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ECONIS (ZBW)
184
RePEc
76
OLC EcoSci
52
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31
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
32
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
- In:
Journal of financial economics
114
(
2014
)
2
,
pp. 226-238
Persistent link: https://www.econbiz.de/10010532262
Saved in:
33
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
34
Shadow funding costs : measuring the cost of balance sheet constraints
Fleckenstein, Matthias
;
Longstaff, Francis A.
-
2018
Persistent link: https://www.econbiz.de/10011796269
Saved in:
35
Floating rate money? : the stability premium in treasury floating rate notes
Fleckenstein, Matthias
;
Longstaff, Francis A.
-
2018
Persistent link: https://www.econbiz.de/10011953683
Saved in:
36
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
37
Pricing options on agricultural futures : an application of the constant elasticity of variance option pricing model
Choi, Jin W.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001128564
Saved in:
38
Dynamic asset allocation with event risk
Liu, Jun
;
Longstaff, Francis A.
;
Pan, Jun
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 231-260
Persistent link: https://www.econbiz.de/10001737272
Saved in:
39
Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias
;
Liu, Jun
;
Longstaff, Francis A.
- In:
Journal of financial economics
67
(
2003
)
3
,
pp. 385-410
Persistent link: https://www.econbiz.de/10001739253
Saved in:
40
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
-
2003
Persistent link: https://www.econbiz.de/10001816584
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