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Term Structures of Credit Spreads with Incomplete Accounting Information
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Term Structures of Credit Spreads with Incomplete Accounting Information (2019)Term Structures of Credit Spreads with In…A Regime-Switching Model of the Yield Curve at the Zero Bound (2015)A Regime-Switching Model of t…Dynamic Dispersed Information and the Credit Spread Puzzle (2014)Dynamic Dispersed Information…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)On the Impossibility of Informationally Efficient Markets (1980)Brownian Motion and Stochastic Calculus (2007)Parsimonious Modeling of Yield Curves (1987)Modeling Term Structures of Defaultable Bonds (1999)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)
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  • 2014Dynamic Dispersed Information and the Credit Spread Puzzle27 cited
  • 2015A Regime-Switching Model of the Yield Curve at the Zero Bound13 cited

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