Anderson Graduate School of Management – Finance Uc Los Angeles I Am Grateful for Helpful Discussions With
暂无分享,去创建一个
Jun Liu | F. Longstaff | Francis Longsta | Pedro Santa-clara | Avraham Kamara | Abraham Thomas | Toshiki Yotsuzuka | Yoshihiro Mikami | Eduardo Schwartz
[1] Shmuel Hauser,et al. The Price of Options Illiquidity , 2001 .
[2] F. Longstaff. The term structure of very short-term rates: New evidence for the expectations hypothesis ☆ , 2000 .
[3] F. Longstaff,et al. The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads , 2000 .
[4] F. Longstaff,et al. Losing Money on Arbitrages: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities , 2000 .
[5] D. Duffie,et al. Modeling term structures of defaultable bonds , 1999 .
[6] Bradford D. Jordan,et al. Special Repo Rates: An Empirical Analysis , 1997 .
[7] D. Duffie,et al. An Econometric Model of the Term Structure of Interest-Rate Swap Yields , 1997 .
[8] Jean Tirole,et al. Private and Public Supply of Liquidity , 1996, Journal of Political Economy.
[9] G. Duffee. Estimating the Price of Default Risk , 1996 .
[10] D. Duffie. Special Repo Rates , 1996 .
[11] Francis A. Longstaff,et al. How Much Can Marketability Affect Security Values , 1995 .
[12] B. Bernanke,et al. Inside the Black Box: The Credit Channel of Monetary Policy Transmission , 1995 .
[13] Avraham Kamara. Liquidity, Taxes, and Short-Term Treasury Yields , 1994, Journal of Financial and Quantitative Analysis.
[14] Jacob Boudoukh,et al. Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market , 1993 .
[15] M. Ehrhardt,et al. Liquidity, Reconstitution, and the Value of U.S. Treasury Strips , 1993 .
[16] Jacob Boudoukh,et al. The Benchmark Effect in the Japanese Government Bond Market , 1991 .
[17] Haim Mendelson,et al. Liquidity, Maturity, and the Yields on U.S. Treasury Securities , 1991 .
[18] M. Woodford. Public Debt as Private Liquidity , 1990 .
[19] Robert E. Lucas,et al. Liquidity and interest rates , 1990 .
[20] Avraham Kamara,et al. Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets , 1988 .
[21] Philip H. Dybvig,et al. Bank Runs, Deposit Insurance, and Liquidity , 1983, Journal of Political Economy.
[22] F. Longstaff. Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle , 1992 .
[23] Steven A. Lippman,et al. An Operational Measure of Liquidity , 1984 .