Co-authored with: Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer
Journal of Financial Economics, 2014, 111, 297-310
http://dx.doi.org/10.1016/j.jfineco.2013.10.014
SSRN version
Co-authored with: Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer
Journal of Financial Economics, 2014, 111, 297-310
http://dx.doi.org/10.1016/j.jfineco.2013.10.014
SSRN version