Understanding Bond Risk Premia

Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

Richard H. Clarida, Mark Gertler · The Quarterly Journal of Economics · 2000 · 4.7K citations

Social Sciences, Economics, Economic Policy +14

Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

John Y. Campbell, Samuel B. Thompson · Review of Financial Studies · 2007 · 3K citations · Full text

Business, Economics, Finance +16

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

The Aggregate Demand for Treasury Debt

Arvind Krishnamurthy, Annette Vissing‐Jørgensen · Journal of Political Economy · 2012 · 1.6K citations · Full text

Business, Economics, Finance +13