1. Decomposing real and nominal yield curves;Abrahams;Journal of Monetary Economics,2016
2. Limits to arbitrage and hedging: evidence from commodity markets;Acharya;Journal of Financial Economics,2013
3. Pricing the term structure with linear regressions;Adrian;Journal of Financial Economics,2013
4. Regression-based estimation of dynamic asset pricing models;Adrian;Journal of Financial Economics,2015
5. Liquidity and leverage;Adrian;Journal of Financial Intermediation,2010