| The determinants of credit spread changes P Collin-Dufresn, RS Goldstein, JS Martin The Journal of Finance 56 (6), 2177-2207, 2001 | 3110 | 2001 |
| Do credit spreads reflect stationary leverage ratios? P Collin‐Dufresne, RS Goldstein The journal of finance 56 (5), 1929-1957, 2001 | 1186 | 2001 |
| 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 | 597 | 2007 |
| On the relation between the credit spread puzzle and the equity premium puzzle L Chen, P Collin-Dufresne, RS Goldstein The Review of Financial Studies 22 (9), 3367-3409, 2009 | 582 | 2009 |
| Stochastic convenience yield implied from commodity futures and interest rates J Casassus, P Collin‐Dufresne The Journal of Finance 60 (5), 2283-2331, 2005 | 582 | 2005 |
| Do prices reveal the presence of informed trading? P Collin‐Dufresne, V Fos The Journal of Finance 70 (4), 1555-1582, 2015 | 453 | 2015 |
| 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 | 415 | 2002 |
| 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 | 391 | 2010 |
| On the term structure of default premia in the swap and LIBOR markets P Collin‐Dufresne, B Solnik The Journal of Finance 56 (3), 1095-1115, 2001 | 342 | 2001 |
| Parameter learning in general equilibrium: The asset pricing implications P Collin-Dufresne, M Johannes, LA Lochstoer American Economic Review 106 (3), 664-698, 2016 | 287 | 2016 |
| A general formula for valuing defaultable securities P Collin‐Dufresne, R Goldstein, J Hugonnier Econometrica 72 (5), 1377-1407, 2004 | 285 | 2004 |
| Insider trading, stochastic liquidity, and equilibrium prices P Collin‐Dufresne, V Fos Econometrica 84 (4), 1441-1475, 2016 | 247 | 2016 |
| The CDS‐bond basis J Bai, P Collin‐Dufresne Financial Management 48 (2), 417-439, 2019 | 245 | 2019 |
| 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 | 227 | 2011 |
| Dividend dynamics and the term structure of dividend strips F Belo, P Collin‐Dufresne, RS Goldstein The Journal of Finance 70 (3), 1115-1160, 2015 | 171 | 2015 |
| Identification of maximal affine term structure models P Collin‐Dufresne, RS Goldstein, CS Jones The Journal of Finance 63 (2), 743-795, 2008 | 143 | 2008 |
| Pricing swaptions within the affine framework P Collin-Dufresne, RS Goldstein Washington University Department of Finance WP, 2001 | 136 | 2001 |
| 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 | 131 | 2009 |
| Market structure and transaction costs of index CDSs P Collin‐Dufresne, B Junge, AB Trolle The Journal of Finance 75 (5), 2719-2763, 2020 | 118 | 2020 |
| Equilibrium commodity prices with irreversible investment and non-linear technology J Casassus, P Collin-Dufresne, B Routledge National Bureau of Economic Research, 2005 | 113* | 2005 |
