Peter Feldhütter

London Business School

Assistant Professor

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
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SSRN RANKINGS

Top 7,178

in Total Papers Downloads

5,173

CITATIONS
Rank 5,789

SSRN RANKINGS

Top 5,789

in Total Papers Citations

88

Scholarly Papers (10)

Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 21 Mar 2009 Last Revised: 07 Jul 2011
Jens Dick-Nielsen, Peter Feldhütter and David Lando
Copenhagen Business School - Department of Finance, London Business School and Copenhagen Business School - Department of Finance
Downloads 1,215 (12,620)
Citation 31

Abstract:

Corporate bonds, Liquidity, Liquidity risk, Subprime crisis

Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis

EFA 2009 Bergen Meetings Paper
Number of pages: 34 Posted: 10 Feb 2009
Jens Dick-Nielsen, Peter Feldhütter and David Lando
Copenhagen Business School - Department of Finance, London Business School and Copenhagen Business School - Department of Finance
Downloads 166 (151,115)
Citation 31

Abstract:

Corporate bonds, Yield spreads, Liquidity, Subprime Crisis, TRACE

2.

Decomposing Swap Spreads

EFA 2006 Zurich Meetings
Number of pages: 58 Posted: 22 Mar 2005
Peter Feldhütter and David Lando
London Business School and Copenhagen Business School - Department of Finance
Downloads 1,184 (12,804)
Citation 37

Abstract:

Swap spreads, corporate bond spreads, term structure of interest rates

3.

Risk Premia and Volatilities in a Nonlinear Term Structure Model

Review of Finance, Forthcoming
Number of pages: 74 Posted: 01 Apr 2013 Last Revised: 10 Sep 2016
London Business School, London Business School - Department of Finance and University of Pennsylvania - Finance Department
Downloads 623 (34,271)

Abstract:

Nonlinear Term Structure Models, Expected Excess Returns, Stochastic Volatility, Unspanned Risk Premia (URP), Unspanned Stochastic Volatility (USV)

4.

An Empirical Investigation of an Intensity-Based Model for Pricing CDO Tranches

Number of pages: 47 Posted: 08 May 2007 Last Revised: 09 May 2008
Peter Feldhütter
London Business School
Downloads 461 (48,448)
Citation 5

Abstract:

credit risk, CDO, hedging

5.

Can Affine Models Match the Moments in Bond Yields?

Number of pages: 65 Posted: 16 Jul 2006 Last Revised: 09 May 2008
Peter Feldhütter
London Business School
Downloads 228 (102,553)
Citation 3

Abstract:

Affine term structure, Market price of risk, Time-varying risk premium, Time-varying volatility

6.

The Value of Creditor Control in Corporate Bonds

Journal of Financial Economics (JFE), Volume 121, Issue 1, pp. 1-27, July 2016
Number of pages: 62 Posted: 07 Mar 2014 Last Revised: 01 Jun 2016
Peter Feldhütter, Edith S. Hotchkiss and Oğuzhan Karakaş
London Business School, Boston College - Carroll School of Management and Cambridge Judge Business School - Department of Finance & Accounting
Downloads 205 (47,452)

Abstract:

Creditor control, Credit default swap (CDS), Distress, Default, Bankruptcy, Covenant violation, Liquidity, Corporate bonds

7.

Keep it Simple: Dynamic Bond Portfolios Under Parameter Uncertainty

Number of pages: 44 Posted: 12 Mar 2012 Last Revised: 16 Nov 2012
London Business School, Copenhagen Business School, Copenhagen Business School and HEC Paris - Finance Department
Downloads 166 (119,457)
Citation 1

Abstract:

Suboptimal investments, parameter uncertainty, utility losses, bond portfolios, MCMC estimation

8.

The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures

Number of pages: 68 Posted: 03 Jun 2009 Last Revised: 16 Mar 2010
Peter Feldhütter
London Business School
Downloads 140 (164,815)
Citation 11

Abstract:

liquidity, corporate bonds, search frictions, selling pressure, over-the-counter

9.

The Credit Spread Puzzle - Myth or Reality?

Number of pages: 66 Posted: 05 Dec 2013 Last Revised: 01 Oct 2014
Peter Feldhütter and Stephen M. Schaefer
London Business School and London Business School - Institute of Finance and Accounting
Downloads 117 (93,032)
Citation 1

Abstract:

Credit spread puzzle, Merton model, Structural models, Corporate bond spreads, Realized default frequencies

10.

Leveraged Buyouts and Credit Spreads

Columbia Business School Research Paper No. 16-57
Number of pages: 52 Posted: 23 Aug 2016 Last Revised: 21 Feb 2017
Yael Eisenthal-Berkovitz, Peter Feldhütter and Vikrant Vig
Columbia University - Columbia Business School, London Business School and London Business School
Downloads 0 (220,135)

Abstract:

Credit Spreads, LBO risk, Structural Models, Leveraged Buyouts