Items where Author is "Feldhütter, P"

Article

Eisenthal-Berkovitz, Y, Feldhütter, P and Vig, V (2020) Leveraged buyouts and bond credit spreads. Journal of Financial Economics, 135 (3). pp. 577-601. ISSN 0304-405X

Feldhütter, P and Schaefer, S M (2018) The Myth of the Credit Spread Puzzle. Review of Financial Studies, 31 (8). pp. 2897-2942. ISSN 0893-9454

Feldhütter, P, Heyerdahl-Larsen, C and Illeditsch, P (2018) Risk premia and volatilities in a nonlinear term structure model. Review of Finance, 22 (1). pp. 337-380. ISSN 1572-3097

Feldhütter, P, Hotchkiss, E and Karakaş, O (2016) The value of creditor control in corporate bonds. Journal of Financial Economics, 121 (1). pp. 1-27. ISSN 0304-405X

Feldhütter, P (2015) Can affine models match the moments in bond yields? Quarterly Journal of Finance, 6 (2). ISSN 2010-1392

Feldhütter, P and Nielsen, M S (2012) Systematic and idiosyncratic default risk in synthetic credit markets. Journal of Financial Econometrics, 10 (2). pp. 292-324. ISSN 1479-8409

Feldhütter, P, Dick-Nielson, J and Lando, D (2012) Corporate bond liquidity before and after the onset of the subprime crisis. Journal of Financial Economics, 103 (3). pp. 471-492. ISSN 0304-405X

Feldhütter, P (2012) The same bond at different prices: identifying search frictions and selling pressures. Review of Financial Studies, 25 (4). pp. 1155-1206. ISSN 0893-9454

Feldhütter, P and Lando, D (2008) Decomposing swap spreads. Journal of Financial Economics, 88 (2). pp. 375-405. ISSN 0304-405X