| 2011 |
|
"Economists as Worldly Philosophers" (with Virginia
M. Shiller), forthcoming in American Economic Review, Papers and Proceedings (May
2011) |
| 2010 |
|
"How Should the Financial Crisis Change How We Teach
Economics?" Journal of Economic Education (September 2010), 41(4): 403-409 [doi:10.1080/00220485.2010.510409] |
|
"Property Derivatives for Managing European Real-Estate Risk"
(with Frank Fabozzi and Radu Tunaru), European Financial Management (2010), 16(1):
8-26 [CFP 1300] |
|
"Trills Instead of T-Bills: It's Time to Repalce Part of
Government Debt with Shares in GDP" (with Mark Kamstra), The Economists' Voice
(September 2010), Vol. 7, Issue 3, Article 5 [doi:10.2202/1553-3832.1782] |
| 2009 |
|
"Hedging Real-Estate Risk" (with Frank Fabozzi and
Radu Tunaru), Journal of Portfolio Management, Special Real Estate Issue (2009),
35(5): 92-103 [doi:10.3905/JPM.2009.35.5.092] |
|
"Understanding Inflation-Indexed Bond Markets"
(with John Campbell and Luis Viceira), Brookings Papers on Economic Activity
(Spring 2009), 1: 79-138 [doi:10.1353/eca.0.0045] |
|
"Unlearned Lessons from the Housing Bubble," The Economists'
Voice, (2009), Vol. 6, Issue 7 |
| 2008 |
|
"Understanding Recent Trends in House Prices and Homeownership,"
in Housing, Housing Finance and Monetary Policy, Jackson Hole Conference Series,
Federal Reserve Bank of Kansas City, 2008, pp. 85-123 [CFDP 1630] |
| 2007 |
|
"Innovations to Foster Entrepreneurship." In Edwin
Phelps and Hans-Werner Sinn, eds., Perspectives on the Performance of the Continent's
Economies, 2007 |
|
"Low
Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular
Economic Models," Brookings Papers on Economic Activity (2007), 2: 111-132 |
| 2006 |
|
"Designing Indexed Units of Account." In Lawrence
R. Klein, ed., Long-Run Growth and Short-Run Stabilization: Essays in Memory of Albert
Ando, Elgar, 2006, pp. 288-302 |
|
"Irrational Exuberance Revisited." CFA Institute
Conference Proceedings Quarterly (September 2006), 23(3): 16-25. Also in Rodney N.
Sullivan and Jeffrey Diermeier, eds., Global Perspectives on Investment Management,
CFA Institute, 2006 |
|
"The
Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation of President
Bush's Proposal," Journal of Policy Modeling (May 2006), 28(4): 427-444 |
|
"Long-Term Perspectives on the Current Boom in Home Prices," Economists'
Voice (2006), Vol. 3, Issue 4 |
|
"Tools for
Financial Innovations: Neoclassical versus Behavioral Finance," The Financial
Review (2006), 41: 1-8 [CFP 1180] |
| 2005 |
|
"Behavioral
Economics and Institutional Innovation," Southern Economic Journal (2005),
72(2): 269-283 [CFP 1150] |
|
"Comparing
Wealth Effects: The Stock Market vs. the Housing Market," with Karl E. Case and
John M. Quigley, Advances in Macroeconomics (2005) 5(1): 1–34. [CFP 1181, CFDP
1335] |
|
"Distinguished Guest Lecture: Behavioral Economics and
Institutional Innovation," Southern Economic Journal (2005), 72(2): 269-283 |
|
"The Invention of
Inflation-Indexed Bonds in Early America" in William N. Goetzmann and Geert K.
Rouwenhorst, eds., The Origins of Value: The Financial Innovations that Created Modern
Capital Markets Oxford: Oxford University Press, 2005. [CFDP 1442] |
|
"The
Life-Cycle Personal Accounts Proposal for Social Security: A Review," NBER
Working Paper No. 11300, April 2005. [CFDP 1504] |
|
"Life-Cycle
Portfolios as Government Policy," Economists’ Voice (2005), 2(1),
Article 14. [CFP 1182] |
|
"Samuelson’s
Dictum and the Stock Market," with Jeeman Jung, Economic Inquiry (2005).
[CFP 1183, CFDP 1386] |
|
"Valuation Ratios and the Long Run Stock Market Outlook:
An Update" (with John Y. Campbell), in Richard H. Thaler, Advances in Behavioral
Finance II, Princeton: Princeton University Press, 2005. [CFDP 1295] |
| 2004 |
|
"The Design and Regulation of Income-Linked Loans,"
in An Executive Briefing on Financing Human Capital, Cambridge: Cambridge
University Press, 2004. |
|
"Home-Buyers, Housing, and the Macroeconomy" (with
Karl E. Case and John M. Quigley), in Anthony Richards and Tim Robinson, eds., Asset
Prices and Monetary Policy, Reserve Bank of Australia, 2004, pp. 149–88. |
|
"Macro Markets: Managing Risks to National
Economies," in Public Finance in a Globalizing World: Innovations in Theory and
Practice, New York: United Nations Development Program, 2004. |
|
"The MD Interview: Robert J. Shiller," by John Y.
Campbell, Macroeconomic Dynamics, 2004. |
|
"Radical Financial Innovation,"
for Entrepreneurship, Innovation and the Growth Mechanism of the Free Market
Economies, in Honor of William Baumol, Princeton University Press, 2004, pp. 306-323
[CFDP 1461] |
| 2003 |
|
"From Efficient
Markets Theory to Behavioral Finance," Journal of Economic Perspectives
(2003), 17(1) [CFP 1055] |
|
"Is There a
Bubble in the Housing Market?", Brookings Papers on Economic Activity
(2003), 2: 299-362 [CFP 1089] |
|
"Social
Security and Individual Accounts as Elements of Overall Risk-Sharing," AEA
Papers and Proceedings (2003), 93(2) [CFP 1061] |
| 2002 |
|
"Bubbles, Human Judgment and Expert Opinion," Financial
Analysts Journal (May/June 2002), 58(3): 18–26; reprinted in The ICFAI Journal
of Behavioral Finance (India) (September 2004), 1(3): 7–17. [CFDP 1303] |
|
"Defining
Residual Risk-Sharing Opportunities: Pooling World Income Components," with
Stefano Athanasoulis, Research in Economics 56: 61–84, 2002. |
| 2001 |
|
"Exuberant
Reporting." Harvard International Review (Spring 2001), 23(1): 60-65 |
|
"World Income
Components: Measuring and Exploiting Risk Sharing Opportunities" (with Stefano
Athanasoulis), American Economic Review (September 2001), 91(4): 1031–54 [CFP
1029] |
| 2000 |
|
"Measuring
Bubble Expectations and Investor Confidence," Journal of Psychology and
Financial Markets (2000), 1(1): 49–60, 2000. [CFDP 1212, CFP 1004] |
|
"Moral Hazard
and Home Equity Conversion" (with Allan Weiss), Real Estate Economics
(2000), 28(1) [CFP 1014] |
|
"The
Significance of the Market Portfolio" (with Stefano G. Athanasoulis), The
Review of Financial Studies (Summer 2000), 13(2): 301–329. [CFP 997] |
| 1999 |
|
"Evaluating
Real Estate Valuation Systems" (with Allan N. Weiss), Journal of Real Estate
Finance and Economics (1999) 18(2):147–61. [CFP 983] |
|
"Home Equity
Insurance" (with Allan Weiss), Journal of Real Estate Finance and Economics
(1999), 19(1): 21–47 [CFDP 1074, CFP 1007] |
|
"Human Behavior
and the Efficiency of the Financial System," in J.B. Taylor and M. Woodford,
eds., Handbook of Macroeconomics, Vol. 1, pp.1305–40, 1999. [CFP 1025] |
|
"Macro Markets
and Financial Security," with Stefano Athanasoulis and Eric van Wincoop, Economic
Policy Review, Federal Reserve Bank of New York, Vol. 5 No. 1, pp. 21–39, April
1999 |
|
"Social
Security and Institutions for Intergenerational, Intragenerational and International Risk
Sharing," Carnegie–Rochester Series in Public Policy (June 1999),
50:165–204. [CFDP 1185, CFP 993] |
| 1998 |
|
"Designing Indexed Units of Account," presented at
American Economic Association Meetings, Chicago Illinois, January, 1998. [CFDP 1179] |
|
"Indexed Units of Account: Theory and Analysis of
Historical Experience," in Fernando Lefort and Klaus Schmidt-Hebbel, Indexation,
Inflation, and Monetary Policy, Central Bank of Chile, Santiago Chile, 2002. Also
appeared as National Bureau of Economic Research Working Paper #6356, Cambridge, MA, 1998.
[CFDP 1171] |
|
"Labor Income
Indices Designed for Use in Contracts Promoting Income Risk Management" (with
Ryan Schneider), Review of Income and Wealth (June 1998), Series
44(2):163–182. [CFDP 1110, CFP 964] |
|
"Macro Markets: Motivations, Techniques, and
Proposals," Conference Proceedings, 22nd Annual Spring Research Seminar, Chicago
Board of Trade, May 12, 1998. |
|
"Macro Markets and Financial Security," with
Stefano Athanasoulis and Eric van Wincoop, unpublished paper, 1998. |
|
"Valuation
Ratios and the Long-Run Stock Market Outlook" (with John Y. Campbell), Journal
of Portfolio Management (Winter 1998), 24(2):11–26. |
| 1997 |
|
"Expanding the Scope of Individual Risk Management:
Moral Hazard and Other Behavioral Considerations," Economic Notes (1997),
26(2): 361–78. [CFDP 1145] |
|
"A Scorecard for
Indexed Government Debt" (with John Y. Campbell), in Ben Bernanke and Julio
Rotermberg, eds., NBER Macroeconomics Annual. Cambridge, MA: MIT Press, pp.
155–197. [CFDP 1125] |
|
"Indexed Units of Account for the United States,"
1997. [http://www.econ.yale.edu/~shiller/uf-usa4.html] |
|
"Public
Resistance to Indexation: A Puzzle," for Brookings Panel on Economic Activity
(1997). (Formerly entitled, "Why Are People So Indifferent to Indexation?") [CFP
946] |
| 1996 |
|
"A Decade of Boom and Bust in Single Family Home Prices:
Boston and Los Angeles, 1983–1993" (with Karl E. Case), Revue D'Economie
Financiere (December 1993), pp. 389–407. Reprinted in New England Economic
Review (March/April 1994), 40–51. |
|
"Mortgage Default Risk and Real Estate Prices: The Use
of Index-Based Futures and Options in Real Estate" (with Karl E. Case), Journal
of Housing Research (1996), 7(2): 243–258. [CFDP 1098] |
|
"Speculative Booms and Crashes," Henry B. Thornton
Lecture, City University, London, 1989, in Forrest Capie and Geoffrey E. Wood (eds.), Monetary
Economics in the 1990s., Macmillan, 1996, pp. 58–74. |
|
"Why Did the
Nikkei Crash? Expanding the Scope of Expectations Data Collection" (with Fumiko
Kon-Ya and Yoshiro Tsutsui), Review of Economics and Statistics (1996), 78:
156–64. [CFDP 1012, CFP 922] |
|
"Why Do People Dislike Inflation?" in Christina
Romer and David Romer, eds., Reducing Inflation: Motivation and Strategy,
National Bureau of Economic Research and University of Chicago Press, 1996. [CFDP 1115] |
| 1995 |
|
"Aggregate
Income Risks and Hedging Mechanisms," Quarterly Review of Economics and
Finance (1995). [CFDP 1048] |
|
"Conversation,
Information, and Herd Behavior," American Economic Review (1995), 85(2):
181–85. [CFDP
1092 & CFP 909] |
|
"Hedging Inflation and Income Risks," Manchester
School of Economic and Social Studies (1995), 63: 1–21 (supplement "Papers
in Money, Macroeconomics and Finance). |
|
"Speculative Behavior and the Functioning of Risk
Markets," Moneda y Crédito (1995). |
|
"World Income Components: Measuring and Exploiting
International Risk Sharing Opportunities" (with Stefano Athanasoulis), NBER Working
Paper No. 5095, April 1995. [CFDP 1097] |
| 1994 |
|
|
| 1993 |
|
"Actual and
Warranted Movements in Asset Prices" (with Andrea Beltratti), Oxford Economic
Papers (1993), 45: 387–402. [CFDP 970, CFP 859] |
|
"Index-Based Futures and Options Trading in Real
Estate" (with Karl E. Case and Allan N. Weiss), Journal of Portfolio Management
(Winter 1993). [CFDP
1006] |
|
"Measuring
Asset Value for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices
and Perpetual Futures," Journal of Finance (1993), 48(3): 911–931.
[CFDP 1036, CFP 856] |
|
"The Theory of Index-Based Futures and Options
Markets," Estudios Económicos (El Colegio de México)
(July–December, 1993), 8(2): 163–78. |
| 1992 |
|
"Hunting for
Homo Sovieticus: Situational versus Attitudinal Factors in Economic Behavior"
(with Maxim Boycko and Vladimir Korobov), Brookings Papers on Economic Activity
(1992), pp. 127–194. Reprinted (in Russian translation) in Constants
(Ukraine) (1994), 1(1): 1. [CFP 817] |
|
"Stock Prices
and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?"
(with Andrea Beltratti), Journal of Monetary Economics (August 1992), 30. [CFDP
953, CFP 833] |
|
"Volatility in U.S. and Japanese Stock Markets," Journal
of Applied Corporate Finance (1992), 5(1): 25–29. Excerpt reprinted in Stephen
Lofthouse (ed.), Readings in Investments, Wiley, Chichester, 1994, pp.
315–318. |
| 1991 |
|
"Arithmetic
Repeat Sales Price Estimators," Journal of Housing Economics (1991), 1:
110–26. [CFP 781] |
|
"Investor Behavior in the October 1987 Stock Market
Crash: The Case of Japan" (with Fumiko Kon-Ya and Yoshiro Tsutsui), Journal
of the Japanese and International Economies (1991), 5: 1–13, 1991. |
|
"Popular
Attitudes Towards Free Markets: The Soviet Union and the United States Compared"
(with Maxim Boycko and Vladimir Korobov), American Economic Review (1991), 81(3):
385–400. Also published (in Russian) as "Rinok v Vospriyatii Sovyetskoi i
Amerikanskoi Obshchestvennosti (Sravnitelnii Analyz)," in Mirovaya Ekonomika i
Mezhdunarodniye Otnosheniya, 2/1992, pp. 39–54. Abridged version published
in textbook The Road to Capitalism, Harcourt Brace Jovanovich, 1992. [CFP 787] |
|
"The Significance of the Growth of Institutional
Investing," in New York Stock Exchange, Institutional Investor Fact Book 1991,
New York, pp. 21–26. |
|
"Yield Spreads and Interest Rate Movements: A Bird's Eye
View" (with John Y. Campbell), Review of Economic Studies (1991), 58:
495–514. |
| 1990 |
|
"Cointegration and Tests of Present Value Models,"
(with John Campbell), Journal of Political Economy (1987), 95:
1062–1088. Reprinted in R.F. Engle and C.W.J. Granger, eds., Long-Run
Economic Relationships. Oxford University Press, 1991. [CFDP 785] |
|
"Comparing
Information in Forecasts from Econometric Models" (with Ray C. Fair), American
Economic Review (1990), 80(3): 375–389. [CFDP 833R, CFP 754] |
|
"Forecasting Prices and Excess Returns in the Housing
Market" (with Karl E. Case), AREUEA Journal (1990), 18(3): 253–273. |
|
"Market Volatility and Investor Behavior," American
Economic Review, Papers and Proceedings (1990), 80(2): 58–62. |
|
"A Scott-Type Regression Test of the Dividend–Ratio
Model," Review of Economics and Statistics (1990), 72(2): 356–361. |
|
"Speculative Prices and Popular Models," Journal
of Economic Perspectives (Spring 1990), 4(2): 55–65. |
| 1989 |
|
"Comovements in Stock Prices and Comovements in
Dividends," Journal of Finance (July 1989), 44: 719–729. |
|
"Causes of Changing Financial Market
Volatility," in Financial Market Volatility, Federal Reserve Bank of
Kansas City, 1988, pp. 1–22. |
|
"The Dividend Ratio Model and Small Sample Bias: A Monte
Carlo Study" (with John Campbell), Economics Letters (1989), 29:
325–331. |
|
"The Dividend–Price Ratio and Expectations of
Future Dividends and Discount Factors," (with John Campbell), Review of Financial
Studies (1988), 1(3): 195–228. [CFDP 812] |
|
"The Efficiency of the Market for Single Family
Homes" (with Karl E. Case), American Economic Review (March 1989), 79(1):
125–37. Reprinted in John M. Quigley, ed., The Economics of Housing,
Cheltenham, UK: Edward Elgar, 1997. |
|
"The
Informational Content of Ex Ante Forecasts" (with Ray C. Fair), Review of
Economics and Statistics (1989), 71(2): 325–331. [CFDP 857, CFP 736] |
|
"Initial Public Offerings: Investor Behavior and
Underpricing," NBER Working Paper, 1989. |
|
"Price Conditional Vector Autoregressions and
Theories of Stock Price Determination," in Rui M.C. Guimarañes, Brian G. Kingsman,
and Stephen J. Taylor (eds.), A Reappraisal of the Efficiency of Financial Markets.
Springer-Verlag, NATO Advanced Science Institute Series, Berlin Heidelberg, 1989, pp.
409–429. |
|
"Survey Evidence on the Diffusion of Interest and
Information Among Investors" (with John Pound), Journal of Economic
Behavior and Organization (1989), 12: 47–66. [CFDP 794] |
|
"The Term
Structure of Interest Rates," in Benjamin Friedman and Frank Hahn (eds.), Handbook
of Monetary Economics. North Holland, 1989. [CFP 766] |
|
The Volatility Debate," American Journal of
Agricultural Economics (1988), 70(5): 1057–1063. |
| 1988 |
|
"The Behavior of Home Buyers in Boom and Post-Boom
Markets," (with Karl E. Case), New England Economic Review
(November/December, 1988), pp. 29–46. Reprinted in Russian in Constants
(Ukraine) (1993), 1(2): 1–20. |
|
"Interpreting Cointegrated Models" (with John
Campbell), Journal of Economic Dynamics and Control, Special Issue, Masanao Aoki,
ed., "Economic Time Series Models with Random Walk and Other Nonstationary
Components" (June/September 1988), 12: 505–522. |
|
"Portfolio Insurance and Other Investor Fashions as
Factors in the 1987 Stock Market Crash," in Stanley Fischer, ed., NBER
Macroeconomics Annual, 1988. |
|
"Stock Prices, Earnings and Expected Dividends"
(with John Campbell), Journal of Finance (July 1988), 43(3): 661–676. [CFDP
858] |
| 1987 |
|
"Are Institutional Investors Speculators?" Journal
of Portfolio Management (1987), 13(3): 46–52. |
|
"Conventional Valuation and the Term Structure of
Interest Rates," in Rudiger Dornbusch, Stanley Fischer and John Bossons, eds., Macroeconomics
and Finance: Essays in Honor of Franco Modigliani. Cambridge, MA: MIT Press, 1987,
pp. 63–88. |
|
"Estimating the Continuous-Time Consumption-Based
Asset-Pricing Model" (with Sanford J. Grossman and Angelo Melino) Journal of
Business and Economic Statistics (1987), 5(3): 315–27. |
|
"Expectations," in John Eatwell, Murray Milgate and
Peter Newman (eds.), The New Palgrave, New York: Stockton Press, 1987. |
|
"Fashions, Fads and Bubbles in Financial Markets,"
in Jack Coffee, ed., Knights, Raiders and Targets: The Impact of the Hostile Takeover.
Oxford University Press, 1987. |
|
"Prices of Single-Family Homes Since 1970: New Indexes
for Four Cities" (with Karl E. Case), New England Economic Review
(September/October 1987), 46–56. [CFDP 851] |
|
"Ultimate Sources of Aggregate Variability," American
Economic Review, Papers and Proceedings (1987), 77(2): 87–92. [CFDP 816] |
|
"The Volatility
of Stock Market Prices," Science (January 2, 1987), 235: 33–37.
[CFP 670] |
| 1986 |
|
"Financial Markets and Macroeconomic Fluctuations,"
in James L. Butkiewicz, ed., Keynes Economic Legacy. Praeger, 1985. |
|
"The Marsh–Merton Model of Managers' Smoothing of
Dividends," American Economic Review (1986), 76(3): 499–503. |
| 1985 |
|
"Testing the Random Walk Hypothesis: Power Versus
Frequency of Observation" (with Pierre Perron), Economics Letters (1985),
18: 381–386. [CFDP 732] |
| 1984 |
|
"The Determinants of Interest
Rates: Old Controversies Reopened" (with John Y. Campbell), AEA Papers and
Proceedings (May 1984), 74(2): 44-48 (with John Y. Campbell) [CFP 595] |
|
"Expectations and the Prices of Long-Term Assets,"
in Pierre Malgrange and Pierre–Alain Muet (eds.), Contemporary Macroeconomic
Modelling. Basil Blackwell, Oxford, 1984. |
|
"A Simple Account of the Behavior of Long-Term Interest
Rates" (with John Y. Campbell), American Economic Review Papers and Proceedings
(1984), 74(2): 44–48. |
|
"Smoothness
Priors and Nonlinear Regression," Journal of the American Statistical
Association (1984), 79(387): 609–615. [CFP 593] |
|
"Stock Prices
and Social Dynamics," Brookings Papers on Economic Activity (1984), 2:
457–498. [CFDP 719R, CFP 616] |
|
"Theories of Aggregate Stock Price Movements," Journal
of Portfolio Management (1984), 10(2): 28–37. |
| 1983 |
|
"Forward Rates and Future Policy: Interpreting the
Term Structure of Interest Rates" (with John Y. Campbell and Kermit L. Schoenholtz), Brookings
Papers on Economic Activity (1983), 173–224. [CFDP 667] |
| 1982 |
|
"Consumption, Asset Markets and Macroeconomic
Fluctuations," Carnegie–Rochester Conference Series on Public Policy,
Vol. 17. North-Holland Publishing Co., 1982, pp. 203–238. |
|
"Consumption Correlatedness and Risk Measurement in
Economics with Nontraded Assets and Heterogeneous Information" (with Sanford
Grossman), Journal of Financial Economics (1982), 10: 195–210. |
| 1981 |
|
"Alternative Tests of Rational Expectations
Models: The Case of the Term Structure," Journal of Econometrics
(1981), 16: 17–87. |
|
"The Determinants of the Variability of Stock Market
Prices" (with Sanford Grossman), American Economic Review (1981), 71:
222–227. |
|
"Do Stock Prices Move Too Much to be Justified by
Subsequent Changes in Dividends?", American Economic Review (June 1981),
71(3): 421–436. Reprinted in Paul Whitely, ed., Economic Policy, Cheltenham,
UK: Edward Elgar Publishing Ltd., 1996, and in The History of Management Thought,
Aldershot Hants, UK: Dartmouth Publishing Company, 1997. |
|
"The Use of Volatility Measures in Assessing Market
Efficiency," Journal of Finance (1981), 36: 291–304. |
| 1980 |
|
"Can the Federal Reserve Control Real Interest
Rates?", in Stanley Fischer (ed.), Rational Expectations and Economic Policy,
National Bureau of Economic Research and University of Chicago Press, 1980. |
|
"Distributed Lag Estimators Based on Linear Coefficient
Restrictions and Bayesian Generalizations of These Estimators," IHS Journal
(1980), 4:163–180. |
| 1979 |
|
"Coupon and Tax Effects on New and Seasoned Bond Yields
and the Measurement of the Cost of Debt Capital" (with Franco Modigliani), Journal
of Financial Economics (1979), 7: 297–318. |
|
"The Volatility of Long Term Interest Rates and
Expectations Models of the Term Structure," Journal of Political Economy
(1979), 87: 1190–1219. |
| 1978 |
|
"Rational Expectations and the Dynamic Structure of
Macroeconomic Models: A Critical Review," Journal of Monetary Economics
(1978), 4: 1–44. |
| 1977 |
|
"The Gibson Paradox and Historical Movements in Real
Long Term Interest Rates" (with Jeremy J. Siegel), Journal of Political Economy
(1977), 85(5): 891–898. |
| 1973 |
|
"A Distributed Lag Estimator Derived from Smoothness
Priors," Econometrica (1973), 41: 775–788. Also in Feinberg and
Zellner, eds., Studies in Bayesian Econometrics and Statistics, North Holland,
1975. |
|
"Inflation, Rational Expectations and the Term Structure
of Interest Rates" (with Franco Modigliani), Economica (1973), 40(157):
12–43. |
|
"Rational Expectations and the Term Structure of
Interest Rates," Journal of Money, Credit and Banking (1973), 3:
856–860. |