| 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 |
1 |
3 |
21 |
1,427 |
1 |
10 |
53 |
3,305 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
0 |
0 |
218 |
1 |
3 |
9 |
407 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
2 |
3 |
7 |
207 |
2 |
3 |
14 |
648 |
| Arbitrage and the Expectations Hypothesis |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
137 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
0 |
1 |
2 |
596 |
0 |
2 |
6 |
1,535 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
1 |
2 |
12 |
132 |
3 |
7 |
30 |
346 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
193 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
1 |
4 |
9 |
415 |
5 |
15 |
39 |
1,282 |
| Corporate earnings and the equity premium |
0 |
0 |
0 |
62 |
0 |
2 |
4 |
360 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
278 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
2 |
49 |
0 |
1 |
6 |
310 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
1 |
148 |
0 |
1 |
3 |
479 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
2 |
220 |
0 |
1 |
6 |
663 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
1 |
2 |
31 |
0 |
1 |
2 |
118 |
| How Much Can Marketability Affect Security Values? |
2 |
4 |
24 |
1,068 |
2 |
7 |
56 |
1,903 |
| How Sovereign Is Sovereign Credit Risk? |
3 |
4 |
6 |
436 |
6 |
12 |
31 |
1,431 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
0 |
1 |
9 |
844 |
2 |
4 |
26 |
1,853 |
| 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 |
2 |
913 |
| Option Pricing and the Martingale Restriction |
2 |
2 |
6 |
423 |
3 |
4 |
10 |
1,372 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
0 |
1 |
7 |
402 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
1 |
1 |
162 |
1 |
2 |
2 |
427 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
0 |
0 |
198 |
0 |
0 |
1 |
445 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
2 |
3 |
9 |
444 |
7 |
12 |
50 |
1,386 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
1 |
1 |
3 |
250 |
5 |
7 |
63 |
1,038 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
0 |
142 |
0 |
2 |
3 |
478 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
0 |
0 |
69 |
0 |
1 |
2 |
375 |
| The subprime credit crisis and contagion in financial markets |
0 |
0 |
19 |
465 |
0 |
0 |
51 |
1,396 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
0 |
1 |
3 |
229 |
0 |
2 |
8 |
475 |
| The valuation of options on coupon bonds |
0 |
0 |
1 |
98 |
0 |
0 |
3 |
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 |
0 |
6 |
181 |
0 |
2 |
16 |
448 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
82 |
| Two Trees |
0 |
0 |
2 |
46 |
0 |
1 |
15 |
191 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
1 |
9 |
38 |
2,606 |
| Valuing futures and options on volatility |
0 |
0 |
2 |
442 |
0 |
0 |
2 |
792 |
| Total Journal Articles |
15 |
31 |
151 |
9,328 |
39 |
113 |
569 |
28,592 |
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