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type_genre:"Article in journal"
~person:"Longstaff, Francis A."
~subject:"1977-1992"
~subject:"Derivat"
~subject:"USA"
~type_genre:"Reprint"
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1977-1992
Derivat
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8
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7
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Longstaff, Francis A.
Lien, Da-hsiang Donald
30
Heckman, James J.
27
Jarrow, Robert A.
24
Chavas, Jean-Paul
21
Kit, Pong Wong
19
Glaeser, Edward L.
18
Lo, Andrew W.
17
Uri, Noel Dean
17
Christiano, Lawrence J.
16
Diebold, Francis X.
16
Hall, Robert Ernest
16
Acemoglu, Daron
15
Ferson, Wayne E.
15
Laporte, Gilbert
15
Shiller, Robert J.
15
Slottje, Daniel Jonathan
15
Eichenbaum, Martin S.
14
Gupta, Rangan
14
Miceli, Thomas J.
14
Schwartz, Eduardo S.
14
Stein, Jeremy C.
14
Stock, James H.
14
Wu, Chunchi
14
Attanasio, Orazio P.
13
Bollerslev, Tim
13
Cheng, T. C. E.
13
Engle, Robert F.
13
Franses, Philip Hans
13
Gil-Alaña, Luis A.
13
Lee, Cheng F.
13
Lence, Sergio H.
13
MacDonald, Ronald
13
Serletis, Apostolos
13
Auerbach, Alan J.
12
Caballero, Ricardo J.
12
Caporale, Guglielmo Maria
12
Carr, Peter
12
Cooper, Russell W.
12
Holtz-Eakin, Douglas
12
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Journal of financial economics
5
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4
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2
The review of financial studies
2
Journal of financial and quantitative analysis : JFQA
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
17
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10
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17
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1
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
Saved in:
2
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:
3
Asset pricing and the credit market
Longstaff, Francis A.
;
Wang, Jiang
- In:
The review of financial studies
25
(
2012
)
11
,
pp. 3169-3215
Persistent link: https://www.econbiz.de/10009681917
Saved in:
4
Borrower credit and the valuation of mortgage-backed securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
Saved in:
5
Corporate earnings and the equity premium
Longstaff, Francis A.
;
Piazzesi, Monika
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10002439204
Saved in:
6
Valuing futures and options on volatility
Grünbichler, Andreas
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
Saved in:
7
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
8
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
Saved in:
9
Dual trading in futures markets
Fishman, Michael J.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 643-671
Persistent link: https://www.econbiz.de/10001128126
Saved in:
10
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
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