References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1997The Econometrics of Financial Markets5,007 cited
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1987The Information in Long-Maturity Forward Rates1,552 cited
• 1991Co-integration and Error Correction: Representation, Estimation, and Testing946 cited
• 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure811 cited
• 1994The term structure spread and future changes in long and short rates in the G7 countries287 cited
• 1997The term structure of Euro-rates: some evidence in support of the expectations hypothesis142 cited
• 1987The Term Structure of Interest Rates108 cited
• 1996The Expectations Hypothesis of the Term Structure: The UK Interbank Market93 cited
• 2000Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function72 cited
• 2002Uncovered Interest Rate Parity and the Term Structure50 cited