9 treff

Longstaff Francis
Corporate yeild spreads : default risk or liquidity? new evidence from the credit-default swap market
Francis Longstaff, Sanjay Mithal, Eric Ne...
Bok Engelsk 2004
The flight-to-liquidity premium in U.S. treasury bond prices
Francis A. Longstaff
Bok Engelsk 2002
Financial claustrophobia : asset pricing in illiquid markets
Francis A. Longstaff
Bok Engelsk 2004
Optimal recursive refinancing and the valuation of mortgage-backed securities
Francis A. Longstaff
Bok Engelsk 2004
Corporate earnings and the equity premium
Francis A. Longstaff, Monika Piazzesi
Bok Engelsk 2003
Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?
Matthias Kahl, Jun Liu, Francis A. Longst...
Bok Engelsk 2002
Two trees : asset price dynamics induced by market clearing
John H. Cochrane, Francis A. Longstaff, P...
Bok Engelsk 2003
The market price of credit risk : an empirical analysis of interest rate swap spreads
Jun Liu, Francis A. Longstaff, Ravit E. M...
Bok Engelsk 2002
Dynamic asset allocation with event risk
Jun Liu, Francis A. Longstaff, Jun Pan
Bok Engelsk 2002