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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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Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A. - In: Advances in futures and options research : a research annual 8 (1995), pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
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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
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The valuation of options on yields
Longstaff, Francis A. - In: Journal of financial economics 26 (1990) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10001100937
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Optimal portfolio choice and the valuation of illiquid securities
Longstaff, Francis A. - In: The review of financial studies 14 (2001) 2, pp. 407-431
Persistent link: https://www.econbiz.de/10001570570
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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
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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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Hedging interest rate risk with options on average interest rates
Longstaff, Francis A. - In: The journal of fixed income 4 (1995) 4, pp. 37-45
Persistent link: https://www.econbiz.de/10001178064