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Research

 

Lukas Schmid

Associate Professor of Finance
Ph.D. University of Lausanne

 

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, forthcoming

 

Working Papers

Equilibrium Credit Spreads and the Macroeconomy, with Joao Gomes

 

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

 

Testing Dynamic Agency Theory via Structural Estimation, with Boris Nikolov

 

Sticky Leverage, with Joao Gomes and Urban Jermann

 

Dynamic Corporate Liquidity, with Boris Nikolov and Roberto Steri

 

Markups, Competition and Asset Prices, with Alexandre Corhay and Howard Kung

 

A Macrofinance View of US Sovereign CDS Premiums, with Mikhail Chernov and Andres Schneider

 

A Quantitative Dynamic Agency Model of Financing Constraints

 

Global Entropy, with Max Croce and Thien Nguyen

 

 

Work in Progress

Assessing Agency Conflicts in Entrepreneurial Ventures, with Boris Nikolov

 

Sources of Macroeconomic Risk, with Howard Kung and Aytek Malkhozov

 

Solving Large Scale Dynamic Programming Models with Linear Programming, with Roberto Steri

 

 

 

 

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