2019 |
The Real Response to Uncertainty Shocks- the Risk Premium Channel |
TBD |
Bretscher, Lorenzo
Hsu, Alex
Tamoni, Andrea
|
Working Papers |
|
Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “The Real Response to Uncertainty Shocks: the Risk Premium Channel.” Working Paper, 2019. |
2019 |
Does History Repeat Itself- Business Cycle and Industry Returns |
Journal of Monetary Economics |
Chava, Sudheer
Hsu, Alex
Zeng, Linghang
|
Published Papers |
|
Chava, Sudheer, Alex Hsu, and Linghang Zeng. “Does History Repeat Itself? Business Cycle and Industry Returns." Forthcoming , Journal of Monetary Economics, 2019. |
2019 |
Gone with the Vol- A Decline in Asset Return Predictability during the Great Moderation |
Management Science |
Hsu, Alex
Palomino, Francisco
Qian, Charles
|
Working Papers |
|
Hsu, Alex, Francisco Palomino, and Charles Qian. “Gone with the Vol: A Decline in Asset Return Predictability during the Great Moderation." Revise and resubmit, under revision, Management Science, 2019. |
2019 |
Fiscal Policy Driven Bond Risk Premia |
Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “Fiscal Policy Driven Bond Risk Premia.” Accepted, Journal of Financial Economics |
Bretscher, Lorenzo
Hsu, Alex
Tamoni, Andrea
|
Published Papers |
|
Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “Fiscal Policy Driven Bond Risk Premia.” Accepted, Journal of Financial Economics, 2019. |
2019 |
Default Risk and the Pricing of U.S. Sovereign Bonds |
TBD |
Dittmar, Robert
Hsu, Alex
Roussellet, Guillaume
Simasek, Peter
|
Working Papers |
|
Dittmar, Robert, Alex Hsu, Guillaume Roussellet, and Peter Simasek. “Default Risk and the Pricing of U.S. Sovereign Bonds." Working paper, 2019. |
2019 |
The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies |
Journal of Financial Economics |
Danis, A.
Chava, Sudheer
Hsu, Alex
|
Published Papers |
|
The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies. Accepted at Journal of Financial Economics. Co-authored with Sudheer Chava and Alex Hsu. |
2019 |
The Economic Impact of Right-to-Work Laws- Evidence from Collective Bargaining Agreements and Corporate Policies |
Journal of Financial Economics |
Chava, Sudheer
Danis, A.
Hsu, Alex
|
Published Papers |
|
Chava, Sudheer, Andras Danis, and Alex Hsu. “The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies.” Forthcoming, Journal of Financial Economics, 2019. |
2019 |
Financial Constraints, Monetary Policy Shocks and the Cross-Section of Equity Returns |
Review of Financial Studies |
Chava, Sudheer
Hsu, Alex
|
Published Papers |
|
Chava, Sudheer and Alex Hsu. “Financial Constraints, Monetary Policy Shocks and the Cross-Section of Equity Returns." Forthcoming, Review of Financial Studies, 2019. |
2019 |
Implementing Stochastic Volatility in DSGE Models-A Comment |
Macroeconomic Dynamics |
Bretscher, Lorenzo
Hsu, Alex
Tamoni, Andrea
|
Published Papers |
|
Bretscher, Lorenzo, Alex Hsu, and Andrea Tamoni. “Implementing Stochastic Volatility in DSGE Models: A Comment.” Forthcoming, Macroeconomic Dynamics, 2019. |
2019 |
Real and Nominal Equilibrium Yield Curves |
Management Science |
Hsu, Alex
Li, Erica X.N.
Palomino, Francisco
|
Published Papers |
|
Hsu, Alex, Erica X.N. Li, and Francisco Palomino. “Real and Nominal Equilibrium Yield Curves." Forthcoming, Management Science, 2019. |
2019 |
When It Rains It Pours- Cascading Uncertainty Shocks |
TBD |
Diercks, Anthony
Hsu, Alex
Tamoni, Andrea
|
Working Papers |
|
Diercks, Anthony, Alex Hsu, and Andrea Tamoni. “When It Rains It Pours: Cascading Uncertainty Shocks.” Working Paper, 2019. |
2018 |
Banking Structure and Monetary Policy Potency- Evidence from Firm-Level Investment |
TBD |
Hsu, Alex
|
Working Papers |
|
Hsu, Alex. “Banking Structure and Monetary Policy Potency: Evidence from Firm-Level Investment.” Working Paper, 2018. |
2017 |
Asset Pricing with Hand-to-Mouth Households: Joint Resolution of the Equity and Bond Risk Premium Puzzles |
TBD |
Hsu, Alex
|
Working Papers |
|
Hsu, Alex. “Asset Pricing with Hand-to-Mouth Households: Joint Resolution of the Equity and Bond Risk Premium Puzzles.” Working Paper, 2017. |
2015 |
A Simple Nonnegative Process for Equilibrium Models |
Economics Letters |
Hsu, Alex
Palomino, Francisco
|
Published Papers |
|
Hsu, Alex and Francisco Palomino. “A Simple Nonnegative Process for Equilibrium Models.” Economics Letters, Volume 132, July 2015, p. 39 – 44. |