Lars-Alexander Kuehn
Lars-Alexander Kuehn
Associate Professor of Finance, Tepper School of Business, Carnegie Mellon University
Verified email at cmu.edu - Homepage
Title
Cited by
Cited by
Year
The levered equity risk premium and credit spreads: A unified framework
HS Bhamra, LA Kuehn, IA Strebulaev
The Review of Financial Studies 23 (2), 645-703, 2010
3792010
The aggregate dynamics of capital structure and macroeconomic risk
HS Bhamra, LA Kuehn, IA Strebulaev
The Review of Financial Studies 23 (12), 4187-4241, 2010
3192010
Consumption volatility risk
O Boguth, LA Kuehn
The Journal of Finance 68 (6), 2589-2615, 2013
1672013
Endogenous disasters
N Petrosky-Nadeau, L Zhang, LA Kuehn
159*2018
Investment‐based corporate bond pricing
LA Kuehn, L Schmid
The Journal of Finance 69 (6), 2741-2776, 2014
932014
A labor capital asset pricing model
LA Kuehn, M Simutin, JJ Wang
The Journal of Finance 72 (5), 2131-2178, 2017
852017
Monetary policy and corporate default
HS Bhamra, AJ Fisher, LA Kuehn
Journal of monetary economics 58 (5), 480-494, 2011
592011
Asset pricing with real investment commitment
LA Kuehn
Unpublished working paper. Carnegie Mellon University, 2008
352008
Disentangling investment returns and stock returns: The importance of time-to-build
LA Kuehn
EFA 2007 Ljubljana Meetings Paper, AFA 2010 Atlanta Meetings Paper, 2009
132009
Long run risks, credit markets, and financial structure
HS Bhamra, LA Kuehn, IA Strebulaev
American Economic Review 100 (2), 547-51, 2010
112010
Misallocation cycles
C Ehouarne, LA Kuehn, D Schreindorfer
Tech. rep., Working Paper, 2016
7*2016
Credit and option risk premia
LA Kuehn, D Schreindorfer, F Schulz, CBO Exchange
Working Paper, 2017
22017
Learning about the Consumption Risk Exposure of Firms
Y Kim, LA Kuehn, K Li
Available at SSRN 3897353, 2021
2021
Persistent Crises and Levered Asset Prices
LA Kuehn, D Schreindorfer, F Schulz
Available at SSRN, 2020
2020
DP12827 The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
HS Bhamra, LA Kuehn, I Strebulaev
2018
Internet Appendix:“Endogenous Disasters”
N Petrosky-Nadeau, L Zhang, LA Kuehn
2017
Internet Appendix to: A Labor Capital Asset Pricing Model
LA Kuehn, M Simutin, JJ Wang
2016
Supplement to ‘The Levered Equity Risk Premium and Credit Spreads: A Unified Framework’
HS Bhamra, LA Kuehn, IA Strebulaev
2009
Essays on macroeconomic risk in financial markets
LA Kuehn
University of British Columbia, 2008
2008
Internet Appendix to “Investment-Based Corporate Bond Pricing”
LA KUEHN, L SCHMID
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Articles 1–20