| 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 |
17 |
1,445 |
4 |
18 |
74 |
3,382 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
0 |
1 |
219 |
0 |
0 |
5 |
414 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
0 |
0 |
1 |
209 |
1 |
2 |
12 |
664 |
| Arbitrage and the Expectations Hypothesis |
0 |
0 |
0 |
37 |
0 |
1 |
5 |
142 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
0 |
0 |
0 |
596 |
1 |
6 |
16 |
1,551 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
0 |
2 |
2 |
134 |
2 |
10 |
29 |
375 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
0 |
2 |
10 |
203 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
0 |
3 |
16 |
433 |
3 |
29 |
80 |
1,368 |
| Corporate earnings and the equity premium |
0 |
0 |
1 |
63 |
0 |
5 |
10 |
371 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
0 |
3 |
9 |
287 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
1 |
50 |
1 |
2 |
12 |
323 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
0 |
148 |
0 |
0 |
5 |
484 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
2 |
2 |
4 |
225 |
3 |
4 |
12 |
677 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
1 |
32 |
0 |
2 |
12 |
131 |
| How Much Can Marketability Affect Security Values? |
2 |
6 |
19 |
1,089 |
4 |
18 |
55 |
1,968 |
| How Sovereign Is Sovereign Credit Risk? |
1 |
6 |
29 |
466 |
3 |
16 |
82 |
1,520 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
1 |
1 |
5 |
849 |
1 |
5 |
18 |
1,872 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
83 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
1 |
6 |
16 |
929 |
| Option Pricing and the Martingale Restriction |
0 |
1 |
2 |
427 |
0 |
3 |
15 |
1,389 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
0 |
3 |
13 |
415 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
2 |
3 |
165 |
0 |
6 |
18 |
445 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
0 |
2 |
200 |
0 |
2 |
13 |
458 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
1 |
5 |
16 |
460 |
7 |
20 |
72 |
1,467 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
0 |
2 |
254 |
2 |
5 |
50 |
1,096 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
1 |
143 |
2 |
3 |
12 |
490 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
0 |
1 |
71 |
1 |
5 |
10 |
387 |
| The subprime credit crisis and contagion in financial markets |
2 |
3 |
16 |
482 |
3 |
10 |
45 |
1,446 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
0 |
0 |
9 |
239 |
0 |
4 |
30 |
506 |
| The valuation of options on coupon bonds |
1 |
1 |
1 |
99 |
1 |
1 |
6 |
233 |
| The valuation of options on yields |
0 |
0 |
0 |
79 |
0 |
2 |
7 |
172 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
9 |
0 |
3 |
11 |
59 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
1 |
2 |
2 |
183 |
1 |
4 |
12 |
462 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
1 |
1 |
6 |
88 |
| Two Trees |
0 |
0 |
0 |
46 |
0 |
1 |
12 |
204 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
9 |
23 |
90 |
2,706 |
| Valuing futures and options on volatility |
0 |
0 |
2 |
444 |
0 |
5 |
14 |
806 |
| Total Journal Articles |
13 |
37 |
154 |
9,497 |
51 |
231 |
902 |
29,573 |
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