Skip to contents Bai, Jennie [Author] ; Collin-Dufresne, Pierre [Other] The CDS-Bond Basis Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2024531 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: Georgetown McDonough School of Business Research Paper ; No. 2024531 Casassus, Jaime [Author] ; Collin-Dufresne, Pierre [Other] 'Maximal' Convenience Yield Model Implied by Commodity Futures Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=301555 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Collin-Dufresne, Pierre [Author] ; Daniel, Kent D. [Other]; Saǧlam, Mehmet [Other] National Bureau of Economic Research Liquidity Regimes and Optimal Dynamic Asset Allocation Books View online Schließen > Access http://www.nber.org/papers/w24222 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, January 2018 Published in: NBER working paper series ; no. w24222 Collin-Dufresne, Pierre [Author] ; Daniel, Kent D. [Other]; Saglam, Mehmet [Other] Liquidity Regimes and Optimal Dynamic Asset Allocation Books View online Schließen > Access https://ssrn.com/abstract=3106663 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: NBER Working Paper ; No. w24222 Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2023675 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Collin-Dufresne, Pierre [Author] ; Daniel, Kent D. [Other]; Moallemi, Ciamac C. [Other]; Saglam, Mehmet [Other] Dynamic Asset Allocation with Predictable Returns and Transaction Costs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2618910 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access https://ssrn.com/abstract=2179997 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Netspar Discussion Paper ; No. 05/2012-038 Collin-Dufresne, Pierre [Author] ; Johannes, Michael [Other]; Lochstoer, Lars A. [Other] Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2024130 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Do Prices Reveal the Presence of Informed Trading? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2179960 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: Netspar Discussion Paper ; No. 08/2012-037 Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] National Bureau of Economic Research Moral Hazard, Informed Trading, and Stock Prices Books View online Schließen > Access http://www.nber.org/papers/w19619 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2013 Published in: NBER working paper series ; no. w19619 Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Moral Hazard, Informed Trading, and Stock Prices Books View online Schließen > Access https://ssrn.com/abstract=2352136 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: NBER Working Paper ; No. w19619 Collin-Dufresne, Pierre [Author] ; Lochstoer, Lars A. [Other]; Johannes, Michael [Other] National Bureau of Economic Research Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access http://www.nber.org/papers/w19705 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, December 2013 Published in: NBER working paper series ; no. w19705 Collin-Dufresne, Pierre [Author] ; Johannes, Michael S. [Other]; Lochstoer, Lars A. [Other] Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access https://ssrn.com/abstract=2366019 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: NBER Working Paper ; No. w19705 Collin-Dufresne, Pierre [Author] ; Johannes, Michael [Other]; Lochstoer, Lars A. [Other] Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2180751 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: Netspar Discussion Paper ; No. 05/2012-039 Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] National Bureau of Economic Research Do prices reveal the presence of informed trading? Books View online Schließen > Access http://www.nber.org/papers/w18452 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, October 2012 Published in: NBER working paper series ; no. w18452 Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Do Prices Reveal the Presence of Informed Trading? Books View online Schließen > Access https://ssrn.com/abstract=2161199 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NBER Working Paper ; No. w18452 Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] National Bureau of Economic Research Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access Full access (via DOI) http://www.nber.org/papers/w18451 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, October 2012 Published in: NBER working paper series ; no. w18451 Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access https://ssrn.com/abstract=2161198 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NBER Working Paper ; No. w18451 Collin-Dufresne, Pierre [Author] ; Martin, J. Spencer [Other]; Goldstein, Robert S. [Other] The Determinants of Credit Spread Changes Books View online Schließen > Access https://ssrn.com/abstract=191668 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Collin-Dufresne, Pierre [Author] ; Goldstein, Robert S. [Other] Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=276668 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Bai, Jennie [Author] ; Collin-Dufresne, Pierre [Other] The CDS-Bond Basis Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2024531 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: Georgetown McDonough School of Business Research Paper ; No. 2024531
Casassus, Jaime [Author] ; Collin-Dufresne, Pierre [Other] 'Maximal' Convenience Yield Model Implied by Commodity Futures Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=301555 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Collin-Dufresne, Pierre [Author] ; Daniel, Kent D. [Other]; Saǧlam, Mehmet [Other] National Bureau of Economic Research Liquidity Regimes and Optimal Dynamic Asset Allocation Books View online Schließen > Access http://www.nber.org/papers/w24222 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, January 2018 Published in: NBER working paper series ; no. w24222
Collin-Dufresne, Pierre [Author] ; Daniel, Kent D. [Other]; Saglam, Mehmet [Other] Liquidity Regimes and Optimal Dynamic Asset Allocation Books View online Schließen > Access https://ssrn.com/abstract=3106663 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: NBER Working Paper ; No. w24222
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2023675 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Collin-Dufresne, Pierre [Author] ; Daniel, Kent D. [Other]; Moallemi, Ciamac C. [Other]; Saglam, Mehmet [Other] Dynamic Asset Allocation with Predictable Returns and Transaction Costs Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2618910 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access https://ssrn.com/abstract=2179997 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Netspar Discussion Paper ; No. 05/2012-038
Collin-Dufresne, Pierre [Author] ; Johannes, Michael [Other]; Lochstoer, Lars A. [Other] Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2024130 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Do Prices Reveal the Presence of Informed Trading? Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2179960 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: Netspar Discussion Paper ; No. 08/2012-037
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] National Bureau of Economic Research Moral Hazard, Informed Trading, and Stock Prices Books View online Schließen > Access http://www.nber.org/papers/w19619 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, November 2013 Published in: NBER working paper series ; no. w19619
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Moral Hazard, Informed Trading, and Stock Prices Books View online Schließen > Access https://ssrn.com/abstract=2352136 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: NBER Working Paper ; No. w19619
Collin-Dufresne, Pierre [Author] ; Lochstoer, Lars A. [Other]; Johannes, Michael [Other] National Bureau of Economic Research Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access http://www.nber.org/papers/w19705 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, December 2013 Published in: NBER working paper series ; no. w19705
Collin-Dufresne, Pierre [Author] ; Johannes, Michael S. [Other]; Lochstoer, Lars A. [Other] Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access https://ssrn.com/abstract=2366019 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: NBER Working Paper ; No. w19705
Collin-Dufresne, Pierre [Author] ; Johannes, Michael [Other]; Lochstoer, Lars A. [Other] Parameter Learning in General Equilibrium : The Asset Pricing Implications Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2180751 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Published in: Netspar Discussion Paper ; No. 05/2012-039
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] National Bureau of Economic Research Do prices reveal the presence of informed trading? Books View online Schließen > Access http://www.nber.org/papers/w18452 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, October 2012 Published in: NBER working paper series ; no. w18452
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Do Prices Reveal the Presence of Informed Trading? Books View online Schließen > Access https://ssrn.com/abstract=2161199 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NBER Working Paper ; No. w18452
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] National Bureau of Economic Research Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access Full access (via DOI) http://www.nber.org/papers/w18451 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, October 2012 Published in: NBER working paper series ; no. w18451
Collin-Dufresne, Pierre [Author] ; Fos, Vyacheslav [Other] Insider Trading, Stochastic Liquidity and Equilibrium Prices Books View online Schließen > Access https://ssrn.com/abstract=2161198 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NBER Working Paper ; No. w18451
Collin-Dufresne, Pierre [Author] ; Martin, J. Spencer [Other]; Goldstein, Robert S. [Other] The Determinants of Credit Spread Changes Books View online Schließen > Access https://ssrn.com/abstract=191668 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Collin-Dufresne, Pierre [Author] ; Goldstein, Robert S. [Other] Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=276668 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
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