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Collin-Dufresne, Pierre
18
Goldstein, Robert S.
10
Benzoni, Luca
3
Casassus, Jaime
3
Jones, Christopher S.
3
Collin-Dufresne, P.
2
Goldstein, Robert S
2
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The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc
5
Journal of financial economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
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1
A General Formula for Valuing Defaultable Securities
Collin-Dufresne, P.
;
Goldstein, R.
;
Hugonnier, J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1377-1408
Persistent link: https://www.econbiz.de/10006755904
Saved in:
2
A Closed Form Formula for Valuing Mortgages
Collin-Dufresne, P.
;
Harding, John P.
- In:
The journal of real estate finance and economics
19
(
1999
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10007121536
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
SHORTER PAPERS - On the Term Structure of Default Premia in the Swap and LIBOR Markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1116
Persistent link: https://www.econbiz.de/10006564135
Saved in:
8
Pricing Swaptions Within an Affine Framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10005940822
Saved in:
9
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
Saved in:
10
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
Chen, Long
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3367-3366
Persistent link: https://www.econbiz.de/10010113830
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