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OLC EcoSci
ECONIS (ZBW)
34,038
RePEc
55
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10
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9
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2
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CAN INTEREST RATE VOLATILITY BE EXTRACTED FROM THE CROSS SECTION OF BOND YIELDS? AND INVESTIGATION OF UNSPANNED STOCHASTIC VOLATILITY
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
-
2004
Persistent link: https://www.econbiz.de/10006961787
Saved in:
2
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10008883166
Saved in:
3
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10008312131
Saved in:
4
Pricing Swaptions Within an Affine Framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10005940822
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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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9
PORTFOLIO CHOICE OVER THE LIFE-CYCLE IN THE PRESENCE OF 'TRICKLE DOWN' LABOR INCOME
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
-
2005
Persistent link: https://www.econbiz.de/10006959818
Saved in:
10
Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-574
Persistent link: https://www.econbiz.de/10009178469
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