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Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach

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References

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1983Rational expectations and the expectations model of the term structure86 cited

Cited by

1992The relationship between forecast dispersion and forecast uncertainty: Evidence from a survey data—arch model45 cited
1990Time Varying Term Premia and Traditional Hypotheses about the Term Structure31 cited
2007Macroeconomic Sources of Risk in the Term Structure30 cited

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2010

Revisiting the expectations hypothesis of the term structure of interest rates

27 cited

2006Charter market default risk: A conceptual approach23 cited

2003The term premium and the puzzles of the expectations hypothesis of the term structure19 cited