Books by Francis A. Longstaff
How sovereign is sovereign cre
How sovereign is sovereign credit risk?
An empirical analysis of the p
An empirical analysis of the pricing of collateralized debt obligations
Corporate yield spreads
Corporate yield spreads
Financial claustrophobia
Financial claustrophobia
Optimal recursive refinancing
Optimal recursive refinancing and the valuation of mortgage-backed securities
Corporate earnings and the equ
Corporate earnings and the equity premium
The flight-to-liquidity premiu
The flight-to-liquidity premium in U.S. Treasury bond prices
Time varying expectations and
Time varying expectations and intertemporal asset pricing