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Are negative option prices possible? : The callable US treasury-bond puzzle
Longstaff, Francis A. - In: The journal of business : B 65 (1992) 4, pp. 571-592
Persistent link: https://www.econbiz.de/10001132973
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Offshore hedge funds : survival and performance, 1989 - 95
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - In: The journal of business : B 72 (1999) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10001255829
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The flight-to-liquidity premium in US Treasury bond prices
Longstaff, Francis A. - In: The journal of business : B 77 (2004) 3, pp. 511-526
Persistent link: https://www.econbiz.de/10002205049
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The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun; Longstaff, Francis A.; Mandell, Ravit E. - In: The journal of business : B 79 (2006) 5, pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
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Stocks, bonds, bills, and inflation : simulations of the future (1976-2000)
Ibbotson, Roger G.; Sinquefield, Rex A. - In: The journal of business : B 49 (1976) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10003062941
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Stocks, bonds, bills, and inflation : year-by-year historical returns (1926-1974)
Ibbotson, Roger G.; Sinquefield, Rex A. - In: The journal of business : B 49 (1976) 1, pp. 11-47
Persistent link: https://www.econbiz.de/10003062952