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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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Arbitrage and the expectations hypothesis
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 55 (2000) 2, pp. 989-994
Persistent link: https://www.econbiz.de/10001497488
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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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Time varying term premia and traditional hypotheses about the term structure
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1307-1314
Persistent link: https://www.econbiz.de/10001098060
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Valuing credit derivatives
Longstaff, Francis A. - In: The journal of fixed income 5 (1995) 1, pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
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Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 47 (1992) 4, pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
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Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A. - In: The journal of fixed income 3 (1993) 2, pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
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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/10001608810
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The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728