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Robert S. Goldstein · Study
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Author
Robert S. Goldstein
31 works
· latest 2022
· 7 institutions
cluster: provisional
Works
31 shown
Debt dynamics with fixed issuance costs
Journal of Financial Economics
·
2022
·
4 authors
·
Open access
36
citations
Is the Credit Spread Puzzle a Myth?
Journal of Financial Economics
·
2018
·
3 authors
·
Open access
60
citations
On Bounding Credit-Event Risk Premia
Review of Financial Studies
·
2015
·
4 authors
·
Open access
37
citations
Modeling Credit Contagion via the Updating of Fragile Beliefs
Review of Financial Studies
·
2015
·
4 authors
·
Open access
85
citations
Dividend Dynamics and the Term Structure of Dividend Strips
The Journal of Finance
·
2015
·
3 authors
·
Open access
132
citations
Recovering Drifts and Preference Parameters from Financial Derivatives
SSRN Electronic Journal
·
2013
·
2 authors
·
preprint
·
Open access
38
citations
On the Relative Pricing of Long‐Maturity Index Options and Collateralized Debt Obligations
The Journal of Finance
·
2012
·
3 authors
·
Open access
94
citations
Explaining asset pricing puzzles associated with the 1987 market crash
Journal of Financial Economics
·
2011
·
3 authors
·
Open access
229
citations
Modeling Credit Contagion Via the Updating of Fragile Beliefs
SSRN Electronic Journal
·
2011
·
4 authors
·
preprint
·
Open access
34
citations
Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs.
National Bureau of Economic Research
·
2010
·
3 authors
·
report
·
Open access
181
citations
Explaining Asset Pricing Puzzles Associated with the 1987 Market Crash
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
87
citations
Is Credit Event Risk Priced? Modeling Contagion Via the Updating of Beliefs
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
32
citations
Can interest rate volatility be extracted from the cross section of bond yields?☆
Journal of Financial Economics
·
2009
·
2 authors
·
Open access
121
citations
Identification of Maximal Affine Term Structure Models
The Journal of Finance
·
2008
·
3 authors
·
Open access
120
citations
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
Review of Financial Studies
·
2008
·
2 authors
·
Open access
447
citations
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
The Journal of Finance
·
2007
·
3 authors
·
Open access
466
citations
Portfolio Choice Over the Life-Cycle in the Presence of 'Trickle Down' Labor Income
SSRN Electronic Journal
·
2005
·
3 authors
·
preprint
·
Open access
24
citations
Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility
National Bureau of Economic Research
·
2004
·
2 authors
·
report
·
Open access
57
citations
A General Formula for Valuing Defaultable Securities
Econometrica
·
2004
·
3 authors
·
Open access
181
citations
Generalizing the Affine Framework to HJM and Random Field Models
SSRN Electronic Journal
·
2003
·
2 authors
·
preprint
·
Open access
35
citations
Pricing Swaptions Within an Affine Framework
The Journal of Derivatives
·
2002
·
2 authors
·
Open access
75
citations
Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
The Journal of Finance
·
2002
·
2 authors
·
Open access
322
citations
The Determinants of Credit Spread Changes
The Journal of Finance
·
2001
·
3 authors
·
Open access
2,253
citations
An EBIT‐Based Model of Dynamic Capital Structure
The Journal of Business
·
2001
·
3 authors
957
citations
Do Credit Spreads Reflect Stationary Leverage Ratios?
The Journal of Finance
·
2001
·
2 authors
·
Open access
765
citations
Pricing Swaptions within the Affine Framework
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
43
citations
Stochastic Correlation and the Relative Pricing of Caps and Swaptions in a Generalized-Affine Framework
SSRN Electronic Journal
·
2001
·
2 authors
·
preprint
·
Open access
34
citations
The Term Structure of Interest Rates as a Random Field
Review of Financial Studies
·
2000
·
1 author
·
Open access
150
citations
An Ebit-Based Model of Dynamic Capital Structure
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
117
citations
On the Term Structure of Interest Rates in the Presence of Reflecting and Absorbing Boundaries
SSRN Electronic Journal
·
1997
·
2 authors
·
preprint
·
Open access
45
citations
GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES1
Mathematical Finance
·
1996
·
2 authors
45
citations