Faculty profiles
Peter Feldhutter
BS MS (Copenhagen) PhD (Copenhagen Business School)
Assistant Professor of Finance
- Subject area:
- Finance
- Personal site:
- Personal web page
Publications
‘Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis’ (with J Dick-Nielsen and D Lando), Journal of Financial Economics (2012). ‘The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures’, Review of Financial Studies (2012). ‘Decomposing Swap Spreads’ (with D Lando), Journal of Financial Economics (2008).
Research interest
Asset Pricing, Credit Risk, Fixed Income, Liquidity Risk
Formerly
Assistant Professor, Copenhagen Business School.