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Details about Samuel G. Hanson

E-mail:
Homepage:https://www.hbs.edu/faculty/Pages/profile.aspx?facId=333598
Workplace:Finance Unit, Harvard Business School, Harvard University, (more information at EDIRC)

Access statistics for papers by Samuel G. Hanson.

Last updated 2018-12-13. Update your information in the RePEc Author Service.

Short-id: pha1258


Jump to Journal Articles Chapters

Working Papers

2019

  1. Reflexivity in Credit Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2018

  1. Interest rate conundrums in the twenty-first century
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (1)

2017

  1. The Decline of Big-Bank Lending to Small Business: Dynamic Impacts on Local Credit and Labor Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2016

  1. Fiscal Risk and the Portfolio of Government Programs
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2015

  1. Forward Guidance in the Yield Curve: Short Rates versus Bond Supply
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) Downloads View citations (7)

    See also Chapter (2016)

2014

  1. Banks as Patient Fixed Income Investors
    Working Paper, Harvard University OpenScholar Downloads View citations (4)
    Also in Working Paper, Harvard University OpenScholar Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (9)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2014) Downloads View citations (8)

    See also Journal Article in Journal of Financial Economics (2015)
  2. The Rise and Fall of Demand for Securitizations
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (3)

2013

  1. Waves in Ship Prices and Investment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in The Quarterly Journal of Economics (2015)

2012

  1. Monetary policy and long-term real rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (14)
    See also Journal Article in Journal of Financial Economics (2015)

2011

  1. Issuer Quality and the Credit Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2010

  1. Characteristic Timing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Issuer Quality and Corporate Bond Returns
    Harvard Business School Working Papers, Harvard Business School View citations (11)
    See also Journal Article in Review of Financial Studies (2013)

2008

  1. A Gap-Filling Theory of Corporate Debt Maturity Choice
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Finance (2010)
  2. Do Hedge Funds Profit From Mutual-Fund Distress?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)

2005

  1. Firm Heterogeneity and Credit Risk Diversification
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (16)
    See also Journal Article in Journal of Empirical Finance (2008)
  2. Scope for Credit Risk Diversification
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (1)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) Downloads View citations (1)

2004

  1. Estimating probabilities of default
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (8)

Journal Articles

2018

  1. Asset Price Dynamics in Partially Segmented Markets
    Review of Financial Studies, 2018, 31, (9), 3307-3343 Downloads View citations (2)

2017

  1. Strengthening and Streamlining Bank Capital Regulation
    Brookings Papers on Economic Activity, 2017, 48, (2 (Fall)), 479-565 Downloads View citations (1)

2016

  1. Who neglects risk? Investor experience and the credit boom
    Journal of Financial Economics, 2016, 122, (2), 248-269 Downloads

2015

  1. A Comparative-Advantage Approach to Government Debt Maturity
    Journal of Finance, 2015, 70, (4), 1683-1722 Downloads View citations (32)
  2. An Evaluation of Money Market Fund Reform Proposals
    IMF Economic Review, 2015, 63, (4), 984-1023 Downloads View citations (5)
  3. Banks as patient fixed-income investors
    Journal of Financial Economics, 2015, 117, (3), 449-469 Downloads View citations (43)
    See also Working Paper (2014)
  4. Monetary policy and long-term real rates
    Journal of Financial Economics, 2015, 115, (3), 429-448 Downloads View citations (85)
    See also Working Paper (2012)
  5. Waves in Ship Prices and Investment
    The Quarterly Journal of Economics, 2015, 130, (1), 55-109 Downloads View citations (19)
    See also Working Paper (2013)

2014

  1. Mortgage convexity
    Journal of Financial Economics, 2014, 113, (2), 270-299 Downloads View citations (15)
  2. The Growth and Limits of Arbitrage: Evidence from Short Interest
    Review of Financial Studies, 2014, 27, (4), 1238-1286 Downloads View citations (9)

2013

  1. Are there too many safe securities? Securitization and the incentives for information production
    Journal of Financial Economics, 2013, 108, (3), 565-584 Downloads View citations (9)
  2. Issuer Quality and Corporate Bond Returns
    Review of Financial Studies, 2013, 26, (6), 1483-1525 Downloads View citations (38)
    See also Working Paper (2010)

2012

  1. Share Issuance and Factor Timing
    Journal of Finance, 2012, 67, (2), 761-798 Downloads View citations (16)
  2. The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering
    The Review of Economics and Statistics, 2012, 94, (4), 1197-1201 Downloads View citations (1)

2011

  1. A Macroprudential Approach to Financial Regulation
    Journal of Economic Perspectives, 2011, 25, (1), 3-28 Downloads View citations (298)

2010

  1. A Gap-Filling Theory of Corporate Debt Maturity Choice
    Journal of Finance, 2010, 65, (3), 993-1028 Downloads View citations (58)
    See also Working Paper (2008)

2008

  1. Firm heterogeneity and credit risk diversification
    Journal of Empirical Finance, 2008, 15, (4), 583-612 Downloads View citations (15)
    See also Working Paper (2005)

2006

  1. Confidence intervals for probabilities of default
    Journal of Banking & Finance, 2006, 30, (8), 2281-2301 Downloads View citations (24)

Chapters

2018

  1. The Federal Reserve’s Balance Sheet as a Financial-Stability Tool
    Chapter 3 in Innovative Federal Reserve Policies During the Great Financial Crisis, 2018, pp 63-124 Downloads View citations (4)

2016

  1. Forward Guidance in the Yield Curve: Short Rates versus Bond Supply
    Chapter 02 in Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, 2016, vol. 24, pp 011-062 Downloads View citations (1)
    See also Working Paper (2015)
 
Page updated 2019-06-24