Authors: FRANCIS A. LONGSTAFF EDUARDO S. SCHWARTZ

Citation: FRANCIS A. LONGSTAFF et EDUARDO S. SCHWARTZ, Interest Rate Volatility and the Term Structure: A Two-Factor GeneralEquilibrium Model, The Journal of finance, 47(04), 1992, pp. 1259

Authors: K. C. CHAN G. ANDREW KAROLYI FRANCIS A. LONGSTAFF ANTHONY B. SANDERS

Citation: K. C. CHAN et al., An Empirical Comparison of Alternative Models of the Short-Term Interest Rate, The Journal of finance, 47(03), 1992, pp. 1209

Authors: MICHAEL J. FISHMAN FRANCIS A. LONGSTAFF

Citation: MICHAEL J. FISHMAN et FRANCIS A. LONGSTAFF, Dual Trading in Futures Markets, The Journal of finance, 47(02), 1992, pp. 643