| 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 |
5 |
12 |
1,436 |
9 |
23 |
44 |
3,337 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
1 |
1 |
219 |
1 |
2 |
11 |
411 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
0 |
0 |
5 |
209 |
0 |
2 |
12 |
656 |
| Arbitrage and the Expectations Hypothesis |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
138 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
0 |
0 |
2 |
596 |
1 |
2 |
8 |
1,537 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
0 |
0 |
2 |
132 |
2 |
3 |
13 |
350 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
194 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
0 |
1 |
9 |
420 |
4 |
11 |
46 |
1,308 |
| Corporate earnings and the equity premium |
1 |
1 |
1 |
63 |
1 |
2 |
5 |
363 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
1 |
1 |
2 |
279 |
| Dynamic Asset Allocation with Event Risk |
0 |
1 |
1 |
50 |
0 |
2 |
7 |
313 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
0 |
148 |
1 |
1 |
3 |
481 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
2 |
3 |
223 |
1 |
3 |
8 |
668 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
1 |
31 |
3 |
6 |
8 |
125 |
| How Much Can Marketability Affect Security Values? |
1 |
5 |
19 |
1,078 |
5 |
12 |
41 |
1,929 |
| How Sovereign Is Sovereign Credit Risk? |
1 |
8 |
17 |
449 |
3 |
17 |
53 |
1,463 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
0 |
0 |
3 |
845 |
0 |
0 |
10 |
1,858 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
79 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
917 |
| Option Pricing and the Martingale Restriction |
0 |
0 |
6 |
426 |
2 |
2 |
12 |
1,378 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
4 |
4 |
7 |
406 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
1 |
162 |
2 |
2 |
4 |
429 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
1 |
2 |
200 |
1 |
3 |
7 |
451 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
1 |
5 |
13 |
451 |
10 |
24 |
64 |
1,426 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
1 |
4 |
253 |
4 |
6 |
37 |
1,056 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
0 |
0 |
142 |
0 |
0 |
4 |
480 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
0 |
1 |
70 |
0 |
4 |
7 |
381 |
| The subprime credit crisis and contagion in financial markets |
0 |
11 |
15 |
478 |
3 |
23 |
37 |
1,426 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
0 |
6 |
9 |
236 |
4 |
13 |
17 |
489 |
| The valuation of options on coupon bonds |
0 |
0 |
0 |
98 |
1 |
2 |
3 |
230 |
| The valuation of options on yields |
0 |
0 |
0 |
79 |
0 |
1 |
2 |
166 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
9 |
2 |
3 |
4 |
52 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
2 |
181 |
0 |
0 |
9 |
453 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
83 |
| Two Trees |
0 |
0 |
1 |
46 |
1 |
4 |
9 |
196 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
3 |
21 |
47 |
2,639 |
| Valuing futures and options on volatility |
0 |
0 |
0 |
442 |
0 |
2 |
2 |
794 |
| Total Journal Articles |
5 |
48 |
130 |
9,410 |
74 |
207 |
551 |
28,941 |
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