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The Behavior of Interest Rates
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The Behavior of Interest Rates (2006)The Behavior of Interest RatesRational response to unprecedented policies: The 1979 change in federal reserve operating procedures (1989)Rational response to unpreced…The stochastic properties of term structure movements (1987)The stochastic properties of …Long- and short-term interest rates in a risky world (1983)Long- and short-term interest…Flattening of Bond Yield Curves for Long Maturities (1982)Flattening of Bond Yield Curv…Expectations Models of Asset Prices: A Survey of Theory (1982)Expectations Models of Asset …Forward and futures pricing of treasury bills (1981)Forward and futures pricing o…Institutional arrangements and the inflation problem (1976)Institutional arrangements an…Benefits and costs of stable monetary growth (1976)Benefits and costs of stable …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Atheoretical macroeconometrics: A critique (1985)Stock Returns and the Term Structure (1985)Efficient Capital Markets and Martingales (1989)An equilibrium characterization of the term structure (1977)Book Review: Time Series Analysis: Forecasting and Control (1977)A Theory of the Term Structure of Interest Rates (1985)A Theory of the Nominal Term Structure of Interest Rates (1992)Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model (1994)Another Look at Models of the Short-Term Interest Rate (1996)International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsThe Behavior of Interest Rates. (1972)Towards an understanding of the costs of inflation: II (1981)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Are Government Bonds Net Wealth? (1974)Macroeconomic determinants of growth: Cross-country evidence (1985)Why Does Stock Market Volatility Change Over Time? (1989)A Markov Model of Switching-Regime ARCH (1994)A Monetary History of the United States 1867-1960 (1964)Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)A Proposal for Reforming Bank Reserve Requirements in the United States (1976)A Monetary History of the United States, 1867-1960 (2017)A Treatise on Money (1971)The pricing of commodity contracts (1976)Are there arbitrage opportunities in the treasury‐bond futures market? (1982)The monetary dynamics of hyperinflation (1956)Studies in the Quantity Theory of Money. (1957)Rational Expectations and the Theory of Price Movements (1961)MEASURING EFFICIENCY AND RISK IN THE MAJOR BOND MARKETS (1992)Interest rates and exchange rates under money supply targets (1994)The Structure of Interest Rates (1940)Measuring the Term Structure of Interest Rates (1971)The cheapest deliverable bond for the cbt treasury bond futures contract (1984)Decomposing Euro Area Sovereign Spreads: Credit, Liquidity and Convenience (2015)INNOVATIONS IN INTEREST RATE POLICY (2016)
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  • 1983Long- and short-term interest rates in a risky world183 cited
  • 1982Expectations Models of Asset Prices: A Survey of Theory112 cited
  • 1981Forward and futures pricing of treasury bills21 cited
  • 1976Institutional arrangements and the inflation problem18 cited
  • 1987The stochastic properties of term structure movements18 cited
  • 1982Flattening of Bond Yield Curves for Long Maturities17 cited
  • 1976Benefits and costs of stable monetary growth12 cited
  • 1989Rational response to unprecedented policies: The 1979 change in federal reserve operating procedures12 cited

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