A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables by Ang, Andrew

The size of the permanent component of asset pricing kernels by Alvarez, Fernando

Identification through heteroskedasticity measuring "contagion" between Argentinean and Mexican sovereign bonds by Rigobon, Roberto

Stock and bond pricing in an affine economy by Bekaert, Geert

Quantitative asset pricing implications of endogenous solvency constraints by Alvarez, Fernando

Discrete-time models of bond pricing by Backus, David

Who should buy long-term bonds? by Campbell, John Y.

Predictable changes in yields and forward rates by Backus, David

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Specifications analysis of affine term structure models by Dai, Qiang

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Estimating and interpreting the yield curve