Valentin Haddad

University of California, Los Angeles (UCLA) - Anderson School of Management

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

11

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2,341

SSRN CITATIONS
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Top 15,402

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32

CROSSREF CITATIONS

30

Scholarly Papers (11)

1.
Downloads 1,445 ( 13,436)
Citation 1

Factor Timing

Number of pages: 79 Posted: 05 Apr 2017 Last Revised: 31 Dec 2019
Valentin Haddad, Serhiy Kozak and Shrihari Santosh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Maryland - Robert H. Smith School of Business and University of Colorado at Boulder - Department of Finance
Downloads 1,388 (14,024)
Citation 1

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Predictability, Returns, Cross Section, Time Series, Equities, Bonds, Foreign Exchange

Predicting Relative Returns

NBER Working Paper No. w23886
Number of pages: 56 Posted: 02 Oct 2017
Valentin Haddad, Serhiy Kozak and Shrihari Santosh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Maryland - Robert H. Smith School of Business and University of Maryland
Downloads 42 (453,020)

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Factor Timing

NBER Working Paper No. w26708
Number of pages: 80 Posted: 03 Feb 2020
Valentin Haddad, Serhiy Kozak and Shrihari Santosh
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Maryland - Robert H. Smith School of Business and University of Maryland
Downloads 15 (609,820)
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2.
Downloads 261 (125,530)
Citation 3

Buyout Activity and Asset Prices

Number of pages: 53 Posted: 18 May 2011 Last Revised: 21 Jun 2013
Valentin Haddad, Erik Loualiche and Matthew C. Plosser
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Minnesota, Finance and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 146 (214,278)
Citation 1

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buyout waves, time-varying risk premium

Buyout Activity: The Impact of Aggregate Discount Rates

FRB of New York Staff Report No. 606
Number of pages: 77 Posted: 27 Mar 2013 Last Revised: 26 Nov 2014
Valentin Haddad, Erik Loualiche and Matthew C. Plosser
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Minnesota, Finance and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 115 (257,983)
Citation 2

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buyouts, governance, discount rates, illiquidity

3.
Downloads 176 (184,338)
Citation 11

The Banking View of Bond Risk Premia

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 02 Nov 2018 Last Revised: 07 Oct 2019
Valentin Haddad and David Alexandre Sraer
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Berkeley
Downloads 167 (193,096)
Citation 7

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The Banking View of Bond Risk Premia

NBER Working Paper No. w26369
Number of pages: 80 Posted: 14 Oct 2019
Valentin Haddad and David Alexandre Sraer
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Berkeley
Downloads 9 (654,304)
Citation 1
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The Banking View of Bond Risk Premia

CEPR Discussion Paper No. DP14207
Number of pages: 82 Posted: 14 Jan 2020
Valentin Haddad and David Alexandre Sraer
University of California, Los Angeles (UCLA) - Anderson School of Management and University of California, Berkeley
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4.
Downloads 106 (272,011)
Citation 2

Asset Insulators

2nd Annual Financial Institutions, Regulation and Corporate Governance Conference
Number of pages: 57 Posted: 19 Jul 2016 Last Revised: 02 Oct 2016
Gabriel Chodorow-Reich, Andra C. Ghent and Valentin Haddad
Harvard University Department of Economics, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 100 (285,001)
Citation 2

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Asset Insulators

NBER Working Paper No. w24973
Number of pages: 70 Posted: 17 Sep 2018
Gabriel Chodorow-Reich, Andra C. Ghent and Valentin Haddad
Harvard University Department of Economics, University of North Carolina (UNC) at Chapel Hill - Finance Area and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 6 (676,845)

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5.

Market Confidence and Monetary Policy

Number of pages: 38 Posted: 02 Dec 2015 Last Revised: 08 Dec 2015
Nina Boyarchenko, Valentin Haddad and Matthew C. Plosser
Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 106 (272,011)
Citation 3

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6.

The Federal Reserve and Market Confidence

FRB of NY Staff Report No. 773
Number of pages: 57 Posted: 31 May 2016 Last Revised: 12 Sep 2017
Nina Boyarchenko, Valentin Haddad and Matthew C. Plosser
Federal Reserve Bank of New York, University of California, Los Angeles (UCLA) - Anderson School of Management and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 83 (318,378)

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policy announcement, risk premium, uncertainty, financial conditions

7.

When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

Number of pages: 46 Posted: 04 May 2020 Last Revised: 08 May 2020
Valentin Haddad, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 57 (389,912)

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COVID-19, Bond Markets, Financial Crisis, Liquidity, CDS-Bond Basis, ETF Arbitrage, Federal Reserve

8.

Efficient Bubbles?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 64 Posted: 06 Jun 2018
Valentin Haddad, Paul Ho and Erik Loualiche
University of California, Los Angeles (UCLA) - Anderson School of Management, Federal Reserve Banks - Federal Reserve Bank of Richmond and University of Minnesota, Finance
Downloads 46 (428,385)

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Innovation, Growth, Entrepreneurship, Bubbles, Industrial Policy, Optimal Taxation

9.

Information Aversion

NBER Working Paper No. w23958
Number of pages: 52 Posted: 23 Oct 2017
Marianne Andries and Valentin Haddad
University of Toulouse 1 - Toulouse School of Economics (TSE) and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 31 (492,777)
Citation 3

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10.

Buyout Activity: The Impact of Aggregate Discount Rates

NBER Working Paper No. w22414
Number of pages: 51 Posted: 18 Jul 2016
Valentin Haddad, Erik Loualiche and Matthew C. Plosser
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Minnesota, Finance and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 20 (555,905)
Citation 5

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11.

When Selling Becomes Viral: Disruptions in Debt Markets in the Covid-19 Crisis and the Fed's Response

NBER Working Paper No. w27168
Number of pages: 53 Posted: 18 May 2020 Last Revised: 22 May 2020
Valentin Haddad, Alan Moreira and Tyler Muir
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Rochester - Simon Business School and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 10 (621,050)

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