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Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime; Collin-Dufresne, Pierre; Goldstein, Bob - In: Journal of banking & finance 29 (2005) 11, pp. 2723-2750
Persistent link: https://www.econbiz.de/10005880126
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Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
Casassus, Jaime; Collin-Dufresne, Pierre - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2283-2332
Persistent link: https://www.econbiz.de/10006545774
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EQUILIBRIUM COMMODITY PRICES WITH IRREVERSIBLE INVESTMENT AND NON-LINEAR TECHNOLOGY
Casassus, Jaime; Collin-Dufresne, Pierre; Routledge, … - 2005
Persistent link: https://www.econbiz.de/10006956616
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Optimal exploration investments under price and geological-technical uncertainty: A real options model
Cortazar, Gonzalo; Schwartz, Eduardo S.; Casassus, Jaime - In: R & D management 31 (2001) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10006619993
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Consumption and Hedging in Oil‐Importing Developing Countries
Aldunate, Felipe; Casassus, Jaime - In: European financial management : the journal of the … 18 (2012) 5, pp. 896-929
Persistent link: https://www.econbiz.de/10010033669
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Correlation structure between inflation and oil futures returns: An equilibrium approach
Casassus, Jaime; Ceballos, Diego; Higuera, Freddy - In: Resources policy 35 (2010) 4, pp. 301-311
Persistent link: https://www.econbiz.de/10008722815
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III. ISSUES IN APPLICATION - Optimal Timing of a Mine Expansion: Implementing a Real Options Model
Cortazar, Gonzalo; Casassus, Jaime - In: The quarterly review of economics and finance : journal … 38 (1998), pp. 755
Persistent link: https://www.econbiz.de/10007690542
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Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 57 (2002) 4, pp. 1685-1730
Persistent link: https://www.econbiz.de/10006559136
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ARTICLES - The Determinants of Credit Spread Changes
Collin-Dufresne, Pierre; Goldstein, Robert S.; Martin, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2177-2208
Persistent link: https://www.econbiz.de/10006562081
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SHORTER PAPERS - Do Credit Spreads Reflect Stationary Leverage Ratios?
Collin-Dufresne, Pierre; Goldstein, Robert S. - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1929-1958
Persistent link: https://www.econbiz.de/10006562882