Peter Feldhutter
Peter Feldhutter
Professor of Finance
Verified email at - Homepage
TitleCited byYear
Corporate bond liquidity before and after the onset of the subprime crisis
J Dick-Nielsen, P Feldhütter, D Lando
Journal of Financial Economics 103, 471-492, 2012
Decomposing swap spreads
P Feldhütter, D Lando
Journal of Financial Economics 88 (2), 375-405, 2008
The same bond at different prices: identifying search frictions and selling pressures
P Feldhütter
Review of Financial Studies 25, 1155-1206, 2012
The myth of the credit spread puzzle
P Feldhütter, S Schaefer
Review of Financial Studies 31 (8), 2897-2942, 2018
Systematic and idiosyncratic default risk in synthetic credit markets
P Feldhütter, MS Nielsen
Journal of Financial Econometrics 10, 292-324, 2012
The value of creditor control in corporate bonds
P Feldhütter, E Hotchkiss, O Karakaş
Journal of Financial Economics 121, 1-27, 2016
Can affine models match the moments in bond yields?
P Feldhütter
Quarterly Journal of Finance 6 (2), 2016
Risk premia and volatilities in a nonlinear term structure model
P Feldhütter, C Heyerdahl-Larsen, P Illeditsch
Review of Finance 22 (1), 337–380, 2018
Keep it simple: dynamic bond portfolios under parameter uncertainty
P Feldhütter, LS Larsen, C Munk, AB Trolle
Leveraged buyouts and bond credit spreads
Y Eisenthal-Berkovitz, P Feldhütter, V Vig
Journal of Financial Economics, forthcoming, 2018
What Determines Bid-Ask Spreads in Over-the-Counter Markets?
P Feldhütter, TK Poulsen
Available at SSRN, 2018
Debt dynamics and credit risk
P Feldhütter, SM Schaefer
Available at SSRN 3410079, 2019
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