NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Francis Longstaff

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

July 2013Deflation Risk
with Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig: w19238
December 2012Disagreement and Asset Prices
with Bruce I. Carlin, Francis A. Longstaff, Kyle Matoba: w18619
June 2012Inflation Tracking Portfolios
with Christopher T. Downing, Francis A. Longstaff, Michael A. Rierson: w18135
February 2012Macroeconomic Effects of Corporate Default Crises: A Long-Term Perspective
with Kay Giesecke, Francis A. Longstaff, Stephen Schaefer, Ilya Strebulaev : w17854
April 2011Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
with Andrew Ang, Francis A. Longstaff: w16982
September 2010Why Does the Treasury Issue Tips? The Tips–Treasury Bond Puzzle
with Matthias Fleckenstein, Francis A. Longstaff, Hanno Lustig: w16358
March 2010Corporate Bond Default Risk: A 150-Year Perspective
with Kay Giesecke, Francis A. Longstaff, Stephen Schaefer, Ilya Strebulaev: w15848
April 2009Valuing Toxic Assets: An Analysis of CDO Equity
with Francis A. Longstaff, Brett Myers: w14871
January 2009Municipal Debt and Marginal Tax Rates: Is there a Tax Premium in Asset Prices?
w14687
December 2007How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Jun Pan, Lasse H. Pedersen, Kenneth J. Singleton: w13658
May 2006An Empirical Analysis of the Pricing of Collateralized Debt Obligations
with Francis A. Longstaff, Arvind Rajan: w12210
April 2004Financial Claustrophobia: Asset Pricing in Illiquid Markets
w10411
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
with Francis A. Longstaff, Sanjay Mithal, Eric Neis: w10418
Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities
w10422
November 2003Two Trees: Asset Price Dynamics Induced by Market Clearing
with John H. Cochrane, Francis A. Longstaff, Pedro Santa-Clara: w10116
October 2003Corporate Earnings and the Equity Premium
with Francis Longstaff, Monika Piazzesi: w10054
August 2002Dynamic Asset Allocation With Event Risk
with Jun Liu, Francis A. Longstaff, Jun Pan: w9103
June 2002The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
with Jun Liu, Francis A. Longstaff, Ravit E. Mandell: w8990
May 2002Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?
with Matthias Kahl, Jun Liu, Francis A. Longstaff: w8969

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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