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• 2002When the Back Office Moved to the Front Burner: Settlement Fails in the Treasury Market after 9/1152 cited
• 2006A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration49 cited
• 2007Preferred habitat for liquidity in international short-term interest rates38 cited
• 2004The Effect of Transaction Size on Off-the-Run Treasury Prices36 cited
• 2005Explaining Settlement Fails32 cited
• 2022What moves treasury yields?31 cited
• 2004When the Back Office Moved to the Front Burner: Settlement Fails in the Treasury Market after September 1128 cited
• 2022On the Factor Structure of Bond Returns26 cited
• 2006A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources and Generalized Duration25 cited
• 2023The term structure of expectations24 cited
• 2005Riding the Yield Curve21 cited