| 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 |
0 |
2 |
18 |
1,428 |
1 |
4 |
45 |
3,308 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
0 |
0 |
218 |
0 |
3 |
11 |
409 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
0 |
3 |
7 |
208 |
0 |
6 |
17 |
652 |
| 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 |
1 |
10 |
132 |
0 |
3 |
28 |
346 |
| 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 |
9 |
417 |
3 |
11 |
41 |
1,288 |
| Corporate earnings and the equity premium |
0 |
0 |
0 |
62 |
0 |
1 |
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 |
1 |
1 |
6 |
311 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
0 |
148 |
0 |
0 |
1 |
479 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
1 |
1 |
3 |
221 |
2 |
2 |
8 |
665 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
2 |
31 |
0 |
1 |
3 |
119 |
| How Much Can Marketability Affect Security Values? |
1 |
4 |
22 |
1,070 |
3 |
12 |
55 |
1,913 |
| How Sovereign Is Sovereign Credit Risk? |
0 |
4 |
6 |
437 |
5 |
13 |
36 |
1,438 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
0 |
0 |
5 |
844 |
1 |
3 |
17 |
1,854 |
| 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 |
1 |
913 |
| Option Pricing and the Martingale Restriction |
0 |
4 |
6 |
425 |
0 |
5 |
10 |
1,374 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
0 |
0 |
7 |
402 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
1 |
162 |
0 |
1 |
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 |
0 |
2 |
8 |
444 |
3 |
16 |
54 |
1,395 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
1 |
3 |
4 |
252 |
6 |
13 |
52 |
1,046 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
0 |
142 |
0 |
0 |
2 |
478 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
1 |
1 |
70 |
1 |
2 |
4 |
377 |
| The subprime credit crisis and contagion in financial markets |
1 |
1 |
16 |
466 |
3 |
5 |
44 |
1,401 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
0 |
1 |
4 |
230 |
0 |
1 |
8 |
476 |
| The valuation of options on coupon bonds |
0 |
0 |
1 |
98 |
0 |
0 |
3 |
227 |
| The valuation of options on yields |
0 |
0 |
1 |
79 |
0 |
1 |
4 |
165 |
| 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 |
5 |
181 |
1 |
2 |
11 |
450 |
| 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 |
1 |
1 |
14 |
192 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
5 |
11 |
37 |
2,616 |
| Valuing futures and options on volatility |
0 |
0 |
1 |
442 |
0 |
0 |
1 |
792 |
| Total Journal Articles |
5 |
30 |
134 |
9,343 |
36 |
118 |
540 |
28,671 |
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