References

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• 1995The Limits of Arbitrage5,282 cited
• 2009This Time Is Different3,448 cited
• 1987Parsimonious Modeling of Yield Curves2,918 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
• 1999Exchange Rates and Financial Fragility1,432 cited
• 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
• 2002Strategic Asset Allocation1,279 cited
• 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
• 2010Presidential Address: Asset Price Dynamics with Slow‐Moving Capital861 cited
• 2005Defaultable debt, interest rates and the current account800 cited
• 2009A Preferred-Habitat Model of the Term Structure of Interest Rates737 cited
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• 2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt530 cited
• 2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk