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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
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
107*2020
Institutional corporate bond pricing
L Bretscher, L Schmid, I Sen, V Sharma
Swiss Finance Institute Research Paper, 2022
912022
Fiscal policy driven bond risk premia
L Bretscher, A Hsu, A Tamoni
Journal of Financial Economics 138 (1), 53-73, 2020
46*2020
Interest rate risk management in uncertain times
L Bretscher, L Schmid, A Vedolin
The Review of Financial Studies 31 (8), 3019-3060, 2018
43*2018
The real response to uncertainty shocks: The risk premium channel
L Bretscher, A Hsu, A Tamoni
Management Science 69 (1), 119-140, 2023
39*2023
Human capital and international portfolio diversification: A reappraisal
L Bretscher, C Julliard, C Rosa
Journal of International Economics 99, S78-S96, 2016
172016
From local to global: Offshoring and asset prices
L Bretscher
Management Science 69 (3), 1420-1448, 2023
152023
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
8*2020
Expectations and Aggreggate Risk
L Bretscher, A Malkhozov, A Tamoni
Journal of Monetary Economics, 2019
7*2019
Return predictability with endogenous growth
FM Bandi, L Bretscher, A Tamoni
Journal of Financial Economics 150 (3), 103724, 2023
5*2023
Ricardian business cycles
L Bretscher, J Fernández-Villaverde, S Scheidegger
Swiss Finance Institute Research Paper, 2022
42022
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
Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds
L Bretscher, L Schmid, T Ye
Available at SSRN 4384653, 2023
2023
State Fiscal Policy and Municipal Credit Risk Premia
L Bretscher, H Kung, A Sahay
Available at SSRN 4151915, 2022
2022
Return Heterogeneity in Retirement Accounts
L Bretscher, R Sabbatucci, A Tamoni
Swedish House of Finance Research Paper, 2021
2021
Finance Seminars Spring 2019
B Eraker, L Bretscher, M Egan, E Maug, M Puri
Fuqua School of Business, 2019
2019
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Articles 1–18