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Valuing futures and options on volatility, и . Journal of Banking & Finance, 20 (6): 985--1001 (июля 1996)Corporate earnings and the equity premium, и . Journal of Financial Economics, 74 (3): 401--421 (декабря 2004)Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?, , и . Journal of Financial Economics, 67 (3): 385--410 (марта 2003)The valuation of options on coupon bonds. Journal of Banking & Finance, 17 (1): 27--42 (февраля 1993)The term structure of very short-term rates: New evidence for the expectations hypothesis. Journal of Financial Economics, 58 (3): 397--415 (декабря 2000)Multiple equilibria and term structure models. Journal of Financial Economics, 32 (3): 333--344 (декабря 1992)A nonlinear general equilibrium model of the term structure of interest rates. Journal of Financial Economics, 23 (2): 195--224 (августа 1989)The valuation of options on yields. Journal of Financial Economics, 26 (1): 97--121 (июля 1990)Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, , и . Journal of Financial Economics, 62 (1): 39--66 (октября 2001)