Konstantin Milbradt

SCHOLARLY PAPERS

9

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749

CITATIONS
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40

Scholarly Papers (9)

1.

Level 3 Assets: Booking Profits, Concealing Losses

Number of pages: 63 Posted: 19 Mar 2011 Last Revised: 17 May 2011
Konstantin Milbradt
Downloads 190 (157,232)
Citation 14

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Mark-to-market, mark-to-model, level 3 assets, balance sheet constraints, financial regulation, optimal stopping, real options

2.
Downloads 177 (167,617)
Citation 27

Endogenous Liquidity and Defaultable Bonds

Chicago Booth Research Paper No. 12-32, Fama-Miller Working Paper
Number of pages: 62 Posted: 21 Aug 2012 Last Revised: 22 Mar 2018
Zhiguo He and Konstantin Milbradt
Downloads 172 (172,030)

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Positive Feedback, Fundamental and Liquidity, Over-The-Counter Market, Secondary Bond Market, Structural Models for Credit Risk, Transaction Cost for Corporate Bonds, Bid-Ask Spread

Endogenous Liquidity and Defaultable Bonds

NBER Working Paper No. w18408
Number of pages: 60 Posted: 22 Sep 2012
Zhiguo He and Konstantin Milbradt
Downloads 5 (633,547)
Citation 42

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3.

The Hazards of Debt: Rollover Freezes, Incentives, and Bailouts

Number of pages: 51 Posted: 07 Feb 2010 Last Revised: 28 Jun 2011
Ing-Haw Cheng and Konstantin Milbradt
Downloads 111 (243,637)
Citation 33

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Rollover risk, rollover freezes, debt runs, risk-shifting, optimal maturity, bailouts, financial firms, liquidity

4.
Downloads 101 (260,196)
Citation 15

Dynamic Debt Maturity

Chicago Booth Research Paper No. 15-34, Fama-Miller Working Paper
Number of pages: 62 Posted: 14 Aug 2015
Zhiguo He and Konstantin Milbradt
Downloads 90 (282,574)
Citation 11

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Maturity Structure, Dynamic Structural Models, Endogenous Default, No Commitment, Debt Rollover

Dynamic Debt Maturity

NBER Working Paper No. w21919
Number of pages: 68 Posted: 25 Jan 2016 Last Revised: 03 Feb 2016
Zhiguo He and Konstantin Milbradt
Downloads 11 (591,895)
Citation 4

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5.
Downloads 71 (322,760)
Citation 5

Maturity Rationing and Collective Short-Termism

Journal of Financial Economics, 2015, 118(3), 553-570
Number of pages: 50 Posted: 20 Mar 2012 Last Revised: 10 Dec 2015
Konstantin Milbradt and Martin Oehmke
Northwestern University - Kellogg School of Management - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 65 (342,673)

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short-termism, asset maturity, credit rationing, asymmetric information, cross-firm externality

Maturity Rationing and Collective Short-Termism

NBER Working Paper No. w19946
Number of pages: 51 Posted: 03 Mar 2014
Konstantin Milbradt and Martin Oehmke
Northwestern University - Kellogg School of Management - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 6 (626,283)
Citation 8

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6.

Quantifying Liquidity and Default Risks of Corporate Bonds Over the Business Cycle

NBER Working Paper No. w20638
Number of pages: 61 Posted: 03 Nov 2014 Last Revised: 02 Mar 2018
Hui Chen, Rui Cui, Zhiguo He and Konstantin Milbradt
Massachusetts Institute of Technology, University of Chicago - Finance, University of Chicago - Finance and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 40 (419,161)
Citation 13

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7.

A Model of Safe Asset Determination

NBER Working Paper No. w22271
Number of pages: 71 Posted: 24 May 2016
Zhiguo He, Arvind Krishnamurthy and Konstantin Milbradt
University of Chicago - Finance, Stanford Graduate School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 32 (452,214)
Citation 8

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8.

What Makes Us Government Bonds Safe Assets?

NBER Working Paper No. w22017
Number of pages: 9 Posted: 01 Mar 2016 Last Revised: 11 Mar 2016
Zhiguo He, Arvind Krishnamurthy and Konstantin Milbradt
University of Chicago - Finance, Stanford Graduate School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 18 (526,893)
Citation 10

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9.

Mortgage Prepayment and Path-Dependent Effects of Monetary Policy

NBER Working Paper No. w25157
Number of pages: 60 Posted: 16 Oct 2018
David Berger, Konstantin Milbradt, Fabrice Tourre and Joseph Vavra
Northwestern University, Northwestern University - Kellogg School of Management - Department of Finance, Copenhagen Business School and University of Chicago - Booth School of Business
Downloads 9 (580,724)
Citation 2
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