//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Explaining Asset Pricing Puzzl...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
25
Language
All
Undetermined
25
Author
All
Collin-Dufresne, Pierre
18
Goldstein, Robert S.
12
Benzoni, Luca
7
Andersen, Torben G.
3
Casassus, Jaime
3
Jones, Christopher S.
3
Goldstein, Robert S
2
Goldstein, Roberts
2
Lund, Jesper
2
ANDERSEN, TORBENG.
1
BENZONI, LUCA
1
COLLIN‐DUFRESNE, PIERRE
1
Chen, Long
1
Dufresne, Pierre-Collin
1
GOLDSTEIN, ROBERT S.
1
Goldstein, Bob
1
Helwege, Jean
1
Jones, Christophers
1
Martin, J.Spencer
1
Routledge, Bryan R.
1
Solnik, Bruno
1
YANG, FAN
1
Yangi, Fan
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
10
Working paper / National Bureau of Economic Research, Inc
8
Journal of financial economics
3
The review of financial studies
2
Journal of banking & finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
OLC EcoSci
ECONIS (ZBW)
212
RePEc
57
EconStor
18
Other ZBW resources
1
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
CAN STANDARD PREFERENCES EXPLAIN THE PRICES OF OUT OF THE MONEY S&P 500 PUT OPTIONS
Benzoni, Luca
;
Dufresne, Pierre-Collin
;
Goldstein, Robert S.
-
2005
Persistent link: https://www.econbiz.de/10006956745
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
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->