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Municipal debt and marginal tax rates : is there a tax premium in asset prices ?
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 66 (2011) 3, pp. 721-751
Persistent link: https://www.econbiz.de/10009160340
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Time varying term premia and traditional hypotheses about the term structure
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1307-1314
Persistent link: https://www.econbiz.de/10001098060
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Arbitrage and the expectations hypothesis
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 989-994
Persistent link: https://www.econbiz.de/10001497488
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Temporal aggregation and the continuous-time capital asset pricing model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 871-887
Persistent link: https://www.econbiz.de/10001072860
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Pricing options with extendible maturities : analysis and applications
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 45 (1990) 3, pp. 935-957
Persistent link: https://www.econbiz.de/10001090933
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Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neiss, Eric - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
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An empirical analysis of the pricing of collateralized debt obligations
Longstaff, Francis A.; Rajan, Arvind - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 529-563
Persistent link: https://www.econbiz.de/10003822532
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The US Treasury buyback auctions : the cost of retiring illiquid bonds
Han, Bing; Longstaff, Francis A.; Merrill, Craig B. - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2673-2693
Persistent link: https://www.econbiz.de/10003593799
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The TIPS-Treasury bond puzzle
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2151-2197
Persistent link: https://www.econbiz.de/10010489671
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Electricity forward prices : a high-frequency empirical analysis
Longstaff, Francis A.; Wang, Ashley W. - In: The journal of finance : the journal of the American … 59 (2004) 4, pp. 1877-1900
Persistent link: https://www.econbiz.de/10002190759