Francis A. Longstaff

1956

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