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Learning From Disagreement in the U.S. Treasury Bond Market
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Learning From Disagreement in the U.S. Treasury Bond Market (2020)Learning From Disagreement in the U.S. Tr…Do General Managerial Skills Spur Innovation? (2017)Do General Managerial Skills …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Risk Premiums in Dynamic Term…Political uncertainty and risk premia (2013)Political uncertainty and ris…Measuring Economic Policy Uncertainty (2013)Measuring Economic Policy Unc…A New Perspective on Gaussian Dynamic Term Structure Models (2010)A New Perspective on Gaussian…Macro Factors in Bond Risk Premia (2009)Macro Factors in Bond Risk Pr…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Term Premia and Interest Rate Forecasts in Affine Models (2002)Term Premia and Interest Rate…Expectation puzzles, time-varying risk premia, and affine models of the term structure (2002)Expectation puzzles, time-var…Shifting endpoints in the term structure of interest rates (2001)Shifting endpoints in the ter…Specification Analysis of Affine Term Structure Models (2000)Specification Analysis of Aff…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Perceptions about Monetary Policy (2023)Perceptions about Monetary Po…Currency Risk Premiums Redux (2023)Currency Risk Premiums ReduxAre bond returns predictable with real-time macro data? (2023)Are bond returns predictable …Perceptions about Monetary Policy (2022)Perceptions about Monetary Po…Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity (2021)Beyond Home Bias: Internation…Corrigendum: Bond Risk Premiums with Machine Learning (2020)Corrigendum: Bond Risk Premiu…Under- and Over-Reaction in Yield Curve Expectations (2019)Under- and Over-Reaction in Y…Bond Risk Premia with Machine Learning (2018)Bond Risk Premia with Machine…Robust Bond Risk Premia (2017)Robust Bond Risk PremiaComparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Essays in the Theory of Risk-Bearing. 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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2000Specification Analysis of Affine Term Structure Models1,708 cited
  • 2002Term Premia and Interest Rate Forecasts in Affine Models1,581 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2009Macro Factors in Bond Risk Premia1,043 cited
  • 2013Measuring Economic Policy Uncertainty858 cited
  • 2002Expectation puzzles, time-varying risk premia, and affine models of the term structure754 cited
  • 2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks587 cited
  • 2010A New Perspective on Gaussian Dynamic Term Structure Models544 cited
  • 2017Do General Managerial Skills Spur Innovation?522 cited
  • 2001Shifting endpoints in the term structure of interest rates

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439 cited

Cited by

  • 2023Currency Risk Premiums Redux48 cited
  • 2023Are bond returns predictable with real-time macro data?37 cited
  • 2017Robust Bond Risk Premia35 cited
  • 2021Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity33 cited
  • 2018Bond Risk Premia with Machine Learning31 cited
  • 2020Corrigendum: Bond Risk Premiums with Machine Learning26 cited
  • 2019Under- and Over-Reaction in Yield Curve Expectations25 cited
  • 2022Perceptions about Monetary Policy24 cited
  • 2023Perceptions about Monetary Policy14 cited