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Peter Feldhütter

Observed names: Feldhütter, Peter, P. Feldhutter, PETER FELDHÜTTER, Peter Feldhutter, Peter Feldhütter B
ORCID: 0000-0002-0025-6159
Observed ORCID: 0000-0002-0025-6159
OpenAlex ID: A5038004592
Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
2011 · Jens Dick-Nielsen, Peter Feldhütter, et al. · Journal of Financial Economics · 826
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The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
2010 · Peter Feldhütter · Review of Financial Studies · 379
Decomposing swap spreads
2008 · Peter Feldhütter, David Lando · Journal of Financial Economics · 264
The Myth of the Credit Spread Puzzle
2018 · Peter Feldhütter, Stephen M. Schaefer · Review of Financial Studies · 107
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The value of creditor control in corporate bonds
2016 · Peter Feldhütter, Edith Hotchkiss, et al. · Journal of Financial Economics · 75
Pricing of sustainability-linked bonds
2024 · Peter Feldhütter, Kristoffer Halskov, et al. · Journal of Financial Economics · 56
Leveraged Buyouts and Credit Spreads
2016 · Yael Eisenthal-Berkovitz, Peter Feldhütter, et al. · Journal of Financial Economics · 36
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Risk Premia and Volatilities in a Nonlinear Term Structure Model
2016 · Peter Feldhütter, Christian Heyerdahl-Larsen, et al. · European Finance Review · 31
Systematic and Idiosyncratic Default Risk in Synthetic Credit Markets
2012 · P. Feldhutter, M. S. Nielsen · Journal of Financial Econometrics · 29
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Is Capital Structure Irrelevant with ESG Investors?
2024 · Peter Feldhütter, Lasse Heje Pedersen · Review of Financial Studies · 28
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An Empirical Investigation of an Intensity-Based Model for Pricing CDO Tranches
2008 · Peter Feldhütter · SSRN Electronic Journal · 28
Corporate Bond Factors: Replication Failures and a New Framework
2023 · Jens Dick-Nielsen, Peter Feldhütter, et al. · SSRN Electronic Journal · 20
Debt dynamics and credit risk
2023 · Peter Feldhütter, Stephen Schaefer · Journal of Financial Economics · 18
Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis
2009 · Jens Dick-Nielsen, Peter Feldhütter, et al. · SSRN Electronic Journal · 18
Can Affine Models Match the Moments in Bond Yields?
2008 · Peter Feldhütter · Quarterly Journal of Finance · 17
Marking to Market Corporate Debt
2020 · Lorenzo Bretscher, Peter Feldhütter, et al. · SSRN Electronic Journal · 13
What Determines Bid-Ask Spreads in Over-the-Counter Markets?
2018 · Peter Feldhütter, Thomas K. Poulsen · SSRN Electronic Journal · 11
Keep it Simple: Dynamic Bond Portfolios Under Parameter Uncertainty
2012 · Peter Feldhütter, Linda Sandris Larsen, et al. · SSRN Electronic Journal · 10
The Impact of Creditor Control on Corporate Bond Pricing and Liquidity
2014 · Peter Feldhütter, Edith Hotchkiss · 7
Short-Term Corporate Bond Yield Spreads
2012 · Peter Feldhütter · SSRN Electronic Journal · 4
The Same Bond at Different Prices: Identifying Search Frictions and Demand Pressures
2009 · Peter Feldhütter · SSRN Electronic Journal · 3
Jumps in Interest Rates and Pricing of Jump Risk - Evidence from the Eurodollar Market
2008 · Anders B. Trolle, Peter Feldhütter, et al. · SSRN Electronic Journal · 3
Jumps in Interest Rates and Pricing of Jump Risk -- Evidence from the Eurodollar Market
2009 · Peter Feldhütter, Anders B. Trolle, et al. · SSRN Electronic Journal · 2
Jumps in Interest Rates and Pricing of Jump Risk - Evidence from the Eurodollar Market
2008 · Peter Feldhütter, Anders B. Trolle, et al. · SSRN Electronic Journal · 1
Identifying Benchmark Demand in Corporate Bond Markets
2026 · Peter Feldhütter, Thomas K. Poulsen, et al. · SSRN Electronic Journal
Works count: 43
Citation count: 1,986
H-index: 15
I10-index: 18
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