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The valuation of options on coupon bonds / Francis A. Longstaff. by
Material type: Article Article
Language: English In: Journal of Banking and Finance North-Holland Vol. 17, No. 1 (February 1993). , p. 27-42.
Availability: Vol. 17, No. 1 (February 1993). , p. 27-42. (1)

The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices / Francis A. Longstaff. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w9312.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2002
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w9312.

Dynamic Asset Allocation With Event Risk / Jun Liu, Francis A. Longstaff, Jun Pan. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w9103.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2002
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w9103.

The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads / Jun Liu, Francis A. Longstaff, Ravit E. Mandell. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w8990.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2002
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w8990.

Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? / Matthias Kahl, Jun Liu, Francis A. Longstaff. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w8969.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2002
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w8969.

Two Trees: Asset Price Dynamics Induced by Market Clearing / John H. Cochrane, Francis A. Longstaff, Pedro Santa-Clara. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10116.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2003
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10116.

Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities / Francis A. Longstaff. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10422.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10422.

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market / Francis A. Longstaff, Sanjay Mithal, Eric Neis. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10418.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10418.

Financial Claustrophobia: Asset Pricing in Illiquid Markets / Francis A. Longstaff. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w10411.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2004
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w10411.

An Empirical Analysis of the Pricing of Collateralized Debt Obligations / Francis A. Longstaff, Arvind Rajan. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w12210.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2006
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w12210.

How Sovereign is Sovereign Credit Risk? / Francis A. Longstaff, Jun Pan, Lasse H. Pedersen, Kenneth J. Singleton. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w13658.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2007
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w13658.

Valuing Toxic Assets: An Analysis of CDO Equity / Francis A. Longstaff, Brett Myers. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w14871.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2009
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w14871.

Municipal Debt and Marginal Tax Rates: Is there a Tax Premium in Asset Prices? / Francis A. Longstaff. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w14687.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2009
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w14687.

Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle / Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w16358.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2010
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w16358.

Corporate Bond Default Risk: A 150-Year Perspective / Kay Giesecke, Francis A. Longstaff, Stephen Schaefer, Ilya Strebulaev. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w15848.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2010
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w15848.

Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe / Andrew Ang, Francis A. Longstaff. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w16982.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2011
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w16982.

Disagreement and Asset Prices / Bruce I. Carlin, Francis A. Longstaff, Kyle Matoba. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w18619.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2012
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w18619.

Inflation Tracking Portfolios / Christopher T. Downing, Francis A. Longstaff, Michael A. Rierson. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w18135.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2012
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w18135.

Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective / Kay Giesecke, Francis A. Longstaff, Stephen Schaefer, Ilya Strebulaev. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w17854.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 2012
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w17854.

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