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Peter Feldhütter

    • Denmark

    20072018
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    Research Output 2007 2018

    • 3 Journal article
    • 1 Ph.D. thesis
    153 Downloads (Pure)

    Risk Premia and Volatilities in a Nonlinear Term Structure Model

    Feldhütter, P., Heyerdahl-Larsen, C. & Illeditsch, P., Feb 2018, In : Review of Finance. 22, 1, p. 337–380 44 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Open Access
    File
    58 Downloads (Pure)

    The Myth of the Credit Spread Puzzle

    Feldhütter, P. & Schaefer, S. M., Aug 2018, In : Review of Financial Studies. 31, 8, p. 2897-2942 46 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Open Access
    File

    Decomposing swap spreads

    Feldhütter, P. & Lando, D., 2008, In : Journal of Financial Economics. 88, 2, p. 375-405 31 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Empirical Studies of Bond and Credit Markets

    Feldhütter, P., 2007, Frederiksberg: Samfundslitteratur. 169 p. (PhD series; No. 17.2007).

    Research output: Book/ReportPh.D. thesis