Details about Jens Hilscher

Access statistics for papers by Jens Hilscher.

Last updated 2024-05-25. Update your information in the RePEc Author Service.

Short-id: phi70

Working Papers

2024

1. Fiscal Consequences of Central Bank Losses
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2. How likely is an inflation disaster?
   Discussion Papers, Centre for Macroeconomics (CFM)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)

2022

3. Inflating away the public debt? An empirical assessment
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (8)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (55)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (52)
   Working Papers, Brandeis University, Department of Economics and International Business School (2014) View citations (74)
   See also Journal Article Inflating Away the Public Debt? An Empirical Assessment, The Review of Financial Studies, Society for Financial Studies (2022) View citations (13) (2022)

2021

4. Designing bankers' pay: Using contingent capital to reduce risk-shifting
   MPRA Paper, University Library of Munich, Germany

2014

5. Bank stability and market discipline: The effect of contingent capital on risk taking and default probability
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (81)
   See also Journal Article Bank stability and market discipline: The effect of contingent capital on risk taking and default probability, Journal of Corporate Finance, Elsevier (2014) View citations (80) (2014)

2013

6. Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (2)
   See also Journal Article Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets, Journal of Financial and Quantitative Analysis, Cambridge University Press (2015) View citations (55) (2015)

2012

7. Inflation Derivatives Under Inflation Target Regimes
   Working Papers, Brandeis University, Department of Economics and International Business School
   See also Journal Article Inflation Derivatives Under Inflation Target Regimes, Journal of Futures Markets, John Wiley & Sons, Ltd. (2013) View citations (1) (2013)

2011

8. Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions
   Working Papers, Brandeis University, Department of Economics and International Business School
   See also Journal Article Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions, Journal of Corporate Finance, Elsevier (2013) View citations (20) (2013)
9. Credit ratings and credit risk
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (6)
10. Predicting Financial Distress and the Performance of Distressed Stocks
    Scholarly Articles, Harvard University Department of Economics View citations (47)
11. Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
    Working Papers, Brandeis University, Department of Economics and International Business School View citations (2)
    See also Journal Article Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics, Review of Finance, European Finance Association (2013) View citations (32) (2013)

2008

12. In Search of Distress Risk
    Scholarly Articles, Harvard University Department of Economics View citations (633)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (36)
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2005) View citations (39)
    See also Journal Article In Search of Distress Risk, Journal of Finance, American Finance Association (2008) View citations (663) (2008)

2007

13. Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (67)
    See also Journal Article Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt, Review of Finance, European Finance Association (2010) View citations (286) (2010)
14. Is the corporate bond market forward looking?
    Working Paper Series, European Central Bank View citations (3)

Journal Articles

2024

1. Dynamic volatility regulation of financial institutions
   Finance Research Letters, 2024, 61, (C)

2023

2. Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading
   Quarterly Journal of Finance (QJF), 2023, 13, (01), 1-28

2022

3. Designing Bankers’ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives
   Quarterly Journal of Finance (QJF), 2022, 12, (01), 1-22 View citations (2)
4. Inflating Away the Public Debt? An Empirical Assessment
   The Review of Financial Studies, 2022, 35, (3), 1553-1595 View citations (13)
   See also Working Paper Inflating away the public debt? An empirical assessment, LSE Research Online Documents on Economics (2022) View citations (8) (2022)

2021

5. Optimal regulation, executive compensation and risk taking by financial institutions
   Journal of Corporate Finance, 2021, 71, (C) View citations (3)

2017

6. Credit Ratings and Credit Risk: Is One Measure Enough?
   Management Science, 2017, 63, (10), 3414-3437 View citations (49)

2015

7. Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets
   Journal of Financial and Quantitative Analysis, 2015, 50, (3), 543-567 View citations (55)
   See also Working Paper Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets, Working Papers (2013) View citations (2) (2013)

2014

8. Bank stability and market discipline: The effect of contingent capital on risk taking and default probability
   Journal of Corporate Finance, 2014, 29, (C), 542-560 View citations (80)
   See also Working Paper Bank stability and market discipline: The effect of contingent capital on risk taking and default probability, Working Papers (2014) View citations (81) (2014)

2013

9. Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions
   Journal of Corporate Finance, 2013, 19, (C), 140-158 View citations (20)
   See also Working Paper Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions, Working Papers (2011) (2011)
10. Inflation Derivatives Under Inflation Target Regimes
    Journal of Futures Markets, 2013, 33, (10), 911-938 View citations (1)
    See also Working Paper Inflation Derivatives Under Inflation Target Regimes, Working Papers (2012) (2012)
11. Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics
    Review of Finance, 2013, 17, (2), 809-845 View citations (32)
    See also Working Paper Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics, Working Papers (2011) View citations (2) (2011)

2010

12. Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt
    Review of Finance, 2010, 14, (2), 235-262 View citations (286)
    See also Working Paper Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt, Money Macro and Finance (MMF) Research Group Conference 2006 (2007) View citations (67) (2007)

2008

13. In Search of Distress Risk
    Journal of Finance, 2008, 63, (6), 2899-2939 View citations (663)
    See also Working Paper In Search of Distress Risk, Scholarly Articles (2008) View citations (633) (2008)