NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Pierre Collin-Dufresne

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers and Chapters

December 2013Parameter Learning in General Equilibrium: The Asset Pricing Implications
with Michael Johannes, Lars A. Lochstoer: w19705
November 2013Moral Hazard, Informed Trading, and Stock Prices
with Vyacheslav Fos: w19619
October 2012Insider Trading, Stochastic Liquidity and Equilibrium Prices
with Vyacheslav Fos: w18451
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
with Frederico Belo, Robert S. Goldstein: w18450
Do prices reveal the presence of informed trading?
with Vyacheslav Fos: w18452
February 2010Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
with Robert S. Goldstein, Jean Helwege: w15733
On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches
with Robert S. Goldstein, Fan Yang: w15734
December 2005Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options
with Luca Benzoni, Robert S. Goldstein: w11861
Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology
with Jaime Casassus, Bryan R. Routledge: w11864
April 2005Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income
with Luca Benzoni, Robert S. Goldstein: w11247
September 2004Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility
with Christopher S. Jones, Robert S. Goldstein: w10756

Contact and additional information for this authorAll publicationsWorking Papers only

 
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