References

• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
• 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
• 1999Predictive regressions1,614 cited
• 2005Bond Risk Premia1,546 cited
• 1998Small-sample Confidence Intervals for Impulse Response Functions919 cited
• 1989Time-varying conditional covariances in tests of asset pricing models851 cited
• 2005A consumption-based model of the term structure of interest rates☆693 cited
• 2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks587 cited
• 2010A New Perspective on Gaussian Dynamic Term Structure Models544 cited
• 2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk528 cited
• 2011Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset504 cited
• 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
• 2011The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment472 cited
• 2001Shifting endpoints in the term structure of interest rates439 cited
• 1997