Advanced Search

Lars-Alexander Kuehn

Carnegie Mellon University - David A. Tepper School of Business

5000 Forbes Avenue

Pittsburgh, PA 15213-3890

United States

  • Carnegie Mellon University - David A. Tepper School of Business

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 5,686

SSRN RANKINGS

Top 5,686

in Total Papers Downloads

6,931

CITATIONS
Rank 4,047

SSRN RANKINGS

Top 4,047

in Total Papers Citations

133

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

Downloads 1,615 ( 9,275)
Citation 66

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

The Review of Financial Studies, Forthcoming
Number of pages: 56 Posted: 30 Sep 2007 Last Revised: 03 Mar 2009
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business
Downloads 1,614 (9,118)
Citation 66

Abstract:

Loading...

Equity premium, corporate bond credit spread, predictability, macroeconomic conditions, jumps, capital structure, default

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

CEPR Discussion Paper No. DP12827
Number of pages: 78 Posted: 05 Apr 2018
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business
Downloads 1 (628,890)
Citation 60
  • Add to Cart

Abstract:

Loading...

Capital Structure, corporate bond credit spread, default, Equity premium, jumps, macroeconomic conditions, predictability

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

The Review of Financial Studies, Vol. 23, Issue 2, pp. 645-703, 2009
Posted: 01 Feb 2010
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business

Abstract:

Loading...

2.

Investment-Based Corporate Bond Pricing

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 20 Sep 2011 Last Revised: 10 Jun 2014
Lars-Alexander Kuehn and Lukas Schmid
Carnegie Mellon University - David A. Tepper School of Business and Duke University - The Fuqua School of Business
Downloads 1,248 (14,026)
Citation 3

Abstract:

Loading...

Real investment, dynamic capital structure, default risk, credit spreads, recursive preferences, macroeconomic risk

3.

The Aggregate Dynamics of Capital Structure and Macroeconomic Risk

Number of pages: 58 Posted: 10 Sep 2008 Last Revised: 06 Nov 2009
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business
Downloads 1,029 (18,818)
Citation 32

Abstract:

Loading...

Dynamic capital structure, leverage, aggregate dynamics, cross-sectional behavior, default probability, financial constraints, macroeconomic risk, risk aversion, elasticity of intertemporal substitution

4.

Consumption Volatility Risk

Journal of Finance, Forthcoming
Number of pages: 40 Posted: 11 Feb 2009 Last Revised: 18 Oct 2012
Oliver Boguth and Lars-Alexander Kuehn
Arizona State University (ASU) - Finance Department and Carnegie Mellon University - David A. Tepper School of Business
Downloads 792 (27,615)
Citation 12

Abstract:

Loading...

Asset pricing, consumption volatility, cross section of returns, cash flow risk, recursive preferences.

5.

A Labor Capital Asset Pricing Model

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 01 Sep 2012 Last Revised: 14 Feb 2017
Lars-Alexander Kuehn, Mikhail Simutin and Jessie Jiaxu Wang
Carnegie Mellon University - David A. Tepper School of Business, University of Toronto - Rotman School of Management and Arizona State University (ASU) - W.P. Carey School of Business
Downloads 699 (32,695)
Citation 2

Abstract:

Loading...

Cross-sectional asset pricing, labor search frictions, matching efficiency

6.

Endogenous Disasters

Downloads 658 ( 35,594)
Citation 11

Endogenous Disasters

Charles A. Dice Center Working Paper No. 2012-1, Fisher College of Business Working Paper No. 2012-03-001, American Economic Review, Forthcoming
Number of pages: 69 Posted: 04 Jan 2012 Last Revised: 09 Jan 2018
Nicolas Petrosky-Nadeau, Lu Zhang, 张橹 and Lars-Alexander Kuehn
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 572 (42,155)
Citation 9

Abstract:

Loading...

Keywords: Search and matching frictions, the Great Depression, general equilibrium, unemployment, home production, capital accumulation, the equity premium

Endogenous Disasters

American Economic Review, Forthcoming
Number of pages: 68 Posted: 15 Jan 2018 Last Revised: 18 Jan 2018
Nicolas Petrosky-Nadeau, Lu Zhang, 张橹 and Lars-Alexander Kuehn
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 70 (309,103)
Citation 9

Abstract:

Loading...

Search and Matching Frictions, The Great Depression, General Equilibrium, Unemployment, Home Production, Capital Accumulation, The Equity Premium

An Equilibrium Asset Pricing Model with Labor Market Search

NBER Working Paper No. w17742
Number of pages: 47 Posted: 14 Jan 2012
Lars-Alexander Kuehn, Nicolas Petrosky-Nadeau and Lu Zhang, 张橹
Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 16 (526,691)
Citation 11

Abstract:

Loading...

7.

Disentangling Investment Returns and Stock Returns: The Importance of Time-to-Build

EFA 2007 Ljubljana Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 43 Posted: 07 Mar 2007 Last Revised: 21 Oct 2009
Lars-Alexander Kuehn
Carnegie Mellon University - David A. Tepper School of Business
Downloads 506 (50,027)
Citation 2

Abstract:

Loading...

Real investments, time-to-build, excess returns, investment returns

8.

Monetary Policy and Corporate Default

Journal of Monetary Economics, 58 (5), 480-494, July 2011
Number of pages: 39 Posted: 02 Feb 2011 Last Revised: 07 May 2013
Harjoat Singh Bhamra, Adlai J. Fisher and Lars-Alexander Kuehn
Imperial College Business School, University of British Columbia (UBC) - Sauder School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 384 (70,035)
Citation 4

Abstract:

Loading...

Monetary policy, interest rate rule, corporate default, capital structure, leverage, credit spreads