Konstantin Milbradt

SCHOLARLY PAPERS

8

DOWNLOADS
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608

CITATIONS
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in Total Papers Citations

24

Scholarly Papers (8)

1.

Level 3 Assets: Booking Profits, Concealing Losses

Number of pages: 63 Posted: 19 Mar 2011 Last Revised: 17 May 2011
Konstantin Milbradt
Downloads 168 (139,550)
Citation 6

Abstract:

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

2.
Downloads 163 (149,346)
Citation 9

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: 10 Apr 2013
Zhiguo He and Konstantin Milbradt
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 160 (151,825)
Citation 9

Abstract:

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
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 3 (546,914)
Citation 9

Abstract:

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 103 (211,410)
Citation 6

Abstract:

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

4.
Downloads 75 (262,215)

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
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 66 (284,875)

Abstract:

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
Zhiguo He and Konstantin Milbradt
University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 9 (516,134)

Abstract:

5.
Downloads 58 (300,660)
Citation 2

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 Columbia Business School - Finance and Economics
Downloads 55 (312,943)
Citation 2

Abstract:

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 Columbia Business School - Finance and Economics
Downloads 3 (546,914)
Citation 2

Abstract:

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
Hui Chen, Rui Cui, Zhiguo He and Konstantin Milbradt
Massachusetts Institute of Technology, University of Chicago - Finance, University of Chicago - Booth School of Business, and NBER and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 16 (458,962)
Citation 1

Abstract:

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 - Booth School of Business, and NBER, Stanford Graduate School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 0 (516,992)

Abstract:

8.

What Makes Us Government Bonds Safe Assets?

NBER Working Paper No. w22017
Number of pages: 9 Posted: 01 Mar 2016
Zhiguo He, Arvind Krishnamurthy and Konstantin Milbradt
University of Chicago - Booth School of Business, and NBER, Stanford Graduate School of Business and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 0 (484,652)

Abstract: