Robert Goldstein
Robert Goldstein
Professor of finance, University of Minnesota
Verified email at umn.edu
Title
Cited by
Cited by
Year
The determinants of credit spread changes
P Collin‐Dufresne, RS Goldstein, JS Martin
The Journal of Finance 56 (6), 2177-2207, 2001
25782001
An EBIT‐Based Model of Dynamic Capital Structure*
R Goldstein, N Ju, H Leland
The Journal of Business 74 (4), 483-512, 2001
12552001
Do credit spreads reflect stationary leverage ratios? Reconciling structural and reduced-form frameworks
P Collin-Dufresne, RS Goldstein
AFA, 2001
1048*2001
Do credit spreads reflect stationary leverage ratios?
P Collin‐Dufresne, RS Goldstein
The Journal of Finance 56 (5), 1929-1957, 2001
10422001
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
4732009
Summarized by Christopher J. Sullivan, CFA
L Benzoni, P Collin-Dufresne, RS Goldstein
Journal of Finance 62 (5), 2123-2167, 2007
438*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
4382007
Is credit event risk priced? Modeling contagion via the updating of beliefs. Working paper
P Collin-dufresne, RS Goldstein, J Helwege
355*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
3542010
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
354*2003
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
3502002
A general formula for valuing defaultable securities
P Collin‐Dufresne, R Goldstein, J Hugonnier
Econometrica 72 (5), 1377-1407, 2004
2542004
The term structure of interest rates as a random field
RS Goldstein
Review of Financial Studies 13 (2), 365-384, 2000
2092000
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
1742011
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
1742010
Identification of maximal affine term structure models
P COLLIN‐DUFRESNE, RS Goldstein, CS Jones
The Journal of Finance 63 (2), 743-795, 2008
150*2008
Pricing swaptions within an affine framework
P Collin-Dufresne, RS Goldstein
The Journal of Derivatives 10 (1), 9-26, 2002
1212002
Dividend dynamics and the term structure of dividend strips
F Belo, P Collin-Dufresne, RS Goldstein
Journal of Finance, 2013
1142013
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
R Goldstein, F Belo, P Collin-Dufresne
AFA 2013 San Diego Meetings Paper, 2012
114*2012
Can interest rate volatility be extracted from the cross section of bond yields?
P Collin-Dufresne, RS Goldstein, CS Jones
Journal of Financial Economics 94 (1), 47-66, 2009
1142009
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