This three-volume collection presents published articles on the debt market. It focuses first on the classical bond market and moves on to a discussion of rational expectations, estimation and the term structure. This is followed by an examination of rational temporal analyses, the modern theory of the term structure and modelling of stochastic movements. The third section discusses implementation, including techniques, taxation and the management of interest rate risk. Volume 1: the classical expectations hypothesis testing rational expectations hypotheses the derivative asset approach to the term structure.