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Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-574
Persistent link: https://www.econbiz.de/10009178469
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10008312131
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-67
Persistent link: https://www.econbiz.de/10008883166
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The leverage effect and the basket-index put spread
Bai, Jennie; Goldstein, Robert S.; Yang, Fan - In: Journal of financial economics 131 (2019) 1, pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
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Is the credit spread puzzle a myth?
Bai, Jennie; Goldstein, Robert S.; Yang, Fan - In: Journal of financial economics 137 (2020) 2, pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
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Debt dynamics with fixed issuance costs
Benzoni, Luca; Garlappi, Lorenzo; Goldstein, Robert S.; … - In: Journal of financial economics 146 (2022) 2, pp. 385-402
Persistent link: https://www.econbiz.de/10013482279
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Slow-moving capital and execution costs : evidence from a major trading glitch
Bogousslavsky, Vincent; Collin-Dufresne, Pierre; … - In: Journal of financial economics 139 (2021) 3, pp. 922-949
Persistent link: https://www.econbiz.de/10012693851
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Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre; Daniel, Kent; Sağlam, Mehmet - In: Journal of financial economics 136 (2020) 2, pp. 379-406
Persistent link: https://www.econbiz.de/10012545569