Alexandre Corhay

University of Toronto - Rotman School of Management

Assistant Professor

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

SCHOLARLY PAPERS

5

DOWNLOADS

761

SSRN CITATIONS
Rank 32,117

SSRN RANKINGS

Top 32,117

in Total Papers Citations

9

CROSSREF CITATIONS

11

Scholarly Papers (5)

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 Duke University - The Fuqua School of Business
Downloads 504 (56,728)
Citation 18

Abstract:

Loading...

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

2.

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 99 (274,908)
Citation 2

Abstract:

Loading...

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

3.

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 76 (323,751)
Citation 5

Abstract:

Loading...

4.

QE in the Fiscal Theory: A Risk-Based View

Rotman School of Management Working Paper No. 2981085
Number of pages: 52 Posted: 07 Jun 2017
Alexandre Corhay, Howard Kung and Gonzalo Morales
University of Toronto - Rotman School of Management, London Business School and University of Alberta
Downloads 56 (379,912)

Abstract:

Loading...

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

5.

Strategic Product Diversity

Number of pages: 59 Posted: 02 Dec 2019
Nuno Clara, Alexandre Corhay and Howard Kung
London Business School, University of Toronto - Rotman School of Management and London Business School
Downloads 26 (502,357)

Abstract:

Loading...

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