Matthias Fleckenstein

University of Delaware

Assistant Professor of Finance

419 Purnell Hall

Newark, DE 19716

United States

http://www.mfleckenstein.com

SCHOLARLY PAPERS

8

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2,188

CITATIONS
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in Total Papers Citations

31

Scholarly Papers (8)

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 1,172 (16,958)
Citation 8

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Fixed Income, Arbitrage, TIPS

2.
Downloads 444 ( 63,834)
Citation 5

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 431 (65,498)

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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 Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 13 (583,006)

Abstract:

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3.

The Inflation-Indexed Bond Puzzle

Number of pages: 66 Posted: 25 Nov 2012 Last Revised: 03 Jun 2013
Matthias Fleckenstein
University of Delaware
Downloads 235 (129,390)
Citation 7

Abstract:

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

4.

Treasury Yield Implied Volatility and Real Activity

Number of pages: 87 Posted: 26 Jul 2017
Martijn Cremers, Matthias Fleckenstein and Priyank Gandhi
University of Notre Dame, University of Delaware and Rutgers Business School, Newark and New Brunswick
Downloads 190 (158,339)
Citation 5

Abstract:

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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

5.

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 Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 94 (274,617)

Abstract:

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6.

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 Business School, Newark and New Brunswick and University of Notre Dame - Mendoza College of Business
Downloads 34 (446,892)

Abstract:

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

7.

Shadow Funding Costs: Measuring the Cost of Balance Sheet Constraints

NBER Working Paper No. w24224
Number of pages: 66 Posted: 22 Jan 2018
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 12 (566,872)
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8.

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

NBER Working Paper No. w25216
Number of pages: 51 Posted: 05 Nov 2018
Matthias Fleckenstein and Francis A. Longstaff
University of Delaware and University of California, Los Angeles (UCLA) - Finance Area
Downloads 7 (598,403)
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