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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
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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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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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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/10007050711
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Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea; Benzoni, Luca; Chyruk, Olena - In: The review of financial studies 33 (2020) 8, pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
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Asset pricing when "this time is different"
Collin-Dufresne, Pierre; Johannes, Michael; Lochstoer, … - In: The review of financial studies 30 (2017) 2, pp. 505-538
Persistent link: https://www.econbiz.de/10011746113