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1

An Empirical Comparison of Alternative Models of the Short-Term Interest Rate

CHAN, K. C., KAROLYI, G. ANDREW, LONGSTAFF, FRANCIS A., SANDERS, ANTHONY B.

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 1.03 MB

english, 1992

2

The valuation of options on coupon bonds

Francis A. Longstaff

Journal:

Journal of Banking & Finance

Year:

1993

Language:

english

File:

PDF, 1007 KB

english, 1993

3

Corporate Taxes and Capital Structure: A Long-Term Historical Perspective

Fleckenstein, Matthias, Longstaff, Francis A., Strebulaev, Ilya A.

Journal:

Critical Finance Review

Year:

2020

File:

PDF, 194 KB

2020

4

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

Chernov, Mikhail, Dunn, Brett R., Longstaff, Francis A.

Journal:

Review of Financial Studies

Year:

2017

Language:

english

File:

PDF, 848 KB

english, 2017

5

Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 515 KB

english, 1992

6

Dynamic Asset Allocation with Event Risk

Jun Liu, Francis A. Longstaff, Jun Pan

Journal:

The Journal of Finance

Year:

2003

Language:

english

File:

PDF, 290 KB

english, 2003

7

The subprime credit crisis and contagion in financial markets

Francis A. Longstaff

Journal:

Journal of Financial Economics

Year:

2010

Language:

english

File:

PDF, 442 KB

english, 2010

8

Corporate bond default risk: A 150-year perspective

Kay Giesecke, Francis A. Longstaff, Stephen Schaefer, Ilya Strebulaev

Journal:

Journal of Financial Economics

Year:

2011

Language:

english

File:

PDF, 455 KB

english, 2011

9

Some Valleys and Glaciers in Hunza: Discussion

Francis Younghusband, George K. Cockerill, Col. Lorimer, General Bruce and T. G. Longstaff

Journal:

The Geographical Journal

Year:

1928

Language:

english

File:

PDF, 928 KB

english, 1928

10

The Expedition of H. R. H. the Duke of the Abruzzi to the Karakoram Himalayas: Discussion

Thompson, Yates, Austen, Godwin, Younghusband, Francis, Conway, Martin, Longstaff, T. G., Stein, Dr., de Filippi, Filippo

Journal:

The Geographical Journal

Year:

1911

Language:

english

File:

PDF, 420 KB

english, 1911

11

Valuing American Options by Simulation: A Simple Least-Squares Approach

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

Review of Financial Studies

Year:

2001

Language:

english

File:

PDF, 884 KB

english, 2001

12

Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program

Mark Grinblatt, Francis A. Longstaff

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 97 KB

english, 2000

13

An Empirical Analysis of the Pricing of Collateralized Debt Obligations

FRANCIS A. LONGSTAFF, ARVIND RAJAN

Journal:

The Journal of Finance

Year:

2008

Language:

english

File:

PDF, 1.64 MB

english, 2008

14

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

LONGSTAFF, FRANCIS A., SCHWARTZ, EDUARDO S.

Journal:

The Journal of Finance

Year:

1995

Language:

english

File:

PDF, 1.61 MB

english, 1995

15

The Exploration of the Siachen or Rose Glacier, Eastern Karakoram: Discussion

Younghusband, Francis, Longstaff, T. G., Conway, Martin

Journal:

The Geographical Journal

Year:

1914

Language:

english

File:

PDF, 1.29 MB

english, 1914

16

Pricing options on agricultural futures: An application of the constant elasticity of variance option pricing model

Jin W. Choi, Francis A. Longstaff

Journal:

Journal of Futures Markets

Year:

1985

Language:

english

File:

PDF, 570 KB

english, 1985

17

The term structure of very short-term rates: New evidence for the expectations hypothesis

Francis A. Longstaff

Journal:

Journal of Financial Economics

Year:

2000

Language:

english

File:

PDF, 169 KB

english, 2000

18

Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market

Thomas J. George and Francis A. Longstaff

Journal:

Journal of Financial and Quantitative Analysis

Year:

1993

Language:

english

File:

PDF, 2.10 MB

english, 1993

19

How Much Can Marketability Affect Security Values?

Francis A. Longstaff

Journal:

The Journal of Finance

Year:

1995

Language:

english

File:

PDF, 302 KB

english, 1995

20

Dynamic Asset Allocation with Event Risk

Jun Liu, Francis A. Longstaff and Jun Pan

Journal:

The Journal of Finance

Year:

2003

Language:

english

File:

PDF, 815 KB

english, 2003

21

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Francis A. Longstaff, Pedro Santa-Clara and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 1.80 MB

english, 2001

22

A nonlinear general equilibrium model of the term structure of interest rates

Francis A. Longstaff

Journal:

Journal of Financial Economics

Year:

1989

Language:

english

File:

PDF, 3.37 MB

english, 1989

23

Valuing futures and options on volatility

Andreas Grünbichler, Francis A. Longstaff

Journal:

Journal of Banking & Finance

Year:

1996

Language:

english

File:

PDF, 845 KB

english, 1996

24

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

Francis A. Longstaff, Sanjay Mithal and Eric Neis

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 4.64 MB

english, 2005

25

Systemic sovereign credit risk: Lessons from the U.S. and Europe

Ang, Andrew, Longstaff, Francis A.

Journal:

Journal of Monetary Economics

Year:

2013

Language:

english

File:

PDF, 459 KB

english, 2013

26

How Sovereign Is Sovereign Credit Risk?

Francis A. Longstaff, Jun Pan, Lasse H. Pedersen and Kenneth J. Singleton

Journal:

American Economic Journal Macroeconomics

Year:

2011

Language:

english

File:

PDF, 2.63 MB

english, 2011

27

Macroeconomic effects of corporate default crisis: A long-term perspective

Giesecke, Kay, Longstaff, Francis A., Schaefer, Stephen, Strebulaev, Ilya A.

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 556 KB

english, 2014

28

Arbitrage and the Expectations Hypothesis

Francis A. Longstaff

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 157 KB

english, 2000

29

The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks*

Liu, Jun, Longstaff, Francis A., Mandell, Ravit E.

Journal:

The Journal of Business

Year:

2006

Language:

english

File:

PDF, 692 KB

english, 2006

30

Disagreement and asset prices

Carlin, Bruce I., Longstaff, Francis A., Matoba, Kyle

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 518 KB

english, 2014

31

The TIPS-Treasury Bond Puzzle

FLECKENSTEIN, MATTHIAS, LONGSTAFF, FRANCIS A., LUSTIG, HANNO

Journal:

The Journal of Finance

Year:

2014

Language:

english

File:

PDF, 456 KB

english, 2014

32

Finance in Continuous Time: A Primerby David C. Shimko

Review by: Francis A. Longstaff

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 489 KB

english, 1992

33

Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets

Francis A. Longstaff

Journal:

American Economic Review

Year:

2009

Language:

english

File:

PDF, 2.41 MB

english, 2009

34

Masherbrum, 1938: Discussion

Mason, Kenneth, Hodgkin, R. A., Longstaff, T. G., Shipton, Eric, Younghusband, Francis

Journal:

The Geographical Journal

Year:

1940

Language:

english

File:

PDF, 503 KB

english, 1940

35

Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program

Mark Grinblatt and Francis A. Longstaff

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 453 KB

english, 2000

36

How Does the Market Value Toxic Assets?

Longstaff, Francis A., Myers, Brett W.

Journal:

Journal of Financial and Quantitative Analysis

Year:

2014

Language:

english

File:

PDF, 149 KB

english, 2014

37

The Alai-Pamirs in 1913 and 1928: Discussion

Charles Close, Francis Younghusband and Dr. Longstaff

Journal:

The Geographical Journal

Year:

1929

Language:

english

File:

PDF, 718 KB

english, 1929

38

Time Varying Term Premia and Traditional Hypotheses about the Term Structure

Francis A. Longstaff

Journal:

The Journal of Finance

Year:

1990

Language:

english

File:

PDF, 289 KB

english, 1990

39

A Journey to the Glaciers of the Eastern Karakoram: Discussion

William Goodenough, Lord Conway, Francis Younghusband, T. G. Longstaff and Giotto Dainelli

Journal:

The Geographical Journal

Year:

1932

Language:

english

File:

PDF, 1.11 MB

english, 1932

40

The Italian Expedition to the Karakoram in 1929: Discussion

Charles Close, Francis Younghusband, Professor Desio, Geoffrey Corbett, General Bruce and T. G. Longstaff

Journal:

The Geographical Journal

Year:

1930

Language:

english

File:

PDF, 1.24 MB

english, 1930

41

Arbitrage and the Expectations Hypothesis

Francis A. Longstaff

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 53 KB

english, 2000

42

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Francis A. Longstaff, Pedro Santa-Clara, Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 777 KB

english, 2001

43

Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate

Bradford Cornell, Francis A. Longstaff, Eduardo S. Schwartz

Journal:

Real Estate Economics

Year:

1996

File:

PDF, 1019 KB

1996

44

Borrower Credit and the Valuation of Mortgage-Backed Securities

Francis A. Longstaff

Journal:

Real Estate Economics

Year:

2005

Language:

english

File:

PDF, 440 KB

english, 2005

45

Electricity Forward Prices: A High-Frequency Empirical Analysis

Francis A. Longstaff, Ashley W. Wang

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 180 KB

english, 2004

46

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

FRANCIS A. LONGSTAFF, SANJAY MITHAL, ERIC NEIS

Journal:

The Journal of Finance

Year:

2005

Language:

english

File:

PDF, 215 KB

english, 2005

47

The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds

BING HAN, FRANCIS A. LONGSTAFF, CRAIG MERRILL

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 122 KB

english, 2007

48

Municipal Debt and Marginal Tax Rates: Is There a Tax Premium in Asset Prices?

FRANCIS A. LONGSTAFF

Journal:

The Journal of Finance

Year:

2011

Language:

english

File:

PDF, 214 KB

english, 2011

49

Multiple equilibria and term structure models

Francis A. Longstaff

Journal:

Journal of Financial Economics

Year:

1992

Language:

english

File:

PDF, 664 KB

english, 1992

50

Corporate earnings and the equity premium

Francis A. Longstaff, Monika Piazzesi

Journal:

Journal of Financial Economics

Year:

2004

Language:

english

File:

PDF, 297 KB

english, 2004

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