Matthias Fleckenstein

Finance · 2011–2014

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Matthias Fleckenstein trusts overall

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

  1. Darrell Duffie
  2. Francis A. Longstaff
  3. Mark Grinblatt
  4. Arvind Krishnamurthy
  5. Lasse Heje Pedersen
  6. Markus K. Brunnermeier

Papers from Matthias Fleckenstein's perspective

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

  1. Market liquidity and funding liquidity
  2. How Sovereign is Sovereign Credit Risk
  3. Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
  4. Counterparty Credit Risk and the Credit Default Swap Market
  5. Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury Strips Program
  6. Specification Analysis of Affine Term Structure Models
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  9. Securities lending, shorting, and pricing
  10. Term premia and interest rate forecasts in affine models

Their papers