pffi

Department of Finance

Peter
Feldhütter
Professor


Room: SOL/A4.02
Tel:
+4538153753
E-mail: pf.fi@cbs.dk
Link to this homepage
www.cbs.dk/en/staff/pffi
Publications sorted by:
2018
Peter Feldhütter; Christian Heyerdahl-Larsen; Philipp Illeditsch / Risk Premia and Volatilities in a Nonlinear Term Structure Model
In: Review of Finance (Print), Vol. 22, No. 1, 2018, p. 337–380
Journal article > peer review
Peter Feldhütter; Stephen M. Schaefer / The Myth of the Credit Spread Puzzle
In: Review of Financial Studies, Vol. 31, No. 8, 2018, p. 2897-2942
Journal article > peer review
2008
Peter Feldhütter; David Lando / Decomposing swap spreads
In: Journal of Financial Economics, Vol. 88, No. 2, 2008, p. 375-405
Journal article > peer review
2007
Peter Feldhütter / Empirical Studies of Bond and Credit Markets
Frederiksberg : Samfundslitteratur 2007, 169 p. (PhD Series, No. 17.2007)
Ph.D. thesis