| 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 |
3 |
13 |
1,431 |
3 |
7 |
35 |
3,314 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
0 |
0 |
218 |
0 |
0 |
11 |
409 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
1 |
1 |
7 |
209 |
2 |
2 |
17 |
654 |
| 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 |
0 |
2 |
596 |
0 |
0 |
6 |
1,535 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
0 |
0 |
10 |
132 |
0 |
1 |
26 |
347 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
193 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
1 |
3 |
10 |
419 |
6 |
12 |
45 |
1,297 |
| Corporate earnings and the equity premium |
0 |
0 |
0 |
62 |
0 |
0 |
5 |
361 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
278 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
1 |
49 |
0 |
1 |
6 |
311 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
0 |
148 |
1 |
1 |
2 |
480 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
1 |
1 |
221 |
0 |
2 |
6 |
665 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
2 |
31 |
0 |
0 |
3 |
119 |
| How Much Can Marketability Affect Security Values? |
1 |
4 |
20 |
1,073 |
2 |
7 |
45 |
1,917 |
| How Sovereign Is Sovereign Credit Risk? |
2 |
4 |
9 |
441 |
3 |
13 |
42 |
1,446 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
0 |
1 |
3 |
845 |
1 |
5 |
15 |
1,858 |
| 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 |
1 |
1 |
914 |
| Option Pricing and the Martingale Restriction |
1 |
1 |
7 |
426 |
2 |
2 |
12 |
1,376 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
0 |
0 |
5 |
402 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
1 |
162 |
0 |
0 |
2 |
427 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
1 |
1 |
199 |
1 |
3 |
4 |
448 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
0 |
2 |
10 |
446 |
3 |
10 |
55 |
1,402 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
1 |
3 |
252 |
1 |
10 |
50 |
1,050 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
0 |
142 |
0 |
2 |
4 |
480 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
0 |
1 |
70 |
0 |
1 |
4 |
377 |
| The subprime credit crisis and contagion in financial markets |
1 |
2 |
13 |
467 |
2 |
5 |
37 |
1,403 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
0 |
0 |
4 |
230 |
0 |
0 |
8 |
476 |
| The valuation of options on coupon bonds |
0 |
0 |
0 |
98 |
0 |
1 |
2 |
228 |
| The valuation of options on yields |
0 |
0 |
1 |
79 |
0 |
0 |
4 |
165 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
49 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
3 |
181 |
3 |
4 |
12 |
453 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
82 |
| Two Trees |
0 |
0 |
1 |
46 |
0 |
1 |
14 |
192 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
0 |
7 |
36 |
2,618 |
| Valuing futures and options on volatility |
0 |
0 |
1 |
442 |
0 |
0 |
1 |
792 |
| Total Journal Articles |
9 |
24 |
124 |
9,362 |
31 |
99 |
522 |
28,734 |
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