The term structure of interest rates as a random field

von Goldstein, Robert S.
Veröffentlicht in The review of financial studies (2000)

Integrating complementary medicine into veterinary practice

Veröffentlicht 2008

Pricing swaptions within an affine framework

von Collin-Dufresne, Pierre
Veröffentlicht in The journal of derivatives (2002)

Do credit spreads reflect stationary leverage ratios?

von Collin-Dufresne, Pierre
Veröffentlicht in The journal of finance (2001)

Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility

von Collin-Dufresne, Pierre
Veröffentlicht in The journal of finance (2002)

Is the credit spread puzzle a myth?

von Bai, Jennie
Veröffentlicht in Journal of financial economics (2020)

The leverage effect and the basket-index put spread

von Bai, Jennie
Veröffentlicht in Journal of financial economics (2019)

Explaining asset prizing puzzles associated with the 1987 market crash

von Benzoni, Luca
Veröffentlicht in Journal of financial economics (2011)

On the relation between the credit spread puzzle and the equity premium puzzle

von Chen, Long
Veröffentlicht in The review of financial studies (2009)

On the relative pricing of long maturity S&P 500 index options and CDX tranches

von Collin-Dufresne, Pierre
Veröffentlicht 2010

Dividend dynamics and the term structure of dividend strips

von Belo, Frederico
Veröffentlicht in The journal of finance (2015)

Portfolio choice over the life-cycle when the stock and labor markets are cointegrated

von Benzoni, Luca
Veröffentlicht in The journal of finance (2007)

Can standard preferences explain the prices of out of the money S&P 500 put options

von Benzoni, Luca
Veröffentlicht 2005

Portfolio choice over the life-cycle in the presence of "trickle down" labor income

von Benzoni, Luca
Veröffentlicht 2005

Endogenous dividend dynamics and the term structure of dividend strips

von Belo, Frederico
Veröffentlicht 2012

On the relative pricing of long-maturity index options and collateralized debt obligations

von Collin-Dufresne, Pierre
Veröffentlicht in The journal of finance (2013)

Is credit event risk priced? : modelling contagion via the updating of beliefs

von Collin-Dufresne, Pierre
Veröffentlicht 2010

Debt dynamics with fixed issuance costs

von Benzoni, Luca
Veröffentlicht in Journal of financial economics (2022)

Can interest rate volatility be extracted from the cross section of bond yields?

von Collin-Dufresne, Pierre
Veröffentlicht in Journal of financial economics (2009)

Can interest rate volatility be extracted from the cross section of bond yields? : An investigation of unspanned stochastic volatility

von Collin-Dufresne, Pierre
Veröffentlicht 2004