| Valuing American options by simulation: a simple least-squares approach FA Longstaff, ES Schwartz The review of financial studies 14 (1), 113-147, 2001 | 4647 | 2001 |
| A simple approach to valuing risky fixed and floating rate debt FA Longstaff, ES Schwartz The Journal of Finance 50 (3), 789-819, 1995 | 3317 | 1995 |
| Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market FA Longstaff, S Mithal, E Neis The journal of finance 60 (5), 2213-2253, 2005 | 2790 | 2005 |
| An empirical comparison of alternative models of the short‐term interest rate KC Chan, GA Karolyi, FA Longstaff, AB Sanders The journal of finance 47 (3), 1209-1227, 1992 | 2607 | 1992 |
| How sovereign is sovereign credit risk? FA Longstaff, J Pan, LH Pedersen, KJ Singleton American Economic Journal: Macroeconomics 3 (2), 75-103, 2011 | 1537 | 2011 |
| Interest rate volatility and the term structure: A two‐factor general equilibrium model FA Longstaff, ES Schwartz The Journal of Finance 47 (4), 1259-1282, 1992 | 1374 | 1992 |
| The flight-to-liquidity premium in US Treasury bond prices FA Longstaff National bureau of economic research, 2002 | 950 | 2002 |
| The subprime credit crisis and contagion in financial markets FA Longstaff Journal of financial economics 97 (3), 436-450, 2010 | 943 | 2010 |
| Systemic sovereign credit risk: Lessons from the US and Europe A Ang, FA Longstaff Journal of Monetary Economics 60 (5), 493-510, 2013 | 621 | 2013 |
| Dynamic asset allocation with event risk J Liu, FA Longstaff, J Pan The Journal of Finance 58 (1), 231-259, 2003 | 569 | 2003 |
| Electricity forward prices: a high‐frequency empirical analysis FA Longstaff, AW Wang The journal of finance 59 (4), 1877-1900, 2004 | 551 | 2004 |
| How much can marketability affect security values? FA Longstaff The Journal of Finance 50 (5), 1767-1774, 1995 | 530 | 1995 |
| An empirical analysis of the pricing of collateralized debt obligations FA Longstaff, A Rajan The Journal of Finance 63 (2), 529-563, 2008 | 455 | 2008 |
| Optimal portfolio choice and the valuation of illiquid securities FA Longstaff The Review of Financial Studies 14 (2), 407-431, 2001 | 450 | 2001 |
| Counterparty credit risk and the credit default swap market N Arora, P Gandhi, FA Longstaff Journal of Financial Economics 103 (2), 280-293, 2012 | 446 | 2012 |
| Corporate bond default risk: A 150-year perspective K Giesecke, FA Longstaff, S Schaefer, I Strebulaev Journal of financial Economics 102 (2), 233-250, 2011 | 441 | 2011 |
| Losing money on arbitrage: Optimal dynamic portfolio choice in markets with arbitrage opportunities J Liu, FA Longstaff Review of Financial studies, 611-641, 2004 | 409 | 2004 |
| Risk and return in fixed-income arbitrage: Nickels in front of a steamroller? J Duarte, FA Longstaff, F Yu The Review of Financial Studies 20 (3), 769-811, 2007 | 386 | 2007 |
| A nonlinear general equilibrium model of the term structure of interest rates FA Longstaff Journal of financial economics 23 (2), 195-224, 1989 | 386 | 1989 |
| Option pricing and the martingale restriction FA Longstaff The Review of Financial Studies 8 (4), 1091-1124, 1995 | 369 | 1995 |
