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Equilibrium Yield Curves

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References

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1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
2001Learning and Expectations in Macroeconomics2,079 cited
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1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
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1987The Information in Long-Maturity Forward Rates1,552 cited
1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
1988THE EQUITY PREMIUM PUZZLE AND THE RISK-FREE RATE PUZZLE1,378 cited
1992Stochastic Differential Utility1,165 cited
2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
1992Intertemporal Asset Pricing Without Consumption Data

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954 cited

2001Evolving Post-World War II U.S. Inflation Dynamics914 cited

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