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 | 116* | 2020 |
Institutional corporate bond pricing L Bretscher, L Schmid, I Sen, V Sharma Swiss Finance Institute Research Paper, 2022 | 114 | 2022 |
Fiscal policy driven bond risk premia L Bretscher, A Hsu, A Tamoni Journal of Financial Economics 138 (1), 53-73, 2020 | 51* | 2020 |
Interest rate risk management in uncertain times L Bretscher, L Schmid, A Vedolin The Review of Financial Studies 31 (8), 3019-3060, 2018 | 44* | 2018 |
The real response to uncertainty shocks: The risk premium channel L Bretscher, A Hsu, A Tamoni Management Science 69 (1), 119-140, 2023 | 43* | 2023 |
Human capital and international portfolio diversification: A reappraisal L Bretscher, C Julliard, C Rosa Journal of International Economics 99, S78-S96, 2016 | 19 | 2016 |
From local to global: Offshoring and asset prices L Bretscher Management Science 69 (3), 1420-1448, 2023 | 17 | 2023 |
Marking to market corporate debt L Bretscher, P Feldhütter, A Kane, L Schmid Swiss Finance Institute Research Paper, 2020 | 10 | 2020 |
Investor Betas L Bretscher, R Lewis, S Santosh Available at SSRN 3739424, 2020 | 8* | 2020 |
Ricardian business cycles L Bretscher, J Fernández-Villaverde, S Scheidegger Swiss Finance Institute Research Paper, 2022 | 7 | 2022 |
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 |
Passive demand and active supply: Evidence from maturity-mandated corporate bond funds L Bretscher, L Schmid, T Ye SSRN, 2023 | 5 | 2023 |
Limits to Arbitrage and Mispricing in TIPS. L Bretscher SSRN, 2015 | 4 | 2015 |
Implementing stochastic volatility in DSGE models: a comment L Bretscher, A Hsu, A Tamoni Macroeconomic Dynamics 24 (4), 935-950, 2020 | 3 | 2020 |
State Fiscal Policy and Municipal Credit Risk Premia L Bretscher, H Kung, A Sahay Available at SSRN 4151915, 2022 | 2 | 2022 |
Distorted Beliefs and Asset Prices L Bretscher, A Malkhozov, A Tamoni, H Yang | | 2024 |
A New Test for an Old Puzzle L Bretscher, P Feldhütter, A Kane, L Schmid Available at SSRN, 2023 | | 2023 |
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 |