| 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 |
5 |
11 |
25 |
1,162 |
11 |
25 |
89 |
2,538 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
3 |
7 |
189 |
1 |
5 |
15 |
339 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
1 |
3 |
5 |
175 |
2 |
6 |
20 |
527 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
0 |
0 |
17 |
556 |
2 |
2 |
32 |
1,413 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
0 |
0 |
2 |
41 |
1 |
1 |
10 |
152 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
176 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
0 |
1 |
8 |
376 |
3 |
6 |
39 |
1,057 |
| Corporate earnings and the equity premium |
0 |
0 |
2 |
50 |
1 |
3 |
12 |
261 |
| Dual Trading in Futures Markets |
0 |
0 |
3 |
63 |
0 |
0 |
8 |
250 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
1 |
5 |
132 |
0 |
6 |
14 |
435 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
0 |
25 |
0 |
0 |
5 |
97 |
| How Much Can Marketability Affect Security Values? |
5 |
17 |
37 |
909 |
8 |
23 |
65 |
1,578 |
| How Sovereign Is Sovereign Credit Risk? |
1 |
15 |
49 |
361 |
6 |
34 |
154 |
1,117 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
1 |
3 |
25 |
734 |
4 |
11 |
58 |
1,530 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
69 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
1 |
2 |
13 |
859 |
| Option Pricing and the Martingale Restriction |
2 |
2 |
5 |
400 |
3 |
5 |
12 |
1,306 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
1 |
6 |
58 |
3 |
5 |
25 |
319 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
0 |
8 |
151 |
2 |
4 |
28 |
383 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
1 |
2 |
4 |
189 |
3 |
4 |
10 |
411 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
5 |
10 |
24 |
342 |
6 |
15 |
68 |
1,019 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
0 |
4 |
228 |
1 |
7 |
36 |
800 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
0 |
0 |
66 |
0 |
1 |
5 |
351 |
| The subprime credit crisis and contagion in financial markets |
0 |
4 |
20 |
317 |
4 |
17 |
71 |
989 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
2 |
8 |
16 |
192 |
4 |
11 |
26 |
397 |
| The valuation of options on coupon bonds |
0 |
0 |
0 |
93 |
0 |
1 |
3 |
212 |
| The valuation of options on yields |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
148 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
42 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
1 |
171 |
0 |
1 |
7 |
408 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
71 |
| Two Trees |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
135 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
2 |
4 |
20 |
2,217 |
| Valuing futures and options on volatility |
0 |
2 |
8 |
414 |
0 |
3 |
13 |
720 |
| Total Journal Articles |
23 |
83 |
281 |
7,572 |
68 |
204 |
865 |
22,326 |
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