| 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 |
4 |
14 |
54 |
1,221 |
11 |
40 |
182 |
2,736 |
| A nonlinear general equilibrium model of the term structure of interest rates |
1 |
5 |
12 |
202 |
1 |
6 |
18 |
359 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
0 |
1 |
7 |
183 |
2 |
6 |
32 |
563 |
| Arbitrage and the Expectations Hypothesis |
0 |
1 |
1 |
35 |
0 |
1 |
5 |
124 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
2 |
3 |
18 |
575 |
2 |
4 |
40 |
1,459 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
1 |
1 |
11 |
52 |
2 |
3 |
24 |
177 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
185 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
0 |
1 |
7 |
384 |
4 |
11 |
62 |
1,124 |
| Corporate earnings and the equity premium |
0 |
0 |
0 |
51 |
0 |
4 |
18 |
282 |
| Dual Trading in Futures Markets |
0 |
0 |
1 |
65 |
0 |
1 |
8 |
259 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
1 |
41 |
1 |
5 |
27 |
270 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
2 |
5 |
137 |
0 |
6 |
19 |
455 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
2 |
3 |
6 |
204 |
4 |
7 |
22 |
609 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
1 |
1 |
26 |
0 |
2 |
6 |
103 |
| How Much Can Marketability Affect Security Values? |
7 |
10 |
32 |
946 |
11 |
15 |
71 |
1,664 |
| How Sovereign Is Sovereign Credit Risk? |
0 |
3 |
20 |
390 |
9 |
26 |
112 |
1,261 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
5 |
7 |
42 |
780 |
8 |
24 |
121 |
1,665 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
71 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
1 |
2 |
17 |
876 |
| Option Pricing and the Martingale Restriction |
0 |
1 |
3 |
405 |
1 |
5 |
19 |
1,329 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
2 |
4 |
62 |
0 |
7 |
33 |
359 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
1 |
152 |
0 |
2 |
18 |
404 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
0 |
1 |
192 |
2 |
4 |
7 |
421 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
4 |
8 |
35 |
378 |
10 |
22 |
92 |
1,119 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
1 |
4 |
232 |
1 |
6 |
30 |
835 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
0 |
138 |
1 |
1 |
7 |
456 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
0 |
0 |
66 |
0 |
2 |
10 |
361 |
| The subprime credit crisis and contagion in financial markets |
12 |
19 |
38 |
368 |
19 |
35 |
95 |
1,112 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
0 |
2 |
8 |
202 |
1 |
5 |
20 |
421 |
| The valuation of options on coupon bonds |
0 |
0 |
0 |
93 |
0 |
1 |
4 |
217 |
| The valuation of options on yields |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
153 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
45 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
0 |
171 |
1 |
2 |
7 |
419 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
1 |
3 |
29 |
0 |
2 |
6 |
78 |
| Two Trees |
0 |
0 |
0 |
39 |
0 |
1 |
10 |
146 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
3 |
16 |
77 |
2,296 |
| Valuing futures and options on volatility |
0 |
0 |
3 |
419 |
0 |
1 |
16 |
739 |
| Total Journal Articles |
38 |
86 |
318 |
8,354 |
96 |
276 |
1,249 |
25,152 |
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