Similar Search Results - EconBiz

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

Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market

Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004

Persistent link: https://www.econbiz.de/10002022642

Corporate Yield Spreads : Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market

Longstaff, Francis A. - 2004

We use the information in credit-default swaps to obtain direct measures of the size of the default and nondefault components in corporate spreads. We find that the majority of the corporate spread is due to default risk. This result holds for all rating categories and is robust to the...

Persistent link: https://www.econbiz.de/10012785748

Corporate Yield Spreads : Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market

Longstaff, Francis A. - 2004

We use the information in credit-default swaps to obtain direct measures of the size of the default and nondefault components in corporate spreads. We find that the majority of the corporate spread is due to default risk. This result holds for all rating categories and is robust to the...

Persistent link: https://www.econbiz.de/10012468275

Why does the treasury issue tips? : the tips-treasury bond puzzle

Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2010

Persistent link: https://www.econbiz.de/10008663044

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

Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2013

Persistent link: https://www.econbiz.de/10009784893

Municipal debt and marginal tax rates : is there a tax premium in asset prices?

Longstaff, Francis A. - 2009

Persistent link: https://www.econbiz.de/10003804127

The relative valuation of caps and swaptions : theory and empirical evidence

Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109

Persistent link: https://www.econbiz.de/10001631728

Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market

Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: Journal of financial economics 62 (2001) 1, pp. 39-66

Persistent link: https://www.econbiz.de/10001608810

A service of the