| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Simple Approach to Valuing Risky Fixed and Floating Rate Debt |
2 |
2 |
27 |
1,426 |
6 |
8 |
63 |
3,301 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
0 |
2 |
218 |
1 |
5 |
10 |
405 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
0 |
0 |
6 |
204 |
0 |
1 |
15 |
645 |
| Arbitrage and the Expectations Hypothesis |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
137 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
1 |
2 |
3 |
596 |
2 |
6 |
9 |
1,535 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
1 |
1 |
13 |
131 |
4 |
6 |
31 |
343 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
193 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
3 |
3 |
8 |
414 |
8 |
13 |
36 |
1,275 |
| Corporate earnings and the equity premium |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
358 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
277 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
2 |
49 |
1 |
4 |
6 |
310 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
1 |
148 |
0 |
0 |
2 |
478 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
2 |
220 |
1 |
3 |
8 |
663 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
1 |
1 |
3 |
31 |
1 |
1 |
3 |
118 |
| How Much Can Marketability Affect Security Values? |
0 |
5 |
24 |
1,064 |
1 |
9 |
55 |
1,897 |
| How Sovereign Is Sovereign Credit Risk? |
0 |
0 |
7 |
432 |
2 |
11 |
33 |
1,421 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
1 |
2 |
10 |
844 |
2 |
3 |
28 |
1,851 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
79 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
913 |
| Option Pricing and the Martingale Restriction |
0 |
1 |
5 |
421 |
0 |
2 |
8 |
1,368 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
1 |
69 |
0 |
2 |
7 |
401 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
1 |
161 |
0 |
0 |
1 |
425 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
0 |
0 |
198 |
0 |
1 |
1 |
445 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
0 |
3 |
8 |
441 |
3 |
15 |
45 |
1,377 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
0 |
3 |
249 |
1 |
13 |
65 |
1,032 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
1 |
142 |
1 |
1 |
3 |
477 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
0 |
0 |
69 |
1 |
1 |
2 |
375 |
| The subprime credit crisis and contagion in financial markets |
0 |
2 |
21 |
465 |
0 |
7 |
57 |
1,396 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
1 |
2 |
6 |
229 |
1 |
2 |
11 |
474 |
| The valuation of options on coupon bonds |
0 |
0 |
2 |
98 |
0 |
0 |
4 |
227 |
| The valuation of options on yields |
0 |
0 |
2 |
79 |
0 |
0 |
4 |
164 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
48 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
2 |
6 |
181 |
0 |
2 |
14 |
446 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
82 |
| Two Trees |
0 |
1 |
2 |
46 |
1 |
4 |
16 |
191 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
5 |
10 |
51 |
2,602 |
| Valuing futures and options on volatility |
0 |
0 |
3 |
442 |
0 |
0 |
3 |
792 |
| Total Journal Articles |
10 |
27 |
169 |
9,307 |
42 |
131 |
604 |
28,521 |
LogEc is hosted by the
Örebro University School of Business.