Federal Reserve interest rate targeting, rational expectations, and the term structure

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Yield Spreads and Interest Rate Movements: A Bird's Eye View

John Y. Campbell, Robert J. Shiller · The Review of Economic Studies · 1991 · 1.8K citations · Full text

Business, Economics, Finance +15

The Information in Long-Maturity Forward Rates

Eugene F. Fama, Robert R. Bliss · American Economic Review · 1987 · 1.6K citations

Business, Finance, Financial Economics +16

A class of rank test procedures for censored survival data

David P. Harrington, Thomas R. Fleming · Biometrika · 1982 · 1.2K citations

Natural Sciences, Biostatistics, Mathematics +17

The information in the term structure

Eugene F. Fama · Journal of Financial Economics · 1984 · 676 citations

Computing, Computer Science, Computational Linguistics +11