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The valuation of options on coupon bonds
Longstaff, Francis A. - In: Journal of banking & finance 17 (1993) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10001140681
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Bond positions, expectations, and the yield curve
Piazzesi, Monika (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732148
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Trend and cycle in bond premia
Piazzesi, Monika; Schneider, Martin - 2009
Persistent link: https://www.econbiz.de/10009523988
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Bond risk premia
Cochrane, John H.; Piazzesi, Monika - In: The American economic review 95 (2005) 1, pp. 138-160
Persistent link: https://www.econbiz.de/10002878337
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Bond risk premia
Cochrane, John H.; Piazzesi, Monika - 2002
Persistent link: https://www.econbiz.de/10001699430
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Risk and return in fixed-income arbitrage : nickels in front of a streamroller?
Duarte, Jefferson; Longstaff, Francis A.; Yu, Fan - In: The review of financial studies 20 (2007) 3, pp. 769-811
Persistent link: https://www.econbiz.de/10003554634
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Valuing toxic assets : an analysis of CDO equity
Longstaff, Francis A.; Myers, Brett - 2009
Persistent link: https://www.econbiz.de/10003827728
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A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.; Schwartz, Eduardo S. - In: Credit risk models and management, (pp. 123-157). 2004
Persistent link: https://www.econbiz.de/10002432424
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Asset mispricing
Lewis, Kurt F.; Longstaff, Francis A.; Petrasek, Lubomir - In: Journal of financial economics 141 (2021) 3, pp. 981-1006
Persistent link: https://www.econbiz.de/10012873109
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The US Treasury floating rate note puzzle : is there a premium for mark-to-market stability?
Fleckenstein, Matthias; Longstaff, Francis A. - In: Journal of financial economics 137 (2020) 3, pp. 637-658
Persistent link: https://www.econbiz.de/10012588340