Lars-Alexander Kuehn

Carnegie Mellon University - David A. Tepper School of Business

5000 Forbes Avenue

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 7,519

SSRN RANKINGS

Top 7,519

in Total Papers Downloads

7,868

SSRN CITATIONS
Rank 3,032

SSRN RANKINGS

Top 3,032

in Total Papers Citations

239

CROSSREF CITATIONS

203

Scholarly Papers (10)

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

The Review of Financial Studies, Forthcoming
Number of pages: 56 Posted: 30 Sep 2007 Last Revised: 03 Mar 2009
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business
Downloads 1,710 (12,701)
Citation 28

Abstract:

Loading...

Equity premium, corporate bond credit spread, predictability, macroeconomic conditions, jumps, capital structure, default

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

Number of pages: 78 Posted: 05 Apr 2018
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business
Downloads 1 (839,074)
Citation 22
  • Add to Cart

Abstract:

Loading...

Capital Structure, corporate bond credit spread, default, Equity premium, jumps, macroeconomic conditions, predictability

The Levered Equity Risk Premium and Credit Spreads: A Unified Framework

The Review of Financial Studies, Vol. 23, Issue 2, pp. 645-703, 2009
Posted: 01 Feb 2010
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business

Abstract:

Loading...

2.

Investment-Based Corporate Bond Pricing

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 20 Sep 2011 Last Revised: 10 Jun 2014
Lars-Alexander Kuehn and Lukas Schmid
Carnegie Mellon University - David A. Tepper School of Business and University of Southern California - Marshall School of Business
Downloads 1,350 (18,650)
Citation 26

Abstract:

Loading...

Real investment, dynamic capital structure, default risk, credit spreads, recursive preferences, macroeconomic risk

3.

The Aggregate Dynamics of Capital Structure and Macroeconomic Risk

Number of pages: 58 Posted: 10 Sep 2008 Last Revised: 06 Nov 2009
Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya A. Strebulaev
Imperial College Business School, Carnegie Mellon University - David A. Tepper School of Business and Stanford University - Graduate School of Business
Downloads 1,119 (24,623)
Citation 49

Abstract:

Loading...

Dynamic capital structure, leverage, aggregate dynamics, cross-sectional behavior, default probability, financial constraints, macroeconomic risk, risk aversion, elasticity of intertemporal substitution

4.

Consumption Volatility Risk

Journal of Finance, Forthcoming
Number of pages: 40 Posted: 11 Feb 2009 Last Revised: 18 Oct 2012
Oliver Boguth and Lars-Alexander Kuehn
Arizona State University (ASU) - Finance Department and Carnegie Mellon University - David A. Tepper School of Business
Downloads 873 (35,050)
Citation 45

Abstract:

Loading...

Asset pricing, consumption volatility, cross section of returns, cash flow risk, recursive preferences.

5.

A Labor Capital Asset Pricing Model

Journal of Finance, Forthcoming
Number of pages: 61 Posted: 01 Sep 2012 Last Revised: 14 Feb 2017
Lars-Alexander Kuehn, Mikhail Simutin and Jessie Jiaxu Wang
Carnegie Mellon University - David A. Tepper School of Business, University of Toronto - Rotman School of Management and Arizona State University (ASU) - W.P. Carey School of Business
Downloads 865 (35,530)
Citation 5

Abstract:

Loading...

Cross-sectional asset pricing, labor search frictions, matching efficiency

6.
Downloads 750 ( 43,176)
Citation 23

Endogenous Disasters

Charles A. Dice Center Working Paper No. 2012-1, Fisher College of Business Working Paper No. 2012-03-001, American Economic Review, Forthcoming
Number of pages: 69 Posted: 04 Jan 2012 Last Revised: 09 Jan 2018
Nicolas Petrosky-Nadeau, Lu Zhang and Lars-Alexander Kuehn
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 617 (55,203)
Citation 21

Abstract:

Loading...

Keywords: Search and matching frictions, the Great Depression, general equilibrium, unemployment, home production, capital accumulation, the equity premium

Endogenous Disasters

American Economic Review, Forthcoming
Number of pages: 68 Posted: 15 Jan 2018 Last Revised: 18 Jan 2018
Nicolas Petrosky-Nadeau, Lu Zhang and Lars-Alexander Kuehn
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Ohio State University - Fisher College of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 110 (315,301)
Citation 1

Abstract:

Loading...

Search and Matching Frictions, The Great Depression, General Equilibrium, Unemployment, Home Production, Capital Accumulation, The Equity Premium

An Equilibrium Asset Pricing Model with Labor Market Search

Number of pages: 47 Posted: 14 Jan 2012
Lars-Alexander Kuehn, Nicolas Petrosky-Nadeau and Lu Zhang
Carnegie Mellon University - David A. Tepper School of Business, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Ohio State University - Fisher College of Business
Downloads 23 (648,870)

Abstract:

Loading...

7.

Disentangling Investment Returns and Stock Returns: The Importance of Time-to-Build

EFA 2007 Ljubljana Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 43 Posted: 07 Mar 2007 Last Revised: 21 Oct 2009
Lars-Alexander Kuehn
Carnegie Mellon University - David A. Tepper School of Business
Downloads 562 (62,843)
Citation 6

Abstract:

Loading...

Real investments, time-to-build, excess returns, investment returns

8.

Monetary Policy and Corporate Default

Journal of Monetary Economics, 58 (5), 480-494, July 2011
Number of pages: 39 Posted: 02 Feb 2011 Last Revised: 07 May 2013
Harjoat Singh Bhamra, Adlai J. Fisher and Lars-Alexander Kuehn
Imperial College Business School, University of British Columbia (UBC) - Sauder School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 433 (86,397)
Citation 4

Abstract:

Loading...

Monetary policy, interest rate rule, corporate default, capital structure, leverage, credit spreads

9.

Persistent Crises and Levered Asset Prices

Number of pages: 45 Posted: 09 Jan 2021 Last Revised: 10 Sep 2021
Lars-Alexander Kuehn, David Schreindorfer and Florian Schulz
Carnegie Mellon University - David A. Tepper School of Business, Arizona State University and University of Washington
Downloads 153 (244,330)
Citation 1

Abstract:

Loading...

Disasters, Epstein-Zin preferences, SMM, credit risk, option pricing

10.

Learning about the Consumption Risk Exposure of Firms

Number of pages: 55 Posted: 04 Aug 2021
Yongjin Kim, Lars-Alexander Kuehn and Kai Li
City University of Hong Kong, Carnegie Mellon University - David A. Tepper School of Business and Peking University HSBC Business School
Downloads 52 (481,953)

Abstract:

Loading...

Parameter uncertainty, Bayesian learning, Systematic consumption risk, Investment-based asset pricing, SMM