Lukas Schmid

Discussion Papers

DP14774 18 May 2020 A no-arbitrage perspective on global arbitrage opportunities
Author(s): Patrick Augustin, Mikhail Chernov, Lukas Schmid, Dongho Song
DP14105 06 November 2019 Benchmark interest rates when the government is risky
Author(s): Patrick Augustin, Mikhail Chernov, Lukas Schmid, Dongho Song
DP13205 26 September 2018 Risk-Adjusted Capital Allocation and Misallocation
Author(s): Lukas Schmid, Joel David, David Zeke
DP12617 18 January 2018 Government Debt and the Returns to Innovation
Author(s): Lukas Schmid, Mariano Massimiliano Croce, Steve Raymond, Thiên Tung Nguyen
DP11576 17 October 2016 A Macrofinance View of U.S. Sovereign CDS Premiums
Author(s): Mikhail Chernov, Lukas Schmid, Andres Schneider