NBER Working Papers by Pierre Collin-Dufresne

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Working Papers

February 2010	Is 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 2005	Can 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 2005	Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income with Luca Benzoni, Robert S. Goldstein: w11247
September 2004	Can 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

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