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Time varying term premia and traditional hypotheses about the term structure

Longstaff, Francis A. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1307-1314

Persistent link: https://www.econbiz.de/10001098060

Arbitrage and the expectations hypothesis

Longstaff, Francis A. - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 989-994

Persistent link: https://www.econbiz.de/10001497488

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

A nonlinear general equilibrium model of the term structure of interest rates

Longstaff, Francis A. - In: Journal of financial economics 23 (1989) 2, pp. 195-224

Persistent link: https://www.econbiz.de/10001076063

Multiple equilibria and term structure models

Longstaff, Francis A. - In: Journal of financial economics 32 (1992) 3, pp. 333-344

Persistent link: https://www.econbiz.de/10001140320

The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices

Longstaff, Francis A. - 2002

We examine whether there is a flight-to-liquidity premium in Treasury bond prices by comparing them with prices of bonds issued by Refcorp, a U.S. Government agency, which are guaranteed by the Treasury. We find a large liquidity premium in Treasury bonds, which can be more than fifteen percent...

Persistent link: https://www.econbiz.de/10012469394