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On the intertemporal behavior of the short-term rate of interest
Sanders, Anthony B., (1988)
The behavior of interest rates implied by the term structure of Eurodollar futures
Jegadeesh, Narasimhan, (1996)
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob, (1997)
Analyzing investments whose histories differ in length
Stambaugh, Robert F., (1997)
Predictive regressions
Stambaugh, Robert F., (1999)