Paper Recommendation
1985 A Theory of The Term Structure of interest Rates

1974 ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

1972 Rational Expectations and The Term Structure of interest Rates

1987 Estimation of Time Varying Risk Premia in The Term Structure: The ARCH-M Model

1990 Pricing interest-Rate-Derivative Securities

1999 Modeling Term Structures of Defaultable Bonds

1987 The information in Long-Maturity Forward Rates

1970 A Consumption-oriented Theory of The Demand For Financial Assets and The Term Structure of interest Rates

1992 Money, income, Prices, and interest Rates

1995 Competition When Consumers Have Switching Costs: An Overview With Applications To industrial Organization, Macroeconomics, and international Trade

1990 The Federal Funds Rate and The Channels of Monetary Transnission

1993 A Simple Estimator of Cointegrating Vectors in Higher Order integrated Systems

1984 Debt, Deficits, and Finite Horizons

1989 Optimal Consumption With Stochastic income: Deviations From Certainty Equivalence

1990 Irreversibility, Uncertainty, and investment

1995 The Daily Market For Federal Funds

1971 Measuring The Term Structure of interest Rates

1997 The New Neoclassical Synthesis and The Role of Monetary Policy

1986 Cointegration and Tests of Present Value Models

1994 Puzzles in international Financial Markets