Francis A. Longstaff

Corporate Bond Default Risk: A 150-Year Perspective

Kay Giesecke, Ilya A. Strebulaev, K. Giesecke, 2010 .

Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities

Jun Liu, F. Longstaff, Jun Liu, 2000 .

Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

Andrew Ang, Andrew Ang, F. Longstaff, 2011 .

Asset Pricing in Markets with Illiquid Assets

F. Longstaff, Francis A. Longstaff, 2005 .

Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

Andrew Ang, Andrew Ang, F. Longstaff, 2011 .

An Empirical Analysis of the Pricing of Collateralized Debt Obligations

Arvind Rajan, F. Longstaff, Arvind Rajan, 2008 .

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities

Mikhail Chernov, F. Longstaff, Francis A. Longstaff, 2016 .