structure of Interest Rates: Evidence and Implications28 cited

1975DETERMINANTS OF TERM PREMIUMS IN THE MARKET FOR UNITED STATES TREASURY BILLS25 cited

2012Observing Shocks21 cited

1978Interest Rate Risk21 cited