Matthias Fleckenstein

University of Delaware

Assistant Professor of Finance

419 Purnell Hall

Newark, DE 19716

United States

http://www.mfleckenstein.com

  • University of Delaware

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 10,853

in Total Papers Citations

107

CROSSREF CITATIONS

25

Scholarly Papers (13)

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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 Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 1,324 (25,553)
Citation 44

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Fixed Income, Arbitrage, TIPS

2.

Treasury Yield Implied Volatility and Real Activity

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 26 Jul 2017 Last Revised: 21 May 2020
Martijn Cremers, Matthias Fleckenstein and Priyank Gandhi
University of Notre Dame, University of Delaware and Rutgers University, New Brunswick
Downloads 560 (82,577)
Citation 11

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Treasury Futures, Treasury Futures Options, Implied Volatility, Interest Rate, Business Cycles, Real Activity, Macroeconomic Activity, Macroeconomic Uncertainty, Forecasting, Libor-OIS Spread, Bank Credit

3.

Deflation Risk

Downloads 512 (92,237)
Citation 16

Deflation Risk

Number of pages: 62 Posted: 13 Jul 2013
Matthias Fleckenstein, Francis A. Longstaff and Hanno N. Lustig
University of Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 466 (102,335)

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deflation, tail risk

Deflation Risk

NBER Working Paper No. w19238
Number of pages: 63 Posted: 19 Jul 2013 Last Revised: 25 Jan 2023
Matthias Fleckenstein, Francis A. Longstaff and Hanno N. Lustig
University of Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 46 (673,117)
Citation 11

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4.

The Inflation-Indexed Bond Puzzle

Number of pages: 66 Posted: 25 Nov 2012 Last Revised: 03 Jun 2013
Matthias Fleckenstein
University of Delaware
Downloads 346 (145,239)
Citation 17

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

5.

Tax Risk and Asset Prices: Evidence from Dual-class Corporate Bonds in the Early 19th Century

Number of pages: 72 Posted: 03 May 2019 Last Revised: 25 May 2019
Matthias Fleckenstein, Priyank Gandhi and Pengjie Gao
University of Delaware, Rutgers University, New Brunswick and University of Notre Dame - Mendoza College of Business
Downloads 162 (301,911)
Citation 1

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Tax, Tax risk, Asset prices, Cross-section of returns

6.

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

NBER Working Paper No. w16358
Number of pages: 50 Posted: 13 Sep 2010 Last Revised: 13 Mar 2023
Matthias Fleckenstein, Francis A. Longstaff and Hanno N. Lustig
University of Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 133 (354,081)
Citation 52

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7.

Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market

Journal of Finance, Forthcoming
Number of pages: 164 Posted: 30 Sep 2022
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 88 (472,852)

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Small Business, Securitization, Derivatives

8.

Shadow Funding Costs: Measuring the Cost of Balance Sheet Constraints

NBER Working Paper No. w24224
Number of pages: 66 Posted: 22 Jan 2018 Last Revised: 11 Mar 2023
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 87 (476,117)
Citation 3

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9.

Private Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market

NBER Working Paper No. w28134
Number of pages: 79 Posted: 23 Nov 2020 Last Revised: 17 May 2023
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 30 (766,177)
Citation 1

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10.

Floating Rate Money? The Stability Premium in Treasury Floating Rate Notes

NBER Working Paper No. w25216
Number of pages: 51 Posted: 05 Nov 2018 Last Revised: 27 May 2023
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 28 (781,648)

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11.

Treasury Richness

NBER Working Paper No. w29081
Number of pages: 83 Posted: 26 Jul 2021 Last Revised: 18 Jun 2023
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 20 (849,607)
Citation 1

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12.

The Market Risk Premium for Unsecured Consumer Credit Risk

NBER Working Paper No. w28029
Number of pages: 77 Posted: 02 Nov 2020 Last Revised: 01 Feb 2023
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 14 (906,286)

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13.

Do Municipal Bond Investors Pay a Convenience Premium to Avoid Taxes?

NBER Working Paper No. w31389
Number of pages: 84 Posted: 03 Jul 2023 Last Revised: 10 Jul 2023
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 6 (980,728)
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