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Pierre Collin‐Dufresne

swiss federal institutes of technology domain

39H指数
127论文数
7.7K被引数
收录论文 22
发表时间
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How Integrated are Credit and Equity Markets? Evidence from Index Options
errJOURNAL OF FINANCE
IF9.5
err2024-01-09
err6
errOAAI
errCollin-Dufresne, Pierre; Junge, Benjamin; Trolle, Anders B.
err分享
err收藏
Liquidity, Volume, and Order Imbalance Volatility
errJOURNAL OF FINANCE
IF9.5
err2023-06-05
err5
PREAI
errBogousslavsky, Vincent; Collin-Dufresne, Pierre
err分享
err收藏
Informed Trading in the Stock Market and Option-Price Discovery
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2020-08-04
err14
PREAI
errCollin-Dufresne, Pierre; Fos, Vyacheslav; Muravyev, Dmitry
err分享
err收藏
Market Structure and Transaction Costs of Index CDSs
errJOURNAL OF FINANCE
IF9.5
err2020-06-17
err22
PREAI
errCollin-Dufresne, Pierre; Junge, Benjamin; Trolle, Anders B.
err分享
err收藏
Equilibrium commodity prices with irreversible investment and non-linear technologies
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-10-01
err22
PREAI
errCasassus, Jaime; Collin-Dufresne, Pierre; Routledge, Bryan R.
err分享
err收藏
Activism, Strategic Trading, and Liquidity激进主义、战略交易和流动性
errECONOMETRICA
IF7.1
err2018-01-01
err26
errOAAI
errBack, Kerry; Collin-Dufresne, Pierre; Fos, Vyacheslav; Li, Tao; Ljungqvist, Alexander
err分享
err收藏
Asset Pricing When 'This Time Is Different'
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2016-10-02
err31
PREAI
errCollin-Dufresne, Pierre; Johannes, Michael; Lochstoer, Lars A.
err分享
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INSIDER TRADING, STOCHASTIC LIQUIDITY, AND EQUILIBRIUM PRICES
errECONOMETRICA
IF7.1
err2016-01-01
err82
errOAAI
errCollin-Dufresne, Pierre; Fos, Vyacheslav
err分享
err收藏
Do Prices Reveal the Presence of Informed Trading?
errJOURNAL OF FINANCE
IF9.5
err2015-07-23
err163
errOAAI
errCollin-Dufresne, Pierre; Fos, Vyacheslav
err分享
err收藏
Dividend Dynamics and the Term Structure of Dividend Strips
errJOURNAL OF FINANCE
IF9.5
err2015-05-11
err60
errOAAI
errBelo, Frederico; Collin-Dufresne, Pierre; Goldstein, Robert S.
err分享
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On Bounding Credit-Event Risk Premia
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2015-03-13
err19
errOAAI
errBai, Jennie; Collin-Dufresne, Pierre; Goldstein, Robert S.; Helwege, Jean
err分享
err收藏
Modeling Credit Contagion via the Updating of Fragile Beliefs
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2015-03-09
err47
errOAAI
errBenzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S.; Helwege, Jean
err分享
err收藏
On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations
errJOURNAL OF FINANCE
IF9.5
err2012-11-19
err48
PREAI
errCollin-Dufresne, Pierre; Goldstein, Robert S.; Yang, Fan
err分享
err收藏
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2008-08-26
err196
PREAI
errChen, Long; Collin-Dufresne, Pierre; Goldstein, Robert S.
err分享
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Identification of maximal affine term structure models
errJOURNAL OF FINANCE
IF9.5
err2008-04-01
err59
errOAAI
errCollin-Dufresne, Pierre; Goldstein, Robert S.; Jones, Christopher S.
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Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
errJOURNAL OF FINANCE
IF9.5
err2007-09-04
err202
errOAAI
errBenzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S.
err分享
err收藏
Unspanned stochastic volatility and fixed income derivatives pricing
errJOURNAL OF BANKING & FINANCE
IF3.8
err2005-11-01
err24
PREAI
errCasassus, J; Collin-Dufresne, P; Goldstein, B
err分享
err收藏
Stochastic convenience yield implied from commodity futures and interest rates
errJOURNAL OF FINANCE
IF9.5
err2005-09-16
err291
errOAAI
errCasassus, J; Collin-Dufresne, P
err分享
err收藏
A general formula for valuing defaultable securities
errECONOMETRICA
IF7.1
err2004-09-01
err105
PREAI
errCollin-Dufresne, P; Goldstein, R; Hugonnier, J
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err收藏
On the term structure of default premia in the swap and LIBOR markets
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err94
PREAI
errCollin-Dufresne, P; Solnik, B
err分享
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研究方向

暂无研究方向
合作学者
合作期刊
A
Alexander Ljungqvist
H 指数: 59 · 论文数: 160
B
Bob Goldstein
H 指数: 49 · 论文数: 269
L
Long Chen
H 指数: 44 · 论文数: 381
B
Bruno Solnik
H 指数: 39 · 论文数: 156
R
Robert S. Goldstein
H 指数: 36 · 论文数: 147
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