Lukas Schmid

Duke University - The Fuqua School of Business

Durham, NC 27708-0120

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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8,265

CITATIONS
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SSRN RANKINGS

Top 6,338

in Total Papers Citations

78

Scholarly Papers (17)

1.

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 975 (12,522)
Citation 3

Abstract:

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

2.

Innovation, Growth, and Asset Prices

AFA 2012 Chicago Meetings Paper
Number of pages: 50 Posted: 21 Mar 2011 Last Revised: 12 Jun 2014
Howard Kung and Lukas Schmid
London Business School and Duke University - The Fuqua School of Business
Downloads 944 (13,747)
Citation 11

Abstract:

Endogenous growth, asset pricing, innovation, R&D, productivity, recursive preferences

3.

Fiscal Policies and Asset Prices

Review of Financial Studies, 2012
Number of pages: 47 Posted: 15 Jun 2011 Last Revised: 10 Mar 2017
University of North Carolina Kenan-Flagler Business School, London Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 908 (15,334)
Citation 4

Abstract:

cost of equity, corporate tax uncertainty, tax smoothing

4.
Downloads 896 ( 19,605)
Citation 10

Equilibrium Credit Spreads and the Macroeconomy

AFA 2010 Atlanta Meetings Paper
Number of pages: 46 Posted: 18 Mar 2009 Last Revised: 15 Jun 2011
Joao F. Gomes and Lukas Schmid
The Wharton School and Duke University - The Fuqua School of Business
Downloads 524 (40,697)
Citation 10

Abstract:

Credit Spreads, Capital Structure, Equity Premium, Predictability, General Equilibrium

Equilibrium Credit Spreads and the Macroeconomy

Number of pages: 33 Posted: 18 Feb 2009
Joao F. Gomes and Lukas Schmid
The Wharton School and Duke University - The Fuqua School of Business
Downloads 198 (123,667)
Citation 10

Abstract:

Credit Spreads, Capital Structure, Equity Premium, Preictability, General Equilibrium

Equilibrium Credit Spreads and the Macroeconomy

The Wharton School Research Paper No. 42
Number of pages: 46 Posted: 06 Jun 2012
Joao F. Gomes and Lukas Schmid
The Wharton School and Duke University - The Fuqua School of Business
Downloads 174 (139,583)
Citation 10

Abstract:

5.

Testing Dynamic Agency Theory via Structural Estimation

Simon School Working Paper No. FR 12-06, AFA 2013 San Diego Meetings Paper
Number of pages: 42 Posted: 15 Mar 2012
Boris Nikolov and Lukas Schmid
University of Lausanne and Duke University - The Fuqua School of Business
Downloads 660 (23,260)
Citation 1

Abstract:

Dynamic agency, q-theory, dynamic contracting, managerial compensation, structural estimation, capital structure

6.

Fiscal Policy and the Distribution of Consumption Risk

Number of pages: 49 Posted: 29 Jun 2011 Last Revised: 18 Oct 2013
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 623 (27,433)
Citation 5

Abstract:

Fiscal Policy, Endogenous Growth, Recursive Preferences, Welfare Costs

7.

The Market Price of Fiscal Uncertainty

Carnegie-Rochester Conference Series on Public Policy, JME 2012
Number of pages: 41 Posted: 01 Nov 2011 Last Revised: 10 Mar 2017
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 507 (33,998)
Citation 2

Abstract:

Robustness, Endogenous Growth, Asset Prices

8.

A Quantitative Dynamic Agency Model of Financing Constraints

Number of pages: 46 Posted: 25 Jul 2009
Lukas Schmid
Duke University - The Fuqua School of Business
Downloads 365 (58,420)
Citation 4

Abstract:

Dynamic Agency, Limited Enforcement, Financing Constraints, Capital Structure, Investment, Cross-Section of Stock Returns

9.

Levered Returns

Number of pages: 45 Posted: 02 Mar 2007
Joao F. Gomes and Lukas Schmid
The Wharton School and Duke University - The Fuqua School of Business
Downloads 339 (64,763)
Citation 39

Abstract:

Cross-section of Returns, Growth Options, Financing, Leverage, Capital Structure

10.

Competition, Markups and Predictable Returns

Number of pages: 59 Posted: 18 Jan 2015 Last Revised: 16 Apr 2015
Alexandre Corhay, Howard Kung and Lukas Schmid
University of Toronto - Rotman School of Management, London Business School and Duke University - The Fuqua School of Business
Downloads 122 (95,378)

Abstract:

Imperfect competition, markups, entry and exit, productivity, business cycle propagation, asset pricing, predictability, recursive preferences

11.

Sticky Leverage

The Wharton School Research Paper No. 52
Number of pages: 44 Posted: 29 May 2013 Last Revised: 11 May 2016
Joao F. Gomes, Urban J. Jermann and Lukas Schmid
The Wharton School, University of Pennsylvania - Finance Department and Duke University - The Fuqua School of Business
Downloads 88 (134,090)

Abstract:

Debt deflation, debt overhang, monetary non-neutrality

12.

Global Entropy

Number of pages: 53 Posted: 16 Feb 2014 Last Revised: 11 Sep 2015
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 9 (311,074)

Abstract:

Global Growth, Entropy, Contagion

13.

A Tax Plan for Endogenous Innovation

Number of pages: 44 Posted: 14 Apr 2017
University of North Carolina Kenan-Flagler Business School, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Duke University - The Fuqua School of Business
Downloads 0 (454,977)

Abstract:

Innovation, endogenous growth, government debt, labor tax, subsidy, profit tax

14.

A Macrofinance View of U.S. Sovereign CDS Premiums

CEPR Discussion Paper No. DP11576
Number of pages: 39 Posted: 24 Oct 2016
UCLA Anderson, Duke University - The Fuqua School of Business and University of California, Los Angeles (UCLA) - Department of Economics
Downloads 0 (544,104)
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Abstract:

credit default swaps, recursive preferences, sovereign default

15.

Government Debt and the Returns to Innovation

Fisher College of Business Working Paper No. 2016-03-10, Charles A. Dice Center Working Paper No. 2016-10
Number of pages: 66 Posted: 24 May 2016 Last Revised: 23 Nov 2016
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Duke University - The Fuqua School of Business
Downloads 0 (115,046)

Abstract:

Government Debt, Fiscal Uncertainty, Cross Section of Stock Returns, Predictability, R&D, Growth

16.

Interest Rate Risk Management in Uncertain Times

Number of pages: 49 Posted: 18 Jan 2016 Last Revised: 12 Dec 2016
Lorenzo Bretscher, Lukas Schmid and Andrea Vedolin
London School of Economics & Political Science (LSE), Duke University - The Fuqua School of Business and London School of Economics and Political Science
Downloads 0 (75,183)

Abstract:

interest rate uncertainty, volatility, risk management, interest rate swaps, financial frictions, corporate investment, leverage, credit risk

17.

Dynamic Corporate Liquidity

Number of pages: 58 Posted: 13 Mar 2013 Last Revised: 20 Oct 2016
Boris Nikolov, Lukas Schmid and Roberto Steri
University of Lausanne, Duke University - The Fuqua School of Business and University of Lausanne
Downloads 0 (290,630)

Abstract:

Corporate liquidity, cash, credit lines, debt capacity, leverage, corporate investment, hedging