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57
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WHY DOES THE TREASURY ISSUE TIPS? THE TIPS-TREASURY BOND PUZZLE
Fleckenstein, Matthias
;
Longstaff, Francis A
;
Lustig, Hanno
-
2010
Persistent link: https://www.econbiz.de/10008705794
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2
MACROECONOMIC EFFECTS OF CORPORATE DEFAULT CRISES: A LONG-TERM PERSPECTIVE
Giesecke, Kay
;
Longstaff, Francis A
;
Schaefer, Stephen
; …
-
2012
Persistent link: https://www.econbiz.de/10009842068
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3
INFLATION TRACKING PORTFOLIOS
Downing, Christopher T
;
Longstaff, Francis A
;
Rierson, …
-
2012
Persistent link: https://www.econbiz.de/10009987960
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4
SYSTEMIC SOVEREIGN CREDIT RISK: LESSONS FROM THE U.S. AND EUROPE
Ang, Andrew
;
Longstaff, Francis A
-
2011
Persistent link: https://www.econbiz.de/10009165972
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5
Why stocks may disappoint
Ang, Andrew
;
Bekaert, Geert
;
Liu, Jun
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 471-508
Persistent link: https://www.econbiz.de/10006500591
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6
Dynamic derivative strategies
Liu, Jun
;
Pan, Jun
- In:
Journal of financial economics
69
(
2003
)
3
,
pp. 401-430
Persistent link: https://www.econbiz.de/10006506204
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7
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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8
How to Discount Cashflows with Time-Varying Expected Returns
Ang, Andrew
;
Liu, Jun
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2745-2784
Persistent link: https://www.econbiz.de/10006548885
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9
VALUATION - Floating-Fixed Credit Spreads - Yield spreads between floating-rate and fixed-rate notes of the same credit quality are modeled.
Duffie, Darrell
;
Liu, Jun
- In:
Financial analysts' journal : FAJ
57
(
2001
)
3
,
pp. 76-87
Persistent link: https://www.econbiz.de/10006275880
Saved in:
10
Engineering System Safety Analysis and Synthesis Using the Fuzzy Rule-based Evidential Reasoning Approach
Liu, Jun
;
Yang, Jian-Bo
;
Wang, Jin
;
Sii, How-Sing
- In:
Quality and reliability engineering international
21
(
2005
)
4
,
pp. 387-412
Persistent link: https://www.econbiz.de/10006362533
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