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~accessRights:"restricted"
~person:"Kilenthong, Weerachart T."
~person:"Longstaff, Francis A."
~subject:"Asset-backed securities"
~subject:"Loan repayment"
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Kilenthong, Weerachart T.
Longstaff, Francis A.
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1
The market risk premium for unsecured consumer credit risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4756-4801
Persistent link: https://www.econbiz.de/10013400137
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2
A market-based solution for fire sales and other pecuniary externalities
Kilenthong, Weerachart T.
;
Townsend, Robert M.
- In:
Journal of political economy
129
(
2021
)
4
,
pp. 981-1010
Persistent link: https://www.econbiz.de/10012610438
Saved in:
3
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
4
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
5
A market based solution for fire sales and other pecuniary externalities
Kilenthong, Weerachart T.
;
Townsend, Robert M.
-
2016
Persistent link: https://www.econbiz.de/10011452635
Saved in:
6
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
Persistent link: https://www.econbiz.de/10011457153
Saved in:
7
Segregated security exchanges with ex ante rights to trade : a market-based solution to collateral-constrained externalities
Kilenthong, Weerachart T.
;
Townsend, Robert M.
-
2014
Persistent link: https://www.econbiz.de/10010360008
Saved in:
8
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
-
2012
Persistent link: https://www.econbiz.de/10009687279
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