Journal of Banking & Finance · 2011 · 29 citations · 21 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMonetary EconomicsAsset Return ModelingBond MarketsCapital Asset Pricing ModelCapital MarketsMonetary PolicyTreasury PolicyBond Return ForecastingBond ReturnsExpected Return On BondsMonetary Policy ShocksTreasury BondsTreasury ForecastingYield Curve Dynamics
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The Information in Long-Maturity Forward Rates
Eugene F. Fama, Robert R. Bliss · American Economic Review · 1987 · 1.6K citations
The Aggregate Demand for Treasury Debt
Arvind Krishnamurthy, Annette Vissing‐Jørgensen · Journal of Political Economy · 2012 · 1.6K citations · Full text
John H. Cochrane, Monika Piazzesi · American Economic Review · 2005 · 1.5K citations
Business, Finance, Asset Pricing +16