Matthias Fleckenstein

University of Delaware

Assistant Professor of Finance

419 Purnell Hall

Newark, DE 19716

United States

http://www.mfleckenstein.com

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 21,488

SSRN RANKINGS

Top 21,488

in Total Papers Downloads

2,151

CITATIONS
Rank 10,325

SSRN RANKINGS

Top 10,325

in Total Papers Citations

41

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 1,165 (16,719)
Citation 20

Abstract:

Loading...

Fixed Income, Arbitrage, TIPS

2.
Downloads 441 ( 63,130)

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 429 (64,653)

Abstract:

Loading...

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 (578,349)

Abstract:

Loading...

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 231 (129,310)
Citation 1

Abstract:

Loading...

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 182 (161,742)

Abstract:

Loading...

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 92 (273,748)
Citation 20

Abstract:

Loading...

6.

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 (555,793)
  • Add to Cart

Abstract:

Loading...

7.

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 6 (591,688)
  • Add to Cart

Abstract:

Loading...

8.

Tax Risk and Asset Prices: Evidence from Dual-class Corporate Bonds in the Early 20th Century

Number of pages: 72 Posted: 03 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 22

Abstract:

Loading...

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