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The subprime credit crisis and contagion in financial markets
Longstaff, Francis A. - In: Journal of financial economics 97 (2010) 3, pp. 436-450
Persistent link: https://www.econbiz.de/10008660531
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The valuation of options on yields
Longstaff, Francis A. - In: Journal of financial economics 26 (1990) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10001100937
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The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A. - In: Journal of financial economics 58 (2000) 3, pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
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A nonlinear general equilibrium model of the term structure of interest rates
Longstaff, Francis A. - In: Journal of financial economics 23 (1989) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001076063
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Multiple equilibria and term structure models
Longstaff, Francis A. - In: Journal of financial economics 32 (1992) 3, pp. 333-344
Persistent link: https://www.econbiz.de/10001140320
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Counterparty credit risk and the credit default swap market
Arora, Navneet; Gandhi, Priyank; Longstaff, Francis A. - In: Journal of financial economics 103 (2012) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10009501396
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Corporate bond default risk : a 150-year perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 102 (2011) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10009310776
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Disagreement and asset prices
Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - In: Journal of financial economics 114 (2014) 2, pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
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Macroeconomic effects of corporate default crisis: A long-term perspective
Giesecke, Kay; Longstaff, Francis A.; Schaefer, Stephen M. - In: Journal of financial economics 111 (2014) 2, pp. 297-310
Persistent link: https://www.econbiz.de/10010255519
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Corporate earnings and the equity premium
Longstaff, Francis A.; Piazzesi, Monika - In: Journal of financial economics 74 (2004) 3, pp. 401-421
Persistent link: https://www.econbiz.de/10002439204