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Systemic sovereign credit risk...
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Ang, Andrew
60
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50
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17
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13
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11
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8
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Working paper / National Bureau of Economic Research, Inc
41
The review of financial studies
16
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12
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4
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Systemic sovereign credit risk: Lessons from the U.S. and Europe
Ang, Andrew
;
Longstaff, Francis A.
- In:
Journal of monetary economics
60
(
2013
)
5
,
pp. 493-510
Persistent link: https://www.econbiz.de/10010155519
Saved in:
2
CORPORATE YEILD SPREADS: DEFAULT RISK OR LIQUIDITY? NEW EVIDENCE FROM THE CREDIT-DEFAULT SWAP MARKET
Longstaff, Francis
;
Mithal, Sanjay
;
Neis, Eric
-
2004
Persistent link: https://www.econbiz.de/10006964084
Saved in:
3
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. 619-662
Persistent link: https://www.econbiz.de/10006874315
Saved in:
4
Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
George, Thomas J.
;
Longstaff, Francis A.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
3
,
pp. 381-398
Persistent link: https://www.econbiz.de/10006711800
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5
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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6
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
Saved in:
7
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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8
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
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9
Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate
Cornell, Bradford
;
Longstaff, Francis A.
;
Schwartz, …
- In:
Real estate economics : journal of the American Real …
24
(
1996
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10006929287
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10
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
Longstaff, Francis A.
;
Mithal, Sanjay
;
Neis, Eric
- In:
The journal of finance : the journal of the American …
60
(
2005
)
5
,
pp. 2213-2254
Persistent link: https://www.econbiz.de/10006545776
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