Martin Oehmke

London School of Economics & Political Science (LSE) - Department of Finance

United Kingdom

Columbia Business School - Finance and Economics

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

12

DOWNLOADS
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SSRN RANKINGS

Top 10,597

in Total Papers Downloads

3,664

CITATIONS
Rank 4,777

SSRN RANKINGS

Top 4,777

in Total Papers Citations

110

Scholarly Papers (12)

1.
Downloads 1,149 ( 14,099)
Citation 7

Bubbles, Financial Crises, and Systemic Risk

Handbook of the Economics of Finance, Volume 2, George M. Constantinides, Milton Harris and Rene M. Stulz, eds., North Holland, October 2012, Economic Theory Center Working Paper No. 47-2012
Number of pages: 90 Posted: 11 Jul 2012 Last Revised: 21 Dec 2012
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 815 (23,210)
Citation 7

Abstract:

Bubbles, Crashes, Financial Crises, Systemic Risk

Bubbles, Financial Crises, and Systemic Risk

Handbook of the Economics of Finance, Volume 2, George M. Constantinides, Milton Harris & Rene M. Stulz, eds., North Holland, December 2012, Economic Theory Center Working Paper No. 47-2012
Number of pages: 89 Posted: 14 Oct 2012 Last Revised: 10 Dec 2012
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 318 (77,859)
Citation 7

Abstract:

Bubbles, Crashes, Financial Crises, Systemic Risk

Bubbles, Financial Crises, and Systemic Risk

NBER Working Paper No. w18398
Number of pages: 90 Posted: 15 Sep 2012
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 16 (487,995)
Citation 7

Abstract:

2.
Downloads 772 ( 25,505)
Citation 32

Credit Default Swaps and the Empty Creditor Problem

Review of Financial Studies (2011), 24(8): 2617-2655
Number of pages: 59 Posted: 13 Mar 2010 Last Revised: 10 Dec 2015
Patrick Bolton and Martin Oehmke
Columbia Business School - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 735 (26,864)
Citation 32

Abstract:

Credit Default Swaps and the Empty Creditor Problem

NBER Working Paper No. w15999
Number of pages: 46 Posted: 04 Jun 2010 Last Revised: 20 Sep 2010
Patrick Bolton and Martin Oehmke
Columbia Business School - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 37 (381,323)
Citation 32

Abstract:

3.
Downloads 312 ( 80,078)
Citation 6

Should Derivatives Be Privileged in Bankruptcy?

Journal of Finance (2015), 70(6), 2352-2394
Number of pages: 58 Posted: 16 Mar 2012 Last Revised: 10 Dec 2015
Patrick Bolton and Martin Oehmke
Columbia Business School - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 288 (87,230)
Citation 6

Abstract:

Derivatives, Swaps, Automatic Stay, Chapter 11, QFCs, Safe Harbors

Should Derivatives Be Privileged in Bankruptcy?

NBER Working Paper No. w17599
Number of pages: 57 Posted: 21 Nov 2011
Patrick Bolton and Martin Oehmke
Columbia Business School - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 24 (441,730)
Citation 6

Abstract:

4.

The Anatomy of the CDS Market

Review of Financial Studies, Forthcoming
Number of pages: 60 Posted: 16 Mar 2012 Last Revised: 26 Oct 2016
Martin Oehmke and Adam Zawadowski
London School of Economics & Political Science (LSE) - Department of Finance and Boston University - Department of Finance & Economics
Downloads 242 (44,086)
Citation 9

Abstract:

credit default swaps, CDS positions, hedging, speculation, DTCC data, bond liquidity

5.
Downloads 194 (131,036)
Citation 4

Predatory Short Selling

Review of Finance (2014), 18(6): 2153-2195, Columbia Business School Research Paper No. 13-29
Number of pages: 34 Posted: 10 Apr 2013 Last Revised: 10 Dec 2015
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 184 (137,589)
Citation 3

Abstract:

short selling, predatory trading, financial institutions, leverage constraints

Predatory Short Selling

NBER Working Paper No. w19514
Number of pages: 52 Posted: 11 Oct 2013
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 10 (522,711)
Citation 4

Abstract:

6.

Gradual Arbitrage

Number of pages: 35 Posted: 23 Mar 2009 Last Revised: 14 Aug 2011
Martin Oehmke
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 156 (139,845)
Citation 9

Abstract:

Illiquidity, Limits to Arbitrage, Strategic Trading, Strategic Arbitrage, Imperfect Competition

7.

Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets

Review of Financial Studies, 2015, 28(12):3303-3337, Columbia Business School Research Paper No. 13-85
Number of pages: 56 Posted: 20 Nov 2013 Last Revised: 07 Nov 2015
Martin Oehmke and Adam Zawadowski
London School of Economics & Political Science (LSE) - Department of Finance and Boston University - Department of Finance & Economics
Downloads 125 (147,121)
Citation 2

Abstract:

Credit Default Swaps, Bonds, Trading Costs, Liquidity , Bond yield, CDS-bond basis, Non-redundant derivatives

8.

Strategic Conduct in Credit Derivative Markets

International Journal of Industrial Organization (2013), 31(5): 652-658
Number of pages: 23 Posted: 30 Jan 2013 Last Revised: 10 Dec 2015
Patrick Bolton and Martin Oehmke
Columbia Business School - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 117 (185,024)
Citation 1

Abstract:

Credit Default Swaps, Counterparty Risk, Naked CDS, Empty Creditors, CDS Auctions, Derivatives in Bankruptcy

9.
Downloads 61 (301,054)
Citation 2

Maturity Rationing and Collective Short-Termism

Journal of Financial Economics, 2015, 118(3), 553-570
Number of pages: 50 Posted: 20 Mar 2012 Last Revised: 10 Dec 2015
Konstantin Milbradt and Martin Oehmke
Northwestern University - Kellogg School of Management - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 58 (313,024)
Citation 2

Abstract:

short-termism, asset maturity, credit rationing, asymmetric information, cross-firm externality

Maturity Rationing and Collective Short-Termism

NBER Working Paper No. w19946
Number of pages: 51 Posted: 03 Mar 2014
Konstantin Milbradt and Martin Oehmke
Northwestern University - Kellogg School of Management - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 3 (560,249)
Citation 2

Abstract:

10.

Liquidating Illiquid Collateral

Journal of Economic Theory (2014), 149: 183-210
Number of pages: 40 Posted: 11 Dec 2012 Last Revised: 10 Dec 2015
Martin Oehmke
London School of Economics & Political Science (LSE) - Department of Finance
Downloads 34 (334,171)
Citation 6

Abstract:

Collateral, Liquidation, Repo Market, Illiquidity, Fire Sales, Creditor Structure, Counterparty Risk Management

11.

The Maturity Rat Race

NBER Working Paper No. w16607
Number of pages: 38 Posted: 18 Dec 2010
Markus K. Brunnermeier and Martin Oehmke
Princeton University - Department of Economics and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 15 (444,167)
Citation 32

Abstract:

12.

A Theory of Multi-Period Debt Structure

Columbia Business School Research Paper No. 17-22
Number of pages: 59 Posted: 09 Feb 2017 Last Revised: 31 Aug 2017
Chong Huang, Martin Oehmke and Hongda Zhong
University of California, Irvine - Paul Merage School of Business, London School of Economics & Political Science (LSE) - Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 0 (208,606)

Abstract:

Debt Structure, Debt Maturity, Corporate Debt Maturity Profiles, Unverifiable Cash Flows, Rollover Risk