Details about Samuel G. Hanson

Access statistics for papers by Samuel G. Hanson.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pha1258

Working Papers

2023

1. Supply and Demand and the Term Structure of Interest Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2020

2. A Quantity-Driven Theory of Term Premia and Exchange Rates
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
3. Predictable Financial Crises
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)

2019

4. Reflexivity in Credit Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
5. The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies
   Liberty Street Economics, Federal Reserve Bank of New York View citations (1)

2017

6. Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates
   Staff Reports, Federal Reserve Bank of New York View citations (1)
7. 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 View citations (71)

2016

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

2015

9. Forward Guidance in the Yield Curve: Short Rates versus Bond Supply
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (13)
   See also Chapter Forward Guidance in the Yield Curve: Short Rates versus Bond Supply, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2016) View citations (10) (2016)

2014

10. Banks as Patient Fixed Income Investors
    Working Paper, Harvard University OpenScholar View citations (10)
    Also in Working Paper, Harvard University OpenScholar View citations (88)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (8)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (12)
    See also Journal Article Banks as patient fixed-income investors, Journal of Financial Economics, Elsevier (2015) View citations (154) (2015)
11. The Rise and Fall of Demand for Securitizations
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (15)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2014) View citations (15)

2013

12. Waves in Ship Prices and Investment
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article Waves in Ship Prices and Investment, The Quarterly Journal of Economics, President and Fellows of Harvard College (2015) View citations (57) (2015)

2012

13. Monetary policy and long-term real rates
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (14)
    See also Journal Article Monetary policy and long-term real rates, Journal of Financial Economics, Elsevier (2015) View citations (359) (2015)

2011

14. Issuer Quality and the Credit Cycle
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2010

15. Characteristic Timing
    NBER Working Papers, National Bureau of Economic Research, Inc
16. Issuer Quality and Corporate Bond Returns
    Harvard Business School Working Papers, Harvard Business School View citations (13)
    See also Journal Article Issuer Quality and Corporate Bond Returns, The Review of Financial Studies, Society for Financial Studies (2013) View citations (137) (2013)

2008

17. A Gap-Filling Theory of Corporate Debt Maturity Choice
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    See also Journal Article A Gap‐Filling Theory of Corporate Debt Maturity Choice, Journal of Finance, American Finance Association (2010) View citations (106) (2010)
18. Do Hedge Funds Profit From Mutual-Fund Distress?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (44)

2005

19. Firm Heterogeneity and Credit Risk Diversification
    CESifo Working Paper Series, CESifo View citations (22)
    See also Journal Article Firm heterogeneity and credit risk diversification, Journal of Empirical Finance, Elsevier (2008) View citations (20) (2008)
20. 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) View citations (1)

2004

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

Journal Articles

2019

1. Social Risk, Fiscal Risk, and the Portfolio of Government Programs
   The Review of Financial Studies, 2019, 32, (6), 2341-2382 View citations (2)

2018

2. Asset Price Dynamics in Partially Segmented Markets
   The Review of Financial Studies, 2018, 31, (9), 3307-3343 View citations (51)

2017

3. Strengthening and Streamlining Bank Capital Regulation
   Brookings Papers on Economic Activity, 2017, 48, (2 (Fall)), 479-565 View citations (40)

2016

4. Who neglects risk? Investor experience and the credit boom
   Journal of Financial Economics, 2016, 122, (2), 248-269 View citations (26)

2015

5. A Comparative-Advantage Approach to Government Debt Maturity
   Journal of Finance, 2015, 70, (4), 1683-1722 View citations (125)
6. An Evaluation of Money Market Fund Reform Proposals
   IMF Economic Review, 2015, 63, (4), 984-1023 View citations (20)
7. Banks as patient fixed-income investors
   Journal of Financial Economics, 2015, 117, (3), 449-469 View citations (154)
   See also Working Paper Banks as Patient Fixed Income Investors, Working Paper (2014) View citations (10) (2014)
8. Monetary policy and long-term real rates
   Journal of Financial Economics, 2015, 115, (3), 429-448 View citations (359)
   See also Working Paper Monetary policy and long-term real rates, Finance and Economics Discussion Series (2012) View citations (14) (2012)
9. Waves in Ship Prices and Investment
   The Quarterly Journal of Economics, 2015, 130, (1), 55-109 View citations (57)
   See also Working Paper Waves in Ship Prices and Investment, NBER Working Papers (2013) View citations (7) (2013)

2014

10. Mortgage convexity
    Journal of Financial Economics, 2014, 113, (2), 270-299 View citations (17)
11. The Growth and Limits of Arbitrage: Evidence from Short Interest
    The Review of Financial Studies, 2014, 27, (4), 1238-1286 View citations (39)

2013

12. Are there too many safe securities? Securitization and the incentives for information production
    Journal of Financial Economics, 2013, 108, (3), 565-584 View citations (25)
13. Issuer Quality and Corporate Bond Returns
    The Review of Financial Studies, 2013, 26, (6), 1483-1525 View citations (137)
    See also Working Paper Issuer Quality and Corporate Bond Returns, Harvard Business School Working Papers (2010) View citations (13) (2010)

2012

14. Share Issuance and Factor Timing
    Journal of Finance, 2012, 67, (2), 761-798 View citations (25)
15. The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering
    The Review of Economics and Statistics, 2012, 94, (4), 1197-1201 View citations (7)

2011

16. A Macroprudential Approach to Financial Regulation
    Journal of Economic Perspectives, 2011, 25, (1), 3-28 View citations (514)

2010

17. A Gap‐Filling Theory of Corporate Debt Maturity Choice
    Journal of Finance, 2010, 65, (3), 993-1028 View citations (106)
    See also Working Paper A Gap-Filling Theory of Corporate Debt Maturity Choice, NBER Working Papers (2008) View citations (3) (2008)

2008

18. Firm heterogeneity and credit risk diversification
    Journal of Empirical Finance, 2008, 15, (4), 583-612 View citations (20)
    See also Working Paper Firm Heterogeneity and Credit Risk Diversification, CESifo Working Paper Series (2005) View citations (22) (2005)

2006

19. Confidence intervals for probabilities of default
    Journal of Banking & Finance, 2006, 30, (8), 2281-2301 View citations (36)

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 View citations (5)

2016

2. 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 View citations (10)
   See also Working Paper Forward Guidance in the Yield Curve: Short Rates versus Bond Supply, National Bureau of Economic Research, Inc (2015) View citations (14) (2015)