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Lukas Schmid

Associate Professor of Finance
Ph.D., University of Lausanne

CEPR Research Fellow

 

Publications:

Levered Returns with Joao Gomes, Journal of Finance 65, 2010, Smith Breeden Award (First Prize) for best paper in the JF, 2010

"The Market Price of Fiscal Uncertainty" with Max Croce and Thien Nguyen, Journal of Monetary Economics 59, 2012

"Fiscal Policies and Asset Prices" with Max Croce, Howard Kung and Thien Nguyen, Review of Financial Studies 25 (9), 2012, Lead Article

"Investment-Based Corporate Bond Pricing" with Lars-Alexander Kuehn, Journal of Finance, December 2014, Napa 2012 Best Paper Award

"Innovation, Growth and Asset Prices" with Howard Kung, Journal of Finance, June 2015

"Sticky Leverage" with Joao Gomes and Urban Jermann, American Economic Review, December 2016

 

 

Working Papers:

"Equilibrium Asset Pricing with Leverage and Default" with Joao Gomes, Jacobs Levy Equity Management Center Research Prize, 2016

"Fiscal Policy and the Distribution of Consumption Risk" with Max Croce and Thien Nguyen

"A Macrofinance View of US Sovereign CDS Premiums" with Mikhail Chernov and Andres Schneider, Warga Best Fixed Income Paper Award SFS Cavalcade 2016

"Interest Rate Risk Management in Uncertain Times" with Lorenzo Bretscher and Andrea Vedolin

"Dynamic Corporate Liquidity" with Boris Nikolov and Roberto Steri

"Competition, Markups and Predictable Returns" with Alexandre Corhay and Howard Kung

"Testing Dynamic Agency Theory via Structural Estimation" with Boris Nikolov

"A Quantitative Dynamic Agency Model of Financing Constraints"

 

 

 

 

 

 

 

 

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