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Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?
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  • 1989New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates336 cited
  • 1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
  • 1996Idiosyncratic Variation of Treasury Bill Yields254 cited
  • 1989Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption232 cited
  • 1999Determinants of Emerging Market Bond Spread: Do Economic Fundamentals Matter?205 cited
  • 2002The Effectiveness of Fiscal Policy in Stimulating Economic Activity203 cited
  • 2005Inflation scares and forecast-based monetary policy191 cited
  • 2012The Effect of Changes in the Federal Funds Rate Target on Market Interest Rates in the 1970s187 cited
  • 1994Monetary Policy and the Term Structure of Interest Rates174 cited
  • 1986A Defense of Traditional Hypotheses about the Term Structure of Interest Rates167 cited
  • 1993Statistical Models for Financial Volatility165 cited
  • 1988The Predictive Power of the Term Structure During Recent Monetary Regimes163 cited
  • 2002The Economic Effects of Long-Term Fiscal Discipline161 cited
  • 1997The term structure of Euro-rates: some evidence in support of the expectations hypothesis

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142 cited
  • 1995Monetary Policy Actions and Long-Term Interest Rates141 cited
  • 1991A multi-country study of the information in the shorter maturity term structure about future inflation134 cited