Matthias Fleckenstein

University of California, Los Angeles (UCLA) - Anderson School of Management

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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SSRN RANKINGS

Top 20,343

in Total Papers Downloads

1,785

CITATIONS
Rank 10,341

SSRN RANKINGS

Top 10,341

in Total Papers Citations

41

Scholarly Papers (4)

1.

Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle

Journal of Finance, Forthcoming
Number of pages: 81 Posted: 07 Sep 2010 Last Revised: 24 Aug 2012
Matthias Fleckenstein, Francis A. Longstaff and Hanno N. Lustig
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 1,052 (13,950)
Citation 20

Abstract:

Fixed Income, Arbitrage, TIPS

2.
Downloads 405 ( 55,645)

Deflation Risk

Number of pages: 62 Posted: 13 Jul 2013
Matthias Fleckenstein, Francis A. Longstaff and Hanno N. Lustig
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 394 (56,975)

Abstract:

deflation, tail risk

Deflation Risk

NBER Working Paper No. w19238
Number of pages: 63 Posted: 19 Jul 2013
Matthias Fleckenstein, Francis A. Longstaff and Hanno N. Lustig
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 11 (491,620)

Abstract:

3.

The Inflation-Indexed Bond Puzzle

Number of pages: 66 Posted: 25 Nov 2012 Last Revised: 03 Jun 2013
Matthias Fleckenstein
University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 141 (126,704)
Citation 1

Abstract:

Slow Moving Capital, Arbitrage Mispricing, Inflation-Linked Bonds, Index-Linked Bonds, Inflation

4.

Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle

NBER Working Paper No. w16358
Number of pages: 50 Posted: 13 Sep 2010
Matthias Fleckenstein, Francis A. Longstaff and Hanno N. Lustig
University of California, Los Angeles (UCLA) - Anderson School of Management, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 85 (232,428)
Citation 20

Abstract: