Konstantin Milbradt

SCHOLARLY PAPERS

10

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1,012

SSRN CITATIONS
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in Total Papers Citations

170

CROSSREF CITATIONS

118

Scholarly Papers (10)

1.

Level 3 Assets: Booking Profits, Concealing Losses

Number of pages: 63 Posted: 19 Mar 2011 Last Revised: 17 May 2011
Konstantin Milbradt
Downloads 212 (200,524)
Citation 9

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

2.
Downloads 204 (207,840)
Citation 58

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 196 (215,435)
Citation 2

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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 Last Revised: 20 Apr 2022
Zhiguo He and Konstantin Milbradt
Downloads 8 (841,527)
Citation 24

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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
University of Toronto - Rotman School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 126 (309,068)
Citation 19

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

4.
Downloads 120 (320,257)
Citation 21

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 100 (365,384)
Citation 12

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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: 23 May 2022
Zhiguo He and Konstantin Milbradt
Downloads 20 (724,971)
Citation 5

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5.

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: 23 May 2022
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 96 (372,158)
Citation 25

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6.
Downloads 89 (390,091)
Citation 10

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 77 (429,549)

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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 Last Revised: 03 Jul 2022
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 12 (799,724)
Citation 3

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7.

A Model of Safe Asset Determination

NBER Working Paper No. w22271
Number of pages: 71 Posted: 24 May 2016 Last Revised: 09 May 2022
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 74 (434,219)
Citation 20

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8.

Mortgage Prepayment and Path-Dependent Effects of Monetary Policy

NBER Working Paper No. w25157
Number of pages: 71 Posted: 16 Oct 2018 Last Revised: 28 Mar 2022
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 49 (529,186)
Citation 3

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9.

What Makes Us Government Bonds Safe Assets?

NBER Working Paper No. w22017
Number of pages: 9 Posted: 01 Mar 2016 Last Revised: 28 Feb 2021
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 40 (572,823)
Citation 8

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10.

Waiting for Capital with On-Demand Financing

NBER Working Paper No. w29712
Number of pages: 79 Posted: 31 Jan 2022 Last Revised: 16 Jul 2022
Barney Hartman-Glaser, Simon Mayer and Konstantin Milbradt
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Chicago - Booth School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 2 (877,419)
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