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ON THE INFLATION RISK PREMIUM
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ON THE INFLATION RISK PREMIUM (1995)ON THE INFLATION RISK PREMIUMIdentifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data (1991)Identifying the Dynamics of R…The Real Thing: A Dynamic Profile of The Term Structure of Real Interest Rates and Inflation Expectations in The United Kingdom, 1982-89 (1990)The Real Thing: A Dynamic Pro…The Foreign Exchange Market: Theory and Econometric Evidence. (1990)The Foreign Exchange Market: …Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates? (1990)Can Futures Market Data Be Us…Stock returns and inflation (1987)Stock returns and inflationGeneralized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure (1983)Real and Nominal Interest Rat…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Inflation Uncertainty and Expected Returns on Treasury Bills (1976)Inflation Uncertainty and Exp…The Demand for Index Bonds (1975)The Demand for Index BondsThe Role of Securities in the Optimal Allocation of Risk-bearing (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)The Term Structure of Interest Rates (1987)Chapter 13 The term structure of interest rates (1990)Elections and Markets: The Effect of Partisanship, Policy Risk, and Electoral Margins on the Economy (2005)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter (1999)Time-varying risk aversion and unexpected inflation (2003)Theory of rational option pricing (2005)Affine Term Structure Models (2010)Value and Capital (1939)A Rational Expectations Approach to Macroeconometrics (1983)Evidence of the Fisher Effect From U.K. Indexed Bonds (1992)Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators (1994)The Derivation of a New Model of Equity Duration (2001)Term Structure of Interest Rates (2008)Portfolio Selection: Efficient Diversification of Investments (1959)THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION (1976)The Adjustment of Stock Prices to Information About Inflation (1981)Business Cycles, Financial Crises, and Stock Volatility (1989)Short- Term Interest Rates as Predictors of Inflation (2021)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Consumption, production, inflation and interest rates (1986)Why do we have nominal government debt? (1988)Equilibrium Exchange Rate Hedging (1990)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)Asset returns and inflation (1977)Stock Returns, Real Activity, Inflation, and Money (1981)Economic Significance of Predictable Variations in Stock Index Returns (1989)Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns (1994)The Presidential Puzzle: Political Cycles and the Stock Market (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Currency Hedging over Long Horizons (1993)Safety First Portfolio Selection, Extreme Value Theory and Long Run Asset Risks (1994)Forecasting exchange rates: A robust regression approach (2006)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1987Stock returns and inflation426 cited
  • 1975The Demand for Index Bonds298 cited
  • 1991Identifying the Dynamics of Real Interest Rates and Inflation: Evidence Using Survey Data203 cited
  • 1976Inflation Uncertainty and Expected Returns on Treasury Bills193 cited
  • 1983Real and Nominal Interest Rates under Uncertainty: The Fisher Theorem and the Term Structure88 cited
  • 1990The Foreign Exchange Market: Theory and Econometric Evidence.77 cited
  • 1990The Real Thing: A Dynamic Profile of The Term Structure of Real Interest Rates and Inflation Expectations in The United Kingdom, 1982-8952 cited
  • 1990Can Futures Market Data Be Used to Understand the Behavior of Real Interest Rates?19 cited

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