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Corporate earnings and the equity premium
Longstaff, Francis A.; Piazzesi, Monika - 2003
Persistent link: https://www.econbiz.de/10001816584
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Bond yields and the federal reserve
Piazzesi, Monika - In: Journal of political economy 113 (2005) 2, pp. 311-344
Persistent link: https://www.econbiz.de/10002798585
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An econometric model of the yield curve with macroeconomic jump effects
Piazzesi, Monika - 2001
Persistent link: https://www.econbiz.de/10001577653
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The subprime credit crisis and contagion in financial markets
Longstaff, Francis A. - In: Journal of financial economics 97 (2010) 3, pp. 436-450
Persistent link: https://www.econbiz.de/10008660531
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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
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The flight-to-liquidity premium in US Treasury bond prices
Longstaff, Francis A. - In: The journal of business : B 77 (2004) 3, pp. 511-526
Persistent link: https://www.econbiz.de/10002205049
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The flight-to-liquidity premium in US treasury bond prices
Longstaff, Francis A. - 2002
Persistent link: https://www.econbiz.de/10001710528
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Optimal recursive refinancing and the valuation of mortgage-backed securities
Longstaff, Francis A. - 2004
Persistent link: https://www.econbiz.de/10002022823
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The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A. - In: Journal of financial economics 58 (2000) 3, pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
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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/10001198365