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Longstaff, Francis A.
50
Schwartz, Eduardo S.
8
Liu, Jun
6
Santa-Clara, Pedro
5
Cochrane, John H.
3
Pan, Jun
3
Duarte, Jefferson
2
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2
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2
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2
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LONGSTAFF, FRANCIS A.
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Working paper / National Bureau of Economic Research, Inc
13
The review of financial studies
10
The journal of finance : the journal of the American Finance Association
8
Journal of financial economics
7
The journal of fixed income
3
Financial analysts' journal : FAJ
2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
The journal of business : B
2
American economic journal / Macroeconomics : a journal of the American Economic Association
1
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1
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OLC EcoSci
ECONIS (ZBW)
186
RePEc
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CORPORATE YEILD SPREADS: DEFAULT RISK OR LIQUIDITY? NEW EVIDENCE FROM THE CREDIT-DEFAULT SWAP MARKET
Longstaff, Francis
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10006964084
Saved in:
2
Valuing Credit Derivatives
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-14
Persistent link: https://www.econbiz.de/10007333764
Saved in:
3
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-820
Persistent link: https://www.econbiz.de/10007334597
Saved in:
4
Option Pricing and the Martingale Restriction
Longstaff, Francis A.
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1091-1124
Persistent link: https://www.econbiz.de/10007336421
Saved in:
5
How Much Can Marketability Affect Security Values?
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1767-1774
Persistent link: https://www.econbiz.de/10007337051
Saved in:
6
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2360
Persistent link: https://www.econbiz.de/10007398356
Saved in:
7
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
Longstaff, Francis A.
- In:
The journal of business : B
77
(
2004
)
3
,
pp. 511-526
Persistent link: https://www.econbiz.de/10006020687
Saved in:
8
Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effects
Longstaff, Francis A.
;
Tuckman, Bruce A.
- In:
Financial management
23
(
1994
)
4
,
pp. 21-27
Persistent link: https://www.econbiz.de/10006003263
Saved in:
9
Borrower Credit and the Valuation of Mortgage-Backed Securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-662
Persistent link: https://www.econbiz.de/10006874315
Saved in:
10
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10006545776
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