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The response of interest rates to the Federal Reserve's weekly money announcements : The `puzzle' of anticipated money, , and . Journal of Monetary Economics, 19 (3): 393--404 (May 1987)Misspecification and the pricing and hedging of long-term foreign currency options, and . Journal of International Money and Finance, 14 (3): 373--393 (June 1995)Estimation of a rational expectations model of the term structure. Journal of Empirical Finance, 8 (5): 639--668 (December 2001)THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY. Journal of Economic Surveys, 2 (4): 335--366 (336 12 1988)doi: 10.1111/j.1467-6419.1988.tb00051.x.Duration dependence and nonparametric heterogeneity: A Monte Carlo study, and . Journal of Econometrics, (June 2000)A simple approach to the identifiability of the proportional hazards model, and . Economics Letters, 33 (1): 63--68 (May 1990)Editors' introduction, and . Journal of Econometrics, 45 (1-2): 1--5 (00 1990)A revealed preference analysis of asset pricing under recursive utility, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1993)The cyclical behavior of prices and quantities: The case of the automobile market, and . Journal of Monetary Economics, 17 (3): 379--407 (May 1986)Pricing foreign currency options with stochastic volatility, and . Journal of Econometrics, 45 (1-2): 239--265 (00 1990)