The determinants of credit spread changes P Collin‐Dufresne, RS Goldstein, JS Martin The Journal of Finance 56 (6), 2177-2207, 2001 | 3009 | 2001 |
An EBIT‐Based Model of Dynamic Capital Structure* R Goldstein, N Ju, H Leland The Journal of Business 74 (4), 483-512, 2001 | 1473 | 2001 |
Do credit spreads reflect stationary leverage ratios? Reconciling structural and reduced-form frameworks P Collin-Dufresne, RS Goldstein AFA, 2001 | 1174* | 2001 |
Do credit spreads reflect stationary leverage ratios? P Collin‐Dufresne, RS Goldstein The Journal of Finance 56 (5), 1929-1957, 2001 | 1169 | 2001 |
Summarized by Christopher J. Sullivan, CFA L Benzoni, P Collin-Dufresne, RS Goldstein Journal of Finance 62 (5), 2123-2167, 2007 | 558* | 2007 |
Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated L Benzoni, P COLLIN‐DUFRESNE, RS Goldstein The Journal of Finance 62 (5), 2123-2167, 2007 | 558 | 2007 |
On the relation between the credit spread puzzle and the equity premium puzzle L Chen, P Collin-Dufresne, RS Goldstein Review of Financial Studies 22 (9), 3367-3409, 2009 | 551 | 2009 |
Do bonds span the fixed income markets? Theory and evidence for unspanned stochastic volatility P Collin–Dufresne, RS Goldstein The Journal of Finance 57 (4), 1685-1730, 2002 | 400 | 2002 |
Is credit event risk priced? Modeling contagion via the updating of beliefs. Working paper P Collin-dufresne, RS Goldstein, J Helwege | 390* | 2003 |
Are jumps in corporate bond yields priced? Modeling contagion via the updating of beliefs P Collin-Dufresne, R Goldstein, J Helwege University of California Berkeley Working Paper, 2003 | 389* | 2003 |
Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs. P Collin-Dufresne, RS Goldstein, J Helwege National Bureau of Economic Research, 2010 | 388 | 2010 |
A general formula for valuing defaultable securities P Collin‐Dufresne, R Goldstein, J Hugonnier Econometrica 72 (5), 1377-1407, 2004 | 270 | 2004 |
The term structure of interest rates as a random field RS Goldstein Review of Financial Studies 13 (2), 365-384, 2000 | 219 | 2000 |
Explaining asset pricing puzzles associated with the 1987 market crash L Benzoni, P Collin-Dufresne, RS Goldstein Journal of Financial Economics 101 (3), 552-573, 2011 | 215 | 2011 |
Explaining asset pricing puzzles associated with the 1987 market crash L Benzoni, P Collin-Dufresne, RS Goldstein Working Paper, Federal Reserve Bank of Chicago, 2010 | 215 | 2010 |
Identification of maximal affine term structure models P COLLIN‐DUFRESNE, RS Goldstein, CS Jones The Journal of Finance 63 (2), 743-795, 2008 | 167* | 2008 |
Endogenous dividend dynamics and the term structure of dividend strips F Belo, P Collin-Dufresne, RS Goldstein National Bureau of Economic Research, 2012 | 162* | 2012 |
Dividend dynamics and the term structure of dividend strips F Belo, P Collin-Dufresne, RS Goldstein Journal of Finance, 2013 | 154 | 2013 |
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips R Goldstein, F Belo, P Collin-Dufresne AFA 2013 San Diego Meetings Paper, 2012 | 154* | 2012 |
Pricing swaptions within an affine framework P Collin-Dufresne, RS Goldstein The Journal of Derivatives 10 (1), 9-26, 2002 | 133 | 2002 |