Valentin Haddad

Finance · 2020

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it
• Economics and Econometrics — 20 citations into it

Whom Valentin Haddad trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Darrell Duffie
2. Francis A. Longstaff
3. Arvind Krishnamurthy
4. Zhiguo He
5. Itay Goldstein

Who trusts Valentin Haddad overall

1. Antonio Falato

Papers from Valentin Haddad's perspective

Ordered by how strongly the researchers Valentin Haddad trusts endorse each paper. Same corpus, a different order for every researcher.

1. Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
2. The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
3. Market liquidity and funding liquidity
4. Equilibrium and welfare in markets with financially constrained arbitrageurs
5. The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
7. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
8. Limited Arbitrage in Equity Markets
9. Does Arbitrage Flatten Demand Curves for Stocks
10. Specification Analysis of Affine Term Structure Models

Their papers

• When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020) — 295 citations