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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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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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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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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. 2337-2360
Persistent link: https://www.econbiz.de/10007398356
Cover Image
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
Longstaff, Francis A. - In: The journal of business : B 77 (2004) 3, pp. 511-526
Persistent link: https://www.econbiz.de/10006020687