References

• 1993Dynamic Asset Pricing Theory.2,891 cited
• 2013Pricing the term structure with linear regressions703 cited
• 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
• 2007The Term Structure of Real Rates and Expected Inflation538 cited
• 2005An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates490 cited
• 2002Quadratic Term Structure Models: Theory and Evidence469 cited
• 1995Interest Rates as Options428 cited
• 2024The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases *377 cited
• 2012The term structure of inflation expectations255 cited
• 2011The United Kingdom’s quantitative easing policy: design, operation and impact212 cited
• 2009Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves124 cited
• 2012INFLATION RISK PREMIA IN THE TERM STRUCTURE OF INTEREST RATES102 cited
• 2003Design and Estimation of Quadratic Term Structure Models93 cited
• 2009The Term Structure of Inflation Expectations69 cited
• 2013Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?