| 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 |
5 |
15 |
1,441 |
2 |
21 |
57 |
3,358 |
| A nonlinear general equilibrium model of the term structure of interest rates |
0 |
0 |
1 |
219 |
0 |
3 |
9 |
414 |
| An Empirical Analysis of the Pricing of Collateralized Debt Obligations |
0 |
0 |
5 |
209 |
0 |
6 |
17 |
662 |
| Arbitrage and the Expectations Hypothesis |
0 |
0 |
0 |
37 |
0 |
3 |
4 |
141 |
| Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle |
0 |
0 |
0 |
596 |
4 |
7 |
9 |
1,544 |
| Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market |
0 |
0 |
1 |
132 |
2 |
10 |
17 |
360 |
| Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
200 |
| Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market |
2 |
3 |
9 |
423 |
8 |
19 |
52 |
1,327 |
| Corporate earnings and the equity premium |
0 |
0 |
1 |
63 |
2 |
3 |
8 |
366 |
| Dual Trading in Futures Markets |
0 |
0 |
0 |
68 |
3 |
4 |
6 |
283 |
| Dynamic Asset Allocation with Event Risk |
0 |
0 |
1 |
50 |
0 |
8 |
11 |
321 |
| Electronic Screen Trading and the Transmission of Information: An Empirical Examination |
0 |
0 |
0 |
148 |
0 |
2 |
5 |
483 |
| Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program |
0 |
0 |
3 |
223 |
1 |
5 |
10 |
673 |
| General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence |
0 |
0 |
0 |
31 |
2 |
3 |
10 |
128 |
| How Much Can Marketability Affect Security Values? |
1 |
4 |
18 |
1,082 |
1 |
13 |
45 |
1,942 |
| How Sovereign Is Sovereign Credit Risk? |
4 |
10 |
27 |
459 |
12 |
33 |
75 |
1,496 |
| Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model |
0 |
2 |
3 |
847 |
3 |
8 |
15 |
1,866 |
| Multiple equilibria and term structure models |
0 |
0 |
0 |
27 |
1 |
3 |
3 |
82 |
| Optimal Portfolio Choice and the Valuation of Illiquid Securities |
0 |
0 |
0 |
2 |
3 |
5 |
9 |
922 |
| Option Pricing and the Martingale Restriction |
0 |
0 |
5 |
426 |
0 |
8 |
18 |
1,386 |
| Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? |
0 |
0 |
0 |
69 |
2 |
5 |
10 |
411 |
| Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets |
0 |
1 |
2 |
163 |
1 |
8 |
12 |
437 |
| Pricing Options with Extendible Maturities: Analysis and Applications |
0 |
0 |
2 |
200 |
1 |
5 |
11 |
456 |
| The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices |
1 |
3 |
13 |
454 |
3 |
16 |
65 |
1,442 |
| The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks |
0 |
0 |
4 |
253 |
6 |
29 |
53 |
1,085 |
| The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence |
0 |
1 |
1 |
143 |
3 |
7 |
10 |
487 |
| The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds |
0 |
1 |
2 |
71 |
0 |
1 |
7 |
382 |
| The subprime credit crisis and contagion in financial markets |
0 |
1 |
14 |
479 |
0 |
7 |
37 |
1,433 |
| The term structure of very short-term rates: New evidence for the expectations hypothesis |
1 |
2 |
9 |
238 |
2 |
11 |
26 |
500 |
| The valuation of options on coupon bonds |
0 |
0 |
0 |
98 |
0 |
2 |
5 |
232 |
| The valuation of options on yields |
0 |
0 |
0 |
79 |
0 |
4 |
6 |
170 |
| Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate |
0 |
0 |
0 |
9 |
0 |
3 |
7 |
55 |
| Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market |
0 |
0 |
0 |
181 |
0 |
3 |
10 |
456 |
| Time Varying Term Premia and Traditional Hypotheses about the Term Structure |
0 |
0 |
0 |
29 |
1 |
4 |
5 |
87 |
| Two Trees |
0 |
0 |
0 |
46 |
1 |
6 |
11 |
202 |
| Valuing American Options by Simulation: A Simple Least-Squares Approach |
0 |
0 |
0 |
6 |
9 |
31 |
68 |
2,670 |
| Valuing futures and options on volatility |
1 |
2 |
2 |
444 |
3 |
7 |
9 |
801 |
| Total Journal Articles |
10 |
35 |
138 |
9,445 |
76 |
319 |
739 |
29,260 |
LogEc is hosted by the
Örebro University School of Business.