| 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 |
1 |
1 |
13 |
1,446 |
6 |
8 |
70 |
3,390 |
| 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 |
0 |
209 |
1 |
1 |
10 |
665 |
| Arbitrage and the Expectations Hypothesis |
0 |
0 |
0 |
37 |
0 |
0 |
5 |
142 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
0 |
1 |
1 |
597 |
1 |
2 |
18 |
1,553 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
1 |
3 |
5 |
137 |
5 |
7 |
35 |
382 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
205 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
0 |
1 |
15 |
434 |
12 |
21 |
88 |
1,389 |
| Corporate earnings and the equity premium |
0 |
0 |
1 |
63 |
0 |
1 |
11 |
372 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
0 |
1 |
10 |
288 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
1 |
50 |
0 |
0 |
12 |
323 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
0 |
148 |
0 |
1 |
5 |
485 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
4 |
225 |
0 |
3 |
15 |
680 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
1 |
32 |
1 |
2 |
14 |
133 |
| How Much Can Marketability Affect Security Values? |
1 |
6 |
21 |
1,095 |
5 |
12 |
60 |
1,980 |
| How Sovereign Is Sovereign Credit Risk? |
0 |
4 |
26 |
470 |
3 |
13 |
83 |
1,533 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
1 |
1 |
5 |
850 |
1 |
2 |
16 |
1,874 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
27 |
0 |
2 |
6 |
85 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
0 |
1 |
16 |
930 |
| Option Pricing and the Martingale Restriction |
0 |
1 |
2 |
428 |
1 |
3 |
16 |
1,392 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
2 |
4 |
17 |
419 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
3 |
165 |
0 |
2 |
20 |
447 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
0 |
1 |
200 |
2 |
2 |
12 |
460 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
1 |
3 |
16 |
463 |
2 |
8 |
69 |
1,475 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
1 |
3 |
255 |
4 |
8 |
54 |
1,104 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
1 |
143 |
4 |
4 |
14 |
494 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
1 |
2 |
72 |
2 |
6 |
16 |
393 |
| The subprime credit crisis and contagion in financial markets |
1 |
1 |
15 |
483 |
1 |
4 |
41 |
1,450 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
0 |
0 |
9 |
239 |
1 |
2 |
32 |
508 |
| The valuation of options on coupon bonds |
1 |
1 |
2 |
100 |
1 |
2 |
7 |
235 |
| The valuation of options on yields |
0 |
0 |
0 |
79 |
0 |
1 |
8 |
173 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
9 |
0 |
0 |
10 |
59 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
2 |
183 |
1 |
3 |
12 |
465 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
0 |
0 |
6 |
88 |
| Two Trees |
0 |
0 |
0 |
46 |
1 |
3 |
15 |
207 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
10 |
25 |
112 |
2,731 |
| Valuing futures and options on volatility |
0 |
0 |
2 |
444 |
1 |
1 |
15 |
807 |
| Total Journal Articles |
7 |
25 |
152 |
9,522 |
69 |
157 |
967 |
29,730 |
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