| 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 |
4 |
13 |
1,437 |
7 |
24 |
50 |
3,344 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
1 |
1 |
219 |
1 |
3 |
10 |
412 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
0 |
0 |
5 |
209 |
3 |
4 |
15 |
659 |
| Arbitrage and the Expectations Hypothesis |
0 |
0 |
0 |
37 |
2 |
3 |
3 |
140 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
0 |
0 |
1 |
596 |
2 |
4 |
6 |
1,539 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
0 |
0 |
2 |
132 |
6 |
9 |
17 |
356 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
196 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
1 |
2 |
10 |
421 |
6 |
13 |
47 |
1,314 |
| Corporate earnings and the equity premium |
0 |
1 |
1 |
63 |
0 |
2 |
5 |
363 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
279 |
| Dynamic Asset Allocation with Event Risk |
0 |
1 |
1 |
50 |
5 |
7 |
11 |
318 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
0 |
148 |
1 |
2 |
4 |
482 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
2 |
3 |
223 |
1 |
4 |
9 |
669 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
1 |
31 |
0 |
6 |
8 |
125 |
| How Much Can Marketability Affect Security Values? |
2 |
6 |
18 |
1,080 |
7 |
16 |
42 |
1,936 |
| How Sovereign Is Sovereign Credit Risk? |
4 |
9 |
21 |
453 |
11 |
24 |
61 |
1,474 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
1 |
1 |
3 |
846 |
1 |
1 |
10 |
1,859 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
80 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
917 |
| Option Pricing and the Martingale Restriction |
0 |
0 |
6 |
426 |
4 |
6 |
15 |
1,382 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
2 |
6 |
7 |
408 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
1 |
162 |
2 |
4 |
6 |
431 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
1 |
2 |
200 |
0 |
3 |
7 |
451 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
0 |
4 |
12 |
451 |
2 |
22 |
60 |
1,428 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
1 |
4 |
253 |
7 |
13 |
37 |
1,063 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
1 |
1 |
1 |
143 |
2 |
2 |
6 |
482 |
| 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 |
1 |
11 |
15 |
479 |
4 |
21 |
37 |
1,430 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
1 |
7 |
10 |
237 |
4 |
17 |
21 |
493 |
| The valuation of options on coupon bonds |
0 |
0 |
0 |
98 |
2 |
4 |
5 |
232 |
| The valuation of options on yields |
0 |
0 |
0 |
79 |
3 |
4 |
5 |
169 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
9 |
1 |
4 |
5 |
53 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
0 |
181 |
0 |
0 |
7 |
453 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
1 |
2 |
2 |
84 |
| Two Trees |
0 |
0 |
0 |
46 |
1 |
5 |
7 |
197 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
13 |
33 |
59 |
2,652 |
| Valuing futures and options on volatility |
0 |
0 |
0 |
442 |
2 |
4 |
4 |
796 |
| Total Journal Articles |
12 |
52 |
132 |
9,422 |
106 |
284 |
605 |
29,047 |
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