Peter Feldhütter

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David LandoProfessor of Finance, Copenhagen Business SchoolVerified email at cbs.dk
Jens Dick-NielsenCopenhagen Business SchoolVerified email at cbs.dk
Stephen SchaeferLondon Business SchoolVerified email at london.edu
Edith HotchkissBoston CollegeVerified email at bc.edu
Oğuzhan KarakaşCambridge Judge Business SchoolVerified email at jbs.cam.ac.uk
Vikrant VigProfessor of Finance, Kellogg School of Management, Northwestern UniversityVerified email at kellogg.northwestern.edu
Philipp Karl ILLEDITSCHMays Business School, Texas A&M UniversityVerified email at mays.tamu.edu
Christian Heyerdahl-LarsenBI Norwegian Business SchoolVerified email at bi.no
Claus MunkCopenhagen Business SchoolVerified email at cbs.dk
Anders B. TrolleCopenhagen Business SchoolVerified email at cbs.dk
Linda LarsenAssociate Professor in Finance, Copenhagen Business SchoolVerified email at cbs.dk
Lasse Heje PedersenCopenhagen Business School, NYU, AQR, and CEPRVerified email at cbs.dk
Lorenzo BretscherUniversity of Lausanne, Swiss Finance Institute, CEPRVerified email at unil.ch
Lukas SchmidUSC Marshall School of BusinessVerified email at marshall.usc.edu
Andrew KaneFuqua School of BusinessVerified email at duke.edu

Peter Feldhütter

Professor of Finance

Verified email at feldhutter.com - Homepage

Empirical asset pricing fixed income credit risk liquidity risk


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
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	1088	2012
The same bond at different prices: identifying search frictions and selling pressures P Feldhütter Review of Financial Studies 25, 1155-1206, 2012	459	2012
Decomposing swap spreads P Feldhütter, D Lando Journal of Financial Economics 88 (2), 375-405, 2008	363	2008
The myth of the credit spread puzzle P Feldhütter, S Schaefer Review of Financial Studies 31 (8), 2897-2942, 2018	166*	2018
The value of creditor control in corporate bonds P Feldhütter, E Hotchkiss, O Karakaş Journal of Financial Economics 121, 1-27, 2016	104*	2016
Systematic and idiosyncratic default risk in synthetic credit markets P Feldhütter, MS Nielsen Journal of Financial Econometrics 10, 292-324, 2012	76*	2012
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	44*	2018
Leveraged buyouts and bond credit spreads P Feldhütter, Y Eisenthal-Berkovitz, V Vig Journal of Financial Economics 135 (3), 577-601, 2020	28*	2020
Can affine models match the moments in bond yields? P Feldhütter Quarterly Journal of Finance 6 (2), 2016	26*	2016
What determines bid-ask spreads in over-the-counter markets? P Feldhütter, TK Poulsen Available at SSRN 3286557, 2018	20	2018
Keep it simple: dynamic bond portfolios under parameter uncertainty P Feldhütter, LS Larsen, C Munk, AB Trolle	18	2012
Marking to market corporate debt L Bretscher, P Feldhütter, A Kane, L Schmid Swiss Finance Institute Research Paper, 2020	10	2020
Debt dynamics and credit risk P Feldhütter, SM Schaefer Journal of Financial Economics 149 (3), 497-535, 2023	7	2023
Corporate Bond Factors: Replication Failures and a New Framework J Dick-Nielsen, P Feldhütter, LH Pedersen, C Stolborg https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4586652, 2023	6	2023
Is Capital Structure Irrelevant with ESG Investors? P Feldhütter, LH Pedersen https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4227547, 2022	6	2022
Rig på viden E98: Bankobligationer med Peter Feldhütter P Feldhütter, A Thormann		2023
Pricing of sustainability-linked bonds P Feldhütter, A Krebbers, K Halskov https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4558861, 2023		2023
The Financial Premium J Dick-Nielsen, P Feldhütter, D Lando Available at SSRN 4310758, 2022		2022

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