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51

Counterparty credit risk and the credit default swap market

Navneet Arora, Priyank Gandhi, Francis A. Longstaff

Journal:

Journal of Financial Economics

Year:

2012

Language:

english

File:

PDF, 355 KB

english, 2012

52

Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market

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

Journal:

Journal of Financial Economics

Year:

2001

Language:

english

File:

PDF, 200 KB

english, 2001

53

Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?

Matthias Kahl, Jun Liu, Francis A. Longstaff

Journal:

Journal of Financial Economics

Year:

2003

Language:

english

File:

PDF, 253 KB

english, 2003

54

The valuation of options on yields

Francis A. Longstaff

Journal:

Journal of Financial Economics

Year:

1990

Language:

english

File:

PDF, 1.46 MB

english, 1990

55

An Empirical Analysis of the Pricing of Collateralized Debt Obligations

Francis A. Longstaff and Arvind Rajan

Journal:

The Journal of Finance

Year:

2008

Language:

english

File:

PDF, 4.00 MB

english, 2008

56

A Two-Factor Interest Rate Model And Contingent Claims Valuation

Longstaff, Francis A, Schwartz, Eduardo S

Journal:

The Journal of Fixed Income

Year:

1992

Language:

english

File:

PDF, 1.44 MB

english, 1992

57

How Sovereign Is Sovereign Credit Risk?

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

Journal:

American Economic Journal Macroeconomics

Year:

2011

Language:

english

File:

PDF, 669 KB

english, 2011

58

Glacier Exploration in the Eastern Karakoram: Discussion

Godwin-Austen, Lieut.-Colonel, Younghusband, Francis, Freshfield, Douglas, Longstaff, T. G.

Journal:

The Geographical Journal

Year:

1910

Language:

english

File:

PDF, 630 KB

english, 1910

59

Explorations in the Karakoram: Discussion

G. K. Cockerill, Martin Conway, Francis Younghusband and T. G. Longstaff

Journal:

The Geographical Journal

Year:

1926

Language:

english

File:

PDF, 990 KB

english, 1926

60

Papers and Proceedings, Forty-ninth Annual Meeting, American Finance Association, Atlanta, Georgia, December 28-30, 1989 || Pricing Options with Extendible Maturities: Analysis and Applications

Francis A. Longstaff

Journal:

The Journal of Finance

Year:

1990

Language:

english

File:

PDF, 587 KB

english, 1990

61

Papers and Proceedings Fifty-Fifth Annual Meeting, American Finance, Association, Washington, D.C., January 6-8, 1995 || A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1995

Language:

english

File:

PDF, 800 KB

english, 1995

62

Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model

Francis A. Longstaff

Journal:

The Journal of Finance

Year:

1989

Language:

english

File:

PDF, 482 KB

english, 1989

63

Papers and Proceedings of the Fifty-Second Annual Meeting of the American Finance Association, New Orleans, Louisiana January 3-5, 1992 || An Empirical Comparison of Alternative Models of the Short-Term Interest Rate

K. C. Chan, G. Andrew Karolyi, Francis A. Longstaff and Anthony B. Sanders

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 546 KB

english, 1992

64

Dual Trading in Futures Markets

Michael J. Fishman and Francis A. Longstaff

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 741 KB

english, 1992

65

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

Bing Han, Francis A. Longstaff and Craig Merrill

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 2.75 MB

english, 2007

66

General Equilibrium Stock Index Futures Prices: Theory and Empirical Evidence

Michael L. Hemler and Francis A. Longstaff

Journal:

Journal of Financial and Quantitative Analysis

Year:

1991

Language:

english

File:

PDF, 2.49 MB

english, 1991

67

Electricity Forward Prices: A High-Frequency Empirical Analysis

Francis A. Longstaff and Ashley W. Wang

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 2.86 MB

english, 2004

68

Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets

Longstaff, Francis A

Journal:

American Economic Review

Year:

2009

Language:

english

File:

PDF, 255 KB

english, 2009

69

Valuing Thinly Traded Assets

Longstaff, Francis A.

Journal:

Management Science

Year:

2017

Language:

english

File:

PDF, 455 KB

english, 2017

70

Deflation Risk

Fleckenstein, Matthias, Longstaff, Francis A., Lustig, Hanno

Journal:

Review of Financial Studies

Year:

2017

Language:

english

File:

PDF, 680 KB

english, 2017

71

Interest Rate Volatility and Bond Prices

Longstaff, Francis A., Schwartz, Eduardo S.

Journal:

Financial Analysts Journal

Year:

1993

File:

PDF, 958 KB

1993

72

Renting Balance Sheet Space: Intermediary Balance Sheet Rental Costs and the Valuation of Derivatives

Fleckenstein, Matthias, Longstaff, Francis A

Journal:

Review of Financial Studies

Year:

2020

Language:

english

File:

PDF, 724 KB

english, 2020

73

Pyrolysis of bitumen-impregnated sandstones: a comparison of fluidized bed and rotary kiln reactors

Soonman Cha, Francis V. Hanson, Daniel C. Longstaff, Alex G. Oblad

Journal:

Year:

1991

Language:

english

File:

PDF, 556 KB

english, 1991

74

Characterization and utilization of hydrotreated products from the Whiterocks (Utah) tar sand bitumen-derived liquid

Chi-Hsing Tsai, Daniel C. Longstaff, Milind D. Deo, Francis V. Hanson, Alex G. Oblad

Journal:

Year:

1992

Language:

english

File:

PDF, 1.15 MB

english, 1992

75

Upgrading of bitumen-derived heavy oils over a commercial HDN catalyst

Jai-woh Kim, Daniel C. Longstaff, Francis V. Hanson

Journal:

Year:

1997

Language:

english

File:

PDF, 509 KB

english, 1997

76

Catalytic and thermal effects during hydrotreating of bitumen-derived heavy oils

Jai-Woh Kim, Daniel C Longstaff, Francis V Hanson

Journal:

Year:

1998

Language:

english

File:

PDF, 339 KB

english, 1998

77

Thermal conversion of PR Spring bitumen-derived heavy oil in the presence of Na/alumina

Jai-Woh Kim, Daniel C Longstaff, Francis V Hanson

Journal:

Fuel Processing Technology

Year:

1998

Language:

english

File:

PDF, 171 KB

english, 1998

78

Electronic Screen Trading and the Transmission of Information: An Empirical Examination

Andreas Grünbichler, Francis A. Longstaff, Eduardo S. Schwartz

Journal:

Journal of Financial Intermediation

Year:

1994

File:

PDF, 1.03 MB

1994

79

The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices

Longstaff, Francis A.

Journal:

The Journal of Business

Year:

2004

Language:

english

File:

PDF, 129 KB

english, 2004

80

Interest Rate Volatility and Bond Prices

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

Financial Analysts Journal

Year:

1993

Language:

english

File:

PDF, 877 KB

english, 1993

81

Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle

Francis A. Longstaff

Journal:

The Journal of Business

Year:

1992

Language:

english

File:

PDF, 1.98 MB

english, 1992

82

Systemic Credit Risk: What Is the Market Telling Us?

Vineer Bhansali, Robert Gingrich and Francis A. Longstaff

Journal:

Financial Analysts Journal

Year:

2008

Language:

english

File:

PDF, 926 KB

english, 2008

83

Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effects

Francis A. Longstaff and Bruce A. Tuckman

Journal:

Financial Management

Year:

1994

Language:

english

File:

PDF, 1.10 MB

english, 1994

84

Asset Pricing and the Credit Market

Longstaff, Francis A., Wang, Jiang

Journal:

Review of Financial Studies

Year:

2012

Language:

english

File:

PDF, 670 KB

english, 2012

85

Nomenclature in the Karakoram: Discussion

Charles Close, Sidney Burrard, Francis Younghusband, T. G. Longstaff, C. H. D. Ryder, C. G. Bruce, Philip Neame, Mr. Hinks, J. H. Reynolds, Mr. Tombazi and Kenneth Mason

Journal:

The Geographical Journal

Year:

1930

Language:

english

File:

PDF, 1.59 MB

english, 1930

86

Two Trees

Cochrane, John H., Longstaff, Francis A., Santa-Clara, Pedro

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 547 KB

english, 2008

87

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

Liu, Jun, Longstaff, Francis A.

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 320 KB

english, 2004

88

Hedging Interest Rate Risk with Options on Average Interest Rates

Longstaff, Francis A

Journal:

The Journal of Fixed Income

Year:

1995

Language:

english

File:

PDF, 574 KB

english, 1995

89

Comments on “A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model”

Longstaff, Francis A, Schwartz, Eduardo S

Journal:

The Journal of Fixed Income

Year:

1994

File:

PDF, 760 KB

1994

90

Valuing Credit Derivatives

Longstaff, Francis A, Schwartz, Eduardo S

Journal:

The Journal of Fixed Income

Year:

1995

Language:

english

File:

PDF, 423 KB

english, 1995

91

Implementation of The Longstaff-Schwartz Interest Rate Model

Longstaff, Francis A, Schwartz, Eduardo S

Journal:

The Journal of Fixed Income

Year:

1993

Language:

english

File:

PDF, 511 KB

english, 1993

92

Jubilee Volume || The Application of a Graphic Method to Fallible Measures [with Discussion]

Francis Galton, Professor Foxwell, John B. Martin, F. A. Walker, Mr. Price-Williams, Professor Marshall, G. B. Longstaff, Herr Körösi and Mr. Edgeworth

Journal:

Journal of the Statistical Society of London

Year:

1885

Language:

english

File:

PDF, 1.15 MB

english, 1885

93

The Causes and Consequences of Recent Financial Market Bubbles || Two Trees

John H. Cochrane, Francis A. Longstaff and Pedro Santa-Clara

Journal:

Review of Financial Studies

Year:

2008

Language:

english

File:

PDF, 3.02 MB

english, 2008

94

Option Pricing and the Martingale Restriction

Francis A. Longstaff

Journal:

Review of Financial Studies

Year:

1995

Language:

english

File:

PDF, 953 KB

english, 1995

95

Asset Pricing and the Credit Market

Francis A. Longstaff and Jiang Wang

Journal:

Review of Financial Studies

Year:

2012

Language:

english

File:

PDF, 3.34 MB

english, 2012

96

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

Jun Liu and Francis A. Longstaff

Journal:

Review of Financial Studies

Year:

2004

Language:

english

File:

PDF, 931 KB

english, 2004

97

Optimal Portfolio Choice and the Valuation of Illiquid Securities

Francis A. Longstaff

Journal:

Review of Financial Studies

Year:

2001

Language:

english

File:

PDF, 630 KB

english, 2001

98

Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?

Jefferson Duarte, Francis A. Longstaff and Fan Yu

Journal:

Review of Financial Studies

Year:

2007

Language:

english

File:

PDF, 4.38 MB

english, 2007

99

Valuing Thinly-Traded Assets

Longstaff, Francis

Journal:

NBER Working Paper Series

Year:

2014

Language:

english

File:

PDF, 146 KB

english, 2014

100

The Halos and Environments of Nearby Galaxies (HERON) Survey

Rich, R. Michael, Brosch, Noah, Bullock, James, Burkert, Andreas, Collins, Michelle, de Groot, Laura, Kennefick, Julia, Koch, Andreas, Longstaff, Francis, Sales, Laura

Journal:

Proceedings of the International Astronomical Union

Year:

2016

Language:

english

File:

PDF, 350 KB

english, 2016