Access Statistics for Francis A. Longstaff

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Analysis of the Pricing of Collateralized Debt Obligations 0 1 2 198 0 3 13 544
Asset Mispricing 0 0 6 32 1 2 22 63
Corporate Bond Default Risk: A 150-Year Perspective 1 2 10 79 2 4 25 266
Corporate Earnings and the Equity Premium 0 0 0 210 0 1 6 670
Corporate Taxes and Capital Structure: A Long-Term Historical Perspective 0 0 2 74 0 4 10 87
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market 0 0 3 592 1 4 24 1,538
Deflation Risk 0 0 1 51 1 2 9 120
Disagreement and Asset Prices 0 0 1 91 0 2 10 151
Dynamic Asset Allocation With Event Risk 0 0 0 182 0 2 4 377
Financial Claustrophobia: Asset Pricing in Illiquid Markets 0 0 0 221 0 0 0 939
Floating Rate Money? The Stability Premium in Treasury Floating Rate Notes 0 2 20 20 3 5 35 35
How Sovereign is Sovereign Credit Risk? 0 1 8 288 6 9 31 833
Inflation Tracking Portfolios 0 1 2 28 1 2 6 71
Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective 0 1 2 51 1 3 8 144
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 1 5 28 0 7 17 62
Municipal Debt and Marginal Tax Rates: Is there a Tax Premium in Asset Prices? 0 0 1 53 0 0 4 300
Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities 0 0 0 131 1 1 2 414
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 3 106 0 0 8 528
Shadow Funding Costs: Measuring the Cost of Balance Sheet Constraints 0 1 4 9 1 5 16 34
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 3 6 185 2 7 25 396
The Cherry-Picking Option in the U.S. Treasury Buyback Auctions 0 0 0 23 0 0 3 172
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices 0 0 1 474 2 5 45 2,357
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 1 827 1 2 8 1,816
The U.S. Debt Restructuring of 1933: Consequences and Lessons 0 0 0 42 0 2 5 48
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 126 0 0 2 516
Two Trees: Asset Price Dynamics Induced by Market Clearing 0 0 0 149 0 2 5 501
Valuing Thinly-Traded Assets 1 1 2 37 1 2 8 91
Valuing Toxic Assets: An Analysis of CDO Equity 0 0 0 199 0 1 7 445
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle 0 0 1 106 2 5 14 414
Total Working Papers 2 14 81 4,612 26 82 372 13,932


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 5 11 25 1,162 11 25 89 2,538
A nonlinear general equilibrium model of the term structure of interest rates 0 3 7 189 1 5 15 339
An Empirical Analysis of the Pricing of Collateralized Debt Obligations 1 3 5 175 2 6 20 527
Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle 0 0 17 556 2 2 32 1,413
Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market 0 0 2 41 1 1 10 152
Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect 0 0 0 0 0 1 1 176
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market 0 1 8 376 3 6 39 1,057
Corporate earnings and the equity premium 0 0 2 50 1 3 12 261
Dual Trading in Futures Markets 0 0 3 63 0 0 8 250
Electronic Screen Trading and the Transmission of Information: An Empirical Examination 0 1 5 132 0 6 14 435
General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence 0 0 0 25 0 0 5 97
How Much Can Marketability Affect Security Values? 5 17 37 909 8 23 65 1,578
How Sovereign Is Sovereign Credit Risk? 1 15 49 361 6 34 154 1,117
Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model 1 3 25 734 4 11 58 1,530
Multiple equilibria and term structure models 0 0 0 25 0 1 3 69
Optimal Portfolio Choice and the Valuation of Illiquid Securities 0 0 0 2 1 2 13 859
Option Pricing and the Martingale Restriction 2 2 5 400 3 5 12 1,306
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 1 6 58 3 5 25 319
Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets 0 0 8 151 2 4 28 383
Pricing Options with Extendible Maturities: Analysis and Applications 1 2 4 189 3 4 10 411
The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices 5 10 24 342 6 15 68 1,019
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 0 4 228 1 7 36 800
The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds 0 0 0 66 0 1 5 351
The subprime credit crisis and contagion in financial markets 0 4 20 317 4 17 71 989
The term structure of very short-term rates: New evidence for the expectations hypothesis 2 8 16 192 4 11 26 397
The valuation of options on coupon bonds 0 0 0 93 0 1 3 212
The valuation of options on yields 0 0 0 73 0 0 0 148
Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate 0 0 0 7 0 0 0 42
Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market 0 0 1 171 0 1 7 408
Time Varying Term Premia and Traditional Hypotheses about the Term Structure 0 0 0 26 0 0 0 71
Two Trees 0 0 0 39 0 0 3 135
Valuing American Options by Simulation: A Simple Least-Squares Approach 0 0 0 6 2 4 20 2,217
Valuing futures and options on volatility 0 2 8 414 0 3 13 720
Total Journal Articles 23 83 281 7,572 68 204 865 22,326
6 registered items for which data could not be found


Statistics updated 2019-09-09