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Lorenzo Bretscher
Lorenzo Bretscher
University of Lausanne, Swiss Finance Institute, CEPR
Verified email at unil.ch
Title
Cited by
Cited by
Year
Institutional corporate bond pricing
L Bretscher, L Schmid, I Sen, V Sharma
Swiss Finance Institute Research Paper, 2022
1272022
COVID-19 and the cross-section of equity returns: Impact and transmission
L Bretscher, A Hsu, P Simasek, A Tamoni
The Review of Asset Pricing Studies 10 (4), 705-741, 2020
124*2020
Fiscal policy driven bond risk premia
L Bretscher, A Hsu, A Tamoni
Journal of Financial Economics 138 (1), 53-73, 2020
60*2020
The real response to uncertainty shocks: The risk premium channel
L Bretscher, A Hsu, A Tamoni
Management Science 69 (1), 119-140, 2023
52*2023
Interest rate risk management in uncertain times
L Bretscher, L Schmid, A Vedolin
The Review of Financial Studies 31 (8), 3019-3060, 2018
49*2018
Human capital and international portfolio diversification: A reappraisal
L Bretscher, C Julliard, C Rosa
Journal of International Economics 99, S78-S96, 2016
212016
From local to global: Offshoring and asset prices
L Bretscher
Management Science 69 (3), 1420-1448, 2023
192023
Passive demand and active supply: Evidence from maturity-mandated corporate bond funds
L Bretscher, L Schmid, T Ye
SSRN, 2023
182023
Marking to market corporate debt
L Bretscher, P Feldhütter, A Kane, L Schmid
Swiss Finance Institute Research Paper, 2020
102020
Investor Betas
L Bretscher, R Lewis, S Santosh
Available at SSRN 3739424, 2020
9*2020
Ricardian business cycles
L Bretscher, J Fernández-Villaverde, S Scheidegger
Swiss Finance Institute Research Paper, 2022
82022
Expectations and Aggreggate Risk
L Bretscher, A Malkhozov, A Tamoni
Journal of Monetary Economics, 2019
8*2019
Return predictability with endogenous growth
FM Bandi, L Bretscher, A Tamoni
Journal of Financial Economics 150 (3), 103724, 2023
6*2023
Limits to Arbitrage and Mispricing in TIPS.
L Bretscher
SSRN, 2015
42015
Implementing stochastic volatility in DSGE models: a comment
L Bretscher, A Hsu, A Tamoni
Macroeconomic Dynamics 24 (4), 935-950, 2020
32020
State fiscal policy and municipal credit risk premia
L Bretscher, H Kung, A Sahay
Available at SSRN 4151915, 2022
22022
Corporate Debt Structure Around the World
A Aghaee, L Bretscher, S Rossi
Available at SSRN, 2024
2024
Distorted Beliefs and Asset Prices
L Bretscher, A Malkhozov, A Tamoni, H Yang
Available at SSRN 4947547, 2024
2024
A New Test for an Old Puzzle
L Bretscher, P Feldhütter, A Kane, L Schmid
Swiss Finance Institute Research Paper, 2023
2023
2022 Reviewers and Guest Editors
T Abdallah, A Aflaki, Y Alan, S Alizamir, U Ananthakrishnan, E Anderson, ...
Management Science 69 (3), 1931-1934, 2023
2023
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