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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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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
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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
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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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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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Corporate earnings and the equity premium
Longstaff, Francis A.; Piazzesi, Monika - In: Journal of financial economics 74 (2004) 3, pp. 401-422
Persistent link: https://www.econbiz.de/10006502564
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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. - In: Journal of financial economics 67 (2003) 3, pp. 385-410
Persistent link: https://www.econbiz.de/10006507474
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Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: Journal of financial economics 62 (2001) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10006511919
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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. 397-416
Persistent link: https://www.econbiz.de/10006515221
Cover Image
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: Journal of financial economics 62 (2001) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10001608810