Alexandre Corhay

University of Toronto - Rotman School of Management

Assistant Professor

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 45,016

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Top 45,016

in Total Papers Downloads

1,236

SSRN CITATIONS
Rank 26,656

SSRN RANKINGS

Top 26,656

in Total Papers Citations

18

CROSSREF CITATIONS

17

Scholarly Papers (9)

1.

Competition, Markups and Predictable Returns

Number of pages: 47 Posted: 18 Jan 2015 Last Revised: 27 Aug 2019
Alexandre Corhay, Howard Kung and Lukas Schmid
University of Toronto - Rotman School of Management, London Business School and University of Southern California - Marshall School of Business
Downloads 637 (51,282)
Citation 24

Abstract:

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Production-based asset pricing, imperfect competition, time-varying risk premia, stock return predictability, recursive preferences

2.

Q: Risk, Rents, or Growth?

Number of pages: 67 Posted: 26 Mar 2020 Last Revised: 29 Apr 2020
Alexandre Corhay, Howard Kung and Lukas Schmid
University of Toronto - Rotman School of Management, London Business School and University of Southern California - Marshall School of Business
Downloads 157 (230,036)
Citation 4

Abstract:

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Tobin's Q, Aggregate demand, Simulated method of moments, Corporate investment, Intangible capital, Innovation, Industry concentration, Price-dividend ratios, Asset valuations, Equity premium

3.

Industry Competition, Credit Spreads, and Levered Equity Returns

Rotman School of Management Working Paper No. 2981793
Number of pages: 56 Posted: 08 Jun 2017
Alexandre Corhay
University of Toronto - Rotman School of Management
Downloads 150 (238,817)
Citation 7

Abstract:

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Strategic interactions, Capital structure, Default, Corporate bond credit spread, Equity premium, Recursive preferences

4.

Government Maturity Structure Twists

Number of pages: 40 Posted: 25 Apr 2016
Alexandre Corhay, Howard Kung and Gonzalo Morales
University of Toronto - Rotman School of Management, London Business School and University of Alberta
Downloads 89 (346,447)
Citation 5

Abstract:

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5.

Price Rigidities and Credit Risk

Chicago Booth Research Paper No. 21-14, Fama-Miller Working Paper
Number of pages: 65 Posted: 25 May 2021
McGill University, McGill University - Desautels Faculty of Management, University of Toronto - Rotman School of Management and University of Chicago - Finance
Downloads 84 (358,995)

Abstract:

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sticky prices, monetary policy, credit risk, nominal rigidities

6.

Discount Rates, Debt Maturity, and the Fiscal Theory

Rotman School of Management Working Paper No. 2981085
Number of pages: 61 Posted: 07 Jun 2017 Last Revised: 24 Jul 2021
Alexandre Corhay, Thilo Kind, Howard Kung and Gonzalo Morales
University of Toronto - Rotman School of Management, London Business School, London Business School and University of Alberta
Downloads 71 (395,205)

Abstract:

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Fiscal Theory of the Price Level, Government Debt, Maturity Structure, Inflation, Bond Risk Premia, Markov-Switching DSGE, Nonlinear Solution Methods, Time-Varying Risk Premia

7.

Inflation Risk and the Finance-Growth Nexus

Rotman School of Management Working Paper No. 3795679
Number of pages: 56 Posted: 11 Mar 2021
Alexandre Corhay and Jincheng Tong
University of Toronto - Rotman School of Management and University of Toronto
Downloads 48 (476,490)

Abstract:

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Inflation, Asset Prices, Credit Risk, Debt Deflation, Financial Intermediation, Monetary Policy, General Equilibrium Model, Recursive Preferences

8.

Strategic Product Diversity

Posted: 02 Dec 2019 Last Revised: 25 Feb 2021
Nuno Clara, Alexandre Corhay and Howard Kung
Duke University - Finance, University of Toronto - Rotman School of Management and London Business School

Abstract:

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Firm Boundary, Multi Product Firm, Asset Pricing, Imperfect Competition, Financial Frictions, Idiosyncratic Volatility, Productivity, Secular Trends

9.

Discount Rates, Debt Maturity, and the Fiscal Theory

Number of pages: 61
Alexandre Corhay, Thilo Kind, Howard Kung and Gonzalo Morales
University of Toronto - Rotman School of Management, London Business School, London Business School and University of Alberta
Downloads 0

Abstract:

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Term structure of interest rates, Fiscal theory of the price level, Bond risk premia, Government debt, DSGE models, Nonlinear solution methods