Matthias Fleckenstein

University of Delaware

Assistant Professor of Finance

419 Purnell Hall

Newark, DE 19716

United States

http://www.mfleckenstein.com

View CV
SCHOLARLY PAPERS

5

DOWNLOADS
Rank 20,510

SSRN RANKINGS

Top 20,510

in Total Papers Downloads

1,892

CITATIONS
Rank 10,381

SSRN RANKINGS

Top 10,381

in Total Papers Citations

41

Scholarly Papers (5)

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 1,052 (14,597)
Citation 20

Abstract:

Fixed Income, Arbitrage, TIPS

2.
Downloads 426 ( 55,504)

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 414 (56,963)

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 Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 12 (511,104)

Abstract:

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 141 (125,532)
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 Delaware, University of California, Los Angeles (UCLA) - Finance Area and Stanford Graduate School of Business
Downloads 85 (242,293)
Citation 20

Abstract:

5.

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 Mendoza College of Business, University of Notre Dame
Downloads 0 (325,011)

Abstract:

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