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Feldhütter, Peter's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,171 |
Total
Citations
81 |
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1.
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Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis
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Dick-Nielsen, Jens
Copenhagen Business School - Department of Finance Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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Posted:
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10 Feb 09
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Last Revised:
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07 Jul 11
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1,124
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28
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Dick-Nielsen, Jens
Copenhagen Business School - Department of Finance Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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21 Mar 09
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Last Revised:
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07 Jul 11
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985
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Corporate bonds, Liquidity, Liquidity risk, Subprime crisis
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Dick-Nielsen, Jens
Copenhagen Business School - Department of Finance Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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139
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28
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Corporate bonds, Yield spreads, Liquidity, Subprime Crisis, TRACE
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2.
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Feldhütter, Peter
London Business School Lando, David
Copenhagen Business School - Department of Finance
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1,114
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39
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Swap spreads, corporate bond spreads, term structure of interest rates
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3.
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Feldhütter, Peter
London Business School
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08 May 07
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Last Revised:
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09 May 08
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440
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6
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credit risk, CDO, hedging
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4.
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Feldhütter, Peter
London Business School
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16 Jul 06
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Last Revised:
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09 May 08
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211
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2
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Affine term structure, Market price of risk, Time-varying risk premium, Time-varying volatility
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5.
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Feldhütter, Peter
London Business School
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03 Jun 09
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Last Revised:
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16 Mar 10
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135
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8
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liquidity, corporate bonds, search frictions, selling pressure, over-the-counter
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6.
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Feldhütter, Peter
London Business School Larsen, Linda Sandris
University of Southern Denmark Munk, Claus
Copenhagen Business School Trolle, Anders B.
Ecole Polytechnique Fédérale de Lausanne
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12 Mar 12
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Last Revised:
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16 Nov 12
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88
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1
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Suboptimal investments, parameter uncertainty, utility losses, bond portfolios, MCMC estimation
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7.
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Feldhütter, Peter
London Business School Heyerdahl-Larsen, Christian
London Business School - Department of Finance Illeditsch, Philipp K.
University of Pennsylvania - Finance Department
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01 Apr 13
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Last Revised:
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14 May 13
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59
(185,573)
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Affine term structure models, non-linear term structure models, time-varying term premiums, time-varying investment opportunities, stochastic volatility, Sharpe ratios, hidden factors
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