Francis Longstaff
Affiliations: | University of California, Los Angeles, Los Angeles, CA |
Area:
FinanceGoogle:
"Francis Longstaff"Children
Sign in to add trainee| Elena V. Sernova | grad student | 2005 | UCLA |
| Eric M. Neis | grad student | 2006 | UCLA |
| Xiaolong Cheng | grad student | 2011 | UCLA |
| Priyank Gandhi | grad student | 2012 | UCLA |
| Matthias Fleckenstein | grad student | 2013 | UCLA |
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Publications
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| Fleckenstein M, Longstaff FA, Lustig H. (2014) The TIPS-Treasury bond puzzle Journal of Finance. 69: 2151-2197 |
| Longstaff FA, Myers BW. (2014) How does the market value toxic assets? Journal of Financial and Quantitative Analysis. 49: 297-319 |
| Carlin BI, Longstaff FA, Matoba K. (2014) Disagreement and asset prices Journal of Financial Economics. 114: 226-238 |
| Giesecke K, Longstaff FA, Schaefer S, et al. (2014) Macroeconomic effects of corporate default crisis: A long-term perspective Journal of Financial Economics. 111: 297-310 |
| Ang A, Longstaff FA. (2013) Systemic sovereign credit risk: Lessons from the U.S. and Europe Journal of Monetary Economics. 60: 493-510 |
| Longstaff FA, Wang J. (2012) Asset pricing and the credit market Review of Financial Studies. 25: 3169-3215 |
| Arora N, Gandhi P, Longstaff FA. (2012) Counterparty credit risk and the credit default swap market Journal of Financial Economics. 103: 280-293 |
| Longstaff FA, Pan J, Pedersen LH, et al. (2011) How sovereign is sovereign credit risk? American Economic Journal: Macroeconomics. 3: 75-103 |
| Longstaff FA. (2011) Municipal Debt and Marginal Tax Rates: Is There a Tax Premium in Asset Prices? Journal of Finance. 66: 721-751 |
| Giesecke K, Longstaff FA, Schaefer S, et al. (2011) Corporate bond default risk: A 150-year perspective Journal of Financial Economics. 102: 233-250 |