Lorenzo Bretscher
London Business School
H-index: 8
Europe-United Kingdom
Top articles of Lorenzo Bretscher
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Return predictability with endogenous growth | Journal of Financial Economics | Federico M Bandi Lorenzo Bretscher Andrea Tamoni | 2023/12/1 |
From local to global: Offshoring and asset prices | Management Science | Lorenzo Bretscher | 2023/3 |
Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds | Available at SSRN 4384653 | Lorenzo Bretscher Lukas Schmid Tiange Ye | 2023/2/10 |
The real response to uncertainty shocks: The risk premium channel | Management Science | Lorenzo Bretscher Alex Hsu Andrea Tamoni | 2023/1 |
State Fiscal Policy and Municipal Credit Risk Premia | Available at SSRN 4151915 | Lorenzo Bretscher Howard Kung Ashish Sahay | 2022/6/15 |
Institutional corporate bond pricing | Swiss Finance Institute Research Paper | Lorenzo Bretscher Lukas Schmid Ishita Sen Varun Sharma | 2022 |
Ricardian business cycles | Swiss Finance Institute Research Paper | Lorenzo Bretscher Jesús Fernández-Villaverde Simon Scheidegger | 2022/11/16 |
Return Heterogeneity in Retirement Accounts | Swedish House of Finance Research Paper | Lorenzo Bretscher Riccardo Sabbatucci Andrea Tamoni | 2021/12/12 |
Fiscal policy driven bond risk premia | Journal of Financial Economics | Lorenzo Bretscher Alex Hsu Andrea Tamoni | 2020/10/1 |
Marking to market corporate debt | Swiss Finance Institute Research Paper | Lorenzo Bretscher Peter Feldhütter Andrew Kane Lukas Schmid | 2020/9/17 |
Implementing stochastic volatility in DSGE models: a comment | Macroeconomic Dynamics | Lorenzo Bretscher Alex Hsu Andrea Tamoni | 2020/6 |
COVID-19 and the cross-section of equity returns: Impact and transmission | The Review of Asset Pricing Studies | Lorenzo Bretscher Alex Hsu Peter Simasek Andrea Tamoni | 2020/12 |
Investor Betas | Available at SSRN 3739424 | Lorenzo Bretscher Ryan Lewis Shrihari Santosh | 2020/11/1 |