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On the relation between the credit spread puzzle and the equity premium puzzle
Chen, Long; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 22 (2009) 9, pp. 3367-3409
Persistent link: https://www.econbiz.de/10003885699
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On bounding credit-event risk premia
Bai, Jennie; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 28 (2015) 9, pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
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On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
Chen, Long; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 22 (2013) 9, pp. 3367-3366
Persistent link: https://www.econbiz.de/10010113830
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Nonlinear mean reversion in the short-term interest rate
Jones, Christopher S. - In: The review of financial studies 16 (2003) 3, pp. 793-843
Persistent link: https://www.econbiz.de/10001794935
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The term structure of interest rates as a random field
Goldstein, Robert S. - In: The review of financial studies 13 (2000) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
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New orders and asset prices
Jones, Christopher S.; Tuzel, Selale - In: The review of financial studies 26 (2013) 1, pp. 115-157
Persistent link: https://www.econbiz.de/10009717757
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Out-of-sample performance of mutual fund predictors
Jones, Christopher S.; Mo, Haitao - In: The review of financial studies 34 (2021) 1, pp. 149-193
Persistent link: https://www.econbiz.de/10012405807
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Nonlinear Mean Reversion in the Short-Term Interest Rate
Jones, Christopher S. - In: The review of financial studies 16 (2013) 3, pp. 793-792
Persistent link: https://www.econbiz.de/10010114444
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New Orders and Asset Prices
Jones, Christopher S.; Tuzel, Selale - In: The review of financial studies 26 (2012) 1, pp. 115-114
Persistent link: https://www.econbiz.de/10010055488
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Modeling credit contagion via the updating of fragile beliefs
Benzoni, Luca; Colin-Dufresne, Pierre; Goldstein, Robert S. - In: The review of financial studies 28 (2015) 7, pp. 1960-2008
Persistent link: https://www.econbiz.de/10011376098