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Identification of maximal affine term structure models
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: The journal of finance : the journal of the American … 63 (2008) 2, pp. 743-795
Persistent link: https://www.econbiz.de/10003822769
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Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2123-2167
Persistent link: https://www.econbiz.de/10003550018
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Dividend dynamics and the term structure of dividend strips
Belo, Frederico; Collin-Dufresne, Pierre; Goldstein, … - In: The journal of finance : the journal of the American … 70 (2015) 3, pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
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On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre; Goldstein, Robert S.; Yang, Fan - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
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Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
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Do credit spreads reflect stationary leverage ratios?
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1957
Persistent link: https://www.econbiz.de/10001615438
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The determinants of credit spread changes
Collin-Dufresne, Pierre; Goldstein, Robert S.; Martin, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2177-2207
Persistent link: https://www.econbiz.de/10001631744
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Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10006559136
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ARTICLES - The Determinants of Credit Spread Changes
Collin-Dufresne, Pierre; Goldstein, Robert S.; Martin, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2177-2208
Persistent link: https://www.econbiz.de/10006562081
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SHORTER PAPERS - Do Credit Spreads Reflect Stationary Leverage Ratios?
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1958
Persistent link: https://www.econbiz.de/10006562882