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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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Financial claustrophobia : asset pricing in illiquid markets
Longstaff, Francis A. - 2004
Persistent link: https://www.econbiz.de/10002019168
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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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Municipal debt and marginal tax rates : is there a tax premium in asset prices?
Longstaff, Francis A. - 2009
Persistent link: https://www.econbiz.de/10003804127
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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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Dynamic asset allocation with event risk
Liu, Jun; Longstaff, Francis A.; Pan, Jun - 2002
Persistent link: https://www.econbiz.de/10001689160
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Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?
Kahl, Matthias; Liu, Jun; Longstaff, Francis A. - 2002
Persistent link: https://www.econbiz.de/10001672940
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The market price of credit risk : an empirical analysis of interest rate swap spreads
Liu, Jun; Longstaff, Francis A.; Mandell, Ravit E. - 2002
Persistent link: https://www.econbiz.de/10001675869
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Two trees : asset price dynamics induced by market clearing
Cochrane, John H.; Longstaff, Francis A.; Santa-Clara, Pedro - 2003
Persistent link: https://www.econbiz.de/10001852332
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Corporate yield spreads: default risk or liquidity? : new evidence from the credit-default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neis, Eric - 2004
Persistent link: https://www.econbiz.de/10002022642