Jens Hilscher : Citation Profile


Are you Jens Hilscher?

University of California-Davis

7

H index

7

i10 index

566

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   10 years (2005 - 2015). See details.
   Cites by year: 56
   Journals where Jens Hilscher has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 3 (0.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phi70
   Updated: 2018-05-19    RAS profile: 2017-08-30    
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Relations with other researchers


Works with:

Raviv, Alon (6)

Reis, Ricardo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jens Hilscher.

Is cited by:

Anginer, Deniz (15)

Reis, Ricardo (13)

Demirguc-Kunt, Asli (9)

Yuan, Yu (7)

Stambaugh, Robert (7)

Gómez-Puig, Marta (6)

Sosvilla-Rivero, Simon (6)

Garriga, Carlos (6)

Bacchetta, Philippe (5)

Zhang, Lu (5)

Kydland, Finn (4)

Cites to:

Campbell, John (11)

Rogoff, Kenneth (11)

Reinhart, Carmen (10)

French, Kenneth (9)

Fama, Eugene (9)

Duffie, Darrell (7)

merton, robert (5)

Philipov, Alexander (4)

Hong, Harrison (4)

Xing, Yuhang (4)

Stein, Jeremy (4)

Main data


Where Jens Hilscher has published?


Journals with more than one article published# docs
Review of Finance2
Journal of Corporate Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Brandeis University, Department of Economics and International Businesss School7
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Jens Hilscher (2018 and 2017)


YearTitle of citing document
2017Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing. (2017). Sak, R J. In: Papers. RePEc:arx:papers:1709.03226.

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2017Contingent Convertible Bonds: Payoff Structures and Incentive Effects. (2017). Hori, Kenjiro ; Ceron, Jorge Martin . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1711.

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2017Sovereign default risk in OECD countries: do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel . In: Borradores de Economia. RePEc:bdr:borrec:996.

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2017CoCo issuance and bank fragility. (2017). Kartasheva, Anastasia ; Avdjiev, Stefan ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: BIS Working Papers. RePEc:bis:biswps:678.

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2017Crisis Sentiment in the U.S. Insurance Sector. (2017). Irresberger, Felix ; Konig, Fee Elisabeth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1295-1330.

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2017How Do Political Factors Shape the Bank Risk–Sovereign Risk Nexus in Emerging Markets?. (2017). Eichler, Stefan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:451-474.

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2017Identifying contagion in a banking network. (2017). Vasios, Michalis ; Morrison, Alan ; Zikes, Filip ; Wilson, Mungo. In: Bank of England working papers. RePEc:boe:boeewp:0642.

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2017Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6446.

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2017Financial Stability in Europe: Banking and Sovereign Risk. (2017). Kočenda, Evžen ; Bruha, Jan ; Kocenda, Even . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6453.

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2017Can the Central Bank Alleviate Fiscal Burdens?. (2017). Reis, Ricardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6604.

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2017Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1713.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2017Contingent convertible bonds: Who invests in European CoCos?. (2017). van Wijnbergen, Sweder ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:543.

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2017Contingent convertibles: Can the market handle them?. (2017). Lelyveld, Iman ; van Wijnbergen, Sweder ; van Lelyveld, Iman ; Kiewiet, Gera. In: DNB Working Papers. RePEc:dnb:dnbwpp:572.

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2017Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-7.

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2018Corporate Governance and Tunneling: Empirical Evidence from Turkey. (2018). Selcuk, Elif Akben ; Sener, Pinar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00918.

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2017Options, equity risks, and the value of capital structure adjustments. (2017). Borochin, Paul ; Yang, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:150-178.

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2017Organized labor and loan pricing: A regression discontinuity design analysis. (2017). Qiu, Yue ; Shen, Tao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:407-428.

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2017Risk-shifting, equity risk, and the distress puzzle. (2017). Lockwood, Jimmy ; Miao, Hong ; Li, Keming . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:275-288.

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2018Employees risk attitude and corporate risk taking: Evidence from pension asset allocations. (2018). Guan, Yanling ; Tang, Dragon Yongjun . In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:261-274.

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2017How does issuing contingent convertible bonds improve banks solvency? A Value-at-Risk and Expected Shortfall approach. (2017). LIBERADZKI, MARCIN ; Jaworski, Piotr . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:162-168.

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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

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2018Impact of market-based finance on SMEs failure. (2018). Gupta, Jairaj ; Gregoriou, Andros. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:13-25.

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2017An intertemporal CAPM with higher-order moments. (2017). Jang, Jeewon ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:314-337.

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2017Sovereign default risk in OECD countries: Do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:629-639.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2018Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets. (2018). Hui, Cho-Hoi ; Chau, Po-Hon ; Lo, Chi-Fai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:109-128.

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2018Predicting failure risk using financial ratios: Quantile hazard model approach. (2018). Chen, Cathy W. S. ; Tian, Shaonan ; Dong, Manh Cuong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:204-220.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Thorp, Susan ; Wu, Eliza ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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2018Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors. (2018). Wing, Tom Pak ; Fu, John ; Li, Ka-Fai . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:98-110.

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2017Time-varying continuous and jump betas: The role of firm characteristics and periods of stress. (2017). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:1-19.

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2018Default prediction models: The role of forward-looking measures of returns and volatility. (2018). Miao, Hong ; Wang, Tianyang ; Ryan, Patricia ; Ramchander, Sanjay. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:146-162.

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2018Oil volatility and sovereign risk of BRICS. (2018). Bouri, Elie ; Roubaud, David ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries. (2017). Bouri, Elie ; Pavlova, Ivelina ; de Boyrie, Maria E. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:155-165.

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2018Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets. (2018). Chau, Frankie ; Shi, Shimeng ; Han, Chulwoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:156-169.

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2017Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect. (2017). Konopczak, Micha. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:239-245.

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2017Understanding transactions prices in the credit default swaps market. (2017). Tang, Dragon Yongjun ; Yan, Hong. In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:1-27.

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2017Short selling around the 52-week and historical highs. (2017). Piqueira, Natalia ; Lee, Eunju . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:75-101.

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2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2017The relationship between equity and bond returns: An empirical investigation. (2017). Demirovic, Amer ; Tucker, Jon ; Guermat, Cherif. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:47-64.

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2018Evolution of historical prices in momentum investing. (2018). Chen, Li-Wen ; Wang, Wen-Kai ; Yu, Hsin-Yi. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:120-135.

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2017Credit derivatives and stock return synchronicity. (2017). Bai, Xuelian ; Zhu, LU ; Liu, Ling. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:79-90.

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2017Social capital and bank stability. (2017). Jin, Justin Yiqiang ; Kanagaretnam, Kiridaran ; Lobo, Gerald J ; Mathieu, Robert . In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:99-114.

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2017Not all emerging markets are the same: A classification approach with correlation based networks. (2017). Tabak, Benjamin ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Ozturk, Kevser . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:163-186.

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2018To be bailed out or to be left to fail? A dynamic competing risks hazard analysis. (2018). Papanikolaou, Nikolaos. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:61-85.

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2018Self-fulfilling debt crises: What can monetary policy do?. (2018). Bacchetta, Philippe ; van Wincoop, Eric ; Perazzi, Elena . In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:119-134.

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2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Tolikas, Konstantinos ; Topaloglou, Nikolas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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2018Stock options and credit default swaps in risk management. (2018). Al-Own, Bassam ; Gao, Simon ; Minhat, Marizah . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:200-214.

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2017Slow diffusion of information and price momentum in stocks: Evidence from options markets. (2017). Chen, Zhuo ; Lu, Andrea . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:98-108.

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2017The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35.

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2017The term structure of credit spreads, firm fundamentals, and expected stock returns. (2017). Han, Bing ; Zhou, YI ; Subrahmanyam, Avanidhar . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:147-171.

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2017Stock liquidity and default risk. (2017). Brogaard, Jonathan ; Xia, Ying ; Li, Dan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:486-502.

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2017Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?. (2017). Nickerson, Jordan ; Griffin, John M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:454-474.

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2018Agnostic fundamental analysis works. (2018). Bartram, Sohnke M ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147.

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2017Foreign bank subsidiaries default risk during the global crisis: What factors help insulate affiliates from their parents?. (2017). Cerutti, Eugenio ; Anginer, Deniz ; Martinez, Maria Soledad. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:19-31.

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2017Monetary policy and bank risk-taking: Evidence from the corporate loan market. (2017). santos, joao ; Paligorova, Teodora. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:30:y:2017:i:c:p:35-49.

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2017Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?. (2017). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Combes, Jean-Louis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:360-377.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2018Factors of the term structure of sovereign yield spreads. (2018). Wellmann, Dennis ; Truck, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2017Credit quality implied momentum profits for Islamic stocks. (2017). Narayan, Paresh Kumar ; Tran, Vuong Thao ; Thuraisamy, Kannan Sivananthan ; Bach, Dinh Hoang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:11-23.

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2017Stock return anomalies and individual investors in the Korean stock market. (2017). Jang, Jeewon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:141-157.

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2017What lies beneath the implementation of expensing equity-based compensation?. (2017). Lin, Hsuan-Chu ; Long, Michael ; Chou, Ting-Kai ; Chen, Ren-Raw. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:78-93.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2017The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

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2017Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns. (2017). Tao, Qizhi ; Zhang, Ting ; Lu, Rui ; Chen, Carl . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:116-133.

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2017Growth option, contingent capital and agency conflicts. (2017). Tan, Yingxian ; Yang, Zhaojun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:354-369.

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2017Financial ratios and bankruptcy predictions: An international evidence. (2017). Tian, Shaonan ; Yu, Yan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:510-526.

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2017Bank levy and bank risk-taking. (2017). Diemer, Michael . In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:10-32.

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2017Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market. (2017). Hudson, Robert ; el Kalak, Izidin ; Karim, Mohamad Abd ; Azevedo, Alcino . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1383-1393.

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2017Is something really wrong with macroeconomics?. (2017). Reis, Ricardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:74332.

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2017CoCo Design, Risk Shifting Incentives and Financial Fragility. (2017). Chan, Stephanie ; Wijnbergen, Sweder . In: ECMI Papers. RePEc:eps:ecmiwp:12166.

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2017Effects of Main Bank Switch on Small Business Bankruptcy. (2017). Yuta, Ogane . In: Discussion papers. RePEc:eti:dpaper:17019.

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2017GDP-linked Bonds: Some Simulations on EU Countries. (2017). Carnot, Nicolas ; Sumner, Stephanie Pamies. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:073.

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2017Identifying Contagion in a Banking Network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-82.

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2018Improved Methods for Predicting the Financial Vulnerability of Nonprofit Organizations. (2018). Burde, Gila. In: Administrative Sciences. RePEc:gam:jadmsc:v:8:y:2018:i:1:p:3-:d:132258.

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2018Alpha Momentum and Price Momentum. (2018). Huhn, Hannah Lea ; Scholz, Hendrik. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:49-:d:145216.

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2017An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg. (2017). Giordana, Gastón ; Schumacher, Ingmar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:8-:d:95645.

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2017Does banks systemic importance affect their capital structure adjustment process?. (2017). TARAZI, Amine ; de Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01546995.

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2017Does banks systemic importance affect their capital structure and balance sheet adjustment processes?. (2017). TARAZI, Amine ; de Jonghe, Olivier ; Bakkar, Yassine . In: Working Papers. RePEc:hal:wpaper:hal-01636253.

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2017Excessive Debt or Excess Savings -- Transition Countries Sovereign Bond Spread Assessment. (2017). Petkov, Boris T. In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:3:p:91-119.

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2017The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model. (2017). Vizek, Maruška ; Simovic, Petra Posedel ; Palic, Petra . In: Croatian Economic Survey. RePEc:iez:survey:ces-v19_1-2017_palic-posedelsimovic-vizek.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Gomez-Puig, Marta ; Singh, Manish K ; Sosvilla-Rivero, Simon. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2017Cultural and Institutional Antecedents of Country Risk. (2017). Shostya, Anna ; Banai, Moshe . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:45:y:2017:i:3:d:10.1007_s11293-017-9548-4.

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2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

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2017The Other Side of Value: The Effect of Quality on Price and Return in Real Estate. (2017). Anzinger, Sara Kelly ; Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9574-z.

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2017Explaining co-movements between equity and CDS bid-ask spreads. (2017). Marra, Miriam . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0609-6.

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2018Credit default swap spreads and annual report readability. (2018). Hu, Nan ; Zhu, LU ; Liu, Ling. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0639-8.

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2017Comment on Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound. (2017). Reis, Ricardo. In: NBER Chapters. RePEc:nbr:nberch:13913.

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2017The Investment CAPM. (2017). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:23226.

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2017Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei. In: NBER Working Papers. RePEc:nbr:nberwo:23394.

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2017Anomalies Abroad: Beyond Data Mining. (2017). Yuan, Yu ; Stambaugh, Robert ; Lu, Xiaomeng . In: NBER Working Papers. RePEc:nbr:nberwo:23809.

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2017CoCo Issuance and Bank Fragility. (2017). Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Avdjiev, Stefan ; Bogdanova, Bilyana. In: NBER Working Papers. RePEc:nbr:nberwo:23999.

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2017Short and Long Horizon Behavioral Factors. (2017). Hirshleifer, David ; Sun, Lin ; Daniel, Kent. In: NBER Working Papers. RePEc:nbr:nberwo:24163.

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2018Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads. (2018). Raunig, Burkhard. In: Working Papers. RePEc:onb:oenbwp:219.

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2017Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses. (2017). Kalotay, Egon A ; Altman, Edward I. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:433-463..

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2017Mispricing Factors. (2017). Stambaugh, Robert F ; Yuan, YU. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:4:p:1270-1315..

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2017QE in the Future: The Central Bank’s Balance Sheet in a Fiscal Crisis. (2017). Reis, Ricardo. In: IMF Economic Review. RePEc:pal:imfecr:v:65:y:2017:i:1:d:10.1057_s41308-017-0028-2.

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2017How the corporate governance mechanisms affect bank risk taking. (2017). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang . In: MPRA Paper. RePEc:pra:mprapa:78137.

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2018The Impact of Financial Distress Risk on Equity Returns: A Case Study of Non-Financial Firms of Pakistan Stock Exchange. (2018). Qayyum, Abdul ; Idrees, Sahar. In: MPRA Paper. RePEc:pra:mprapa:85346.

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2018Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity. (2018). Abid, Ilyes ; Kaabia, Olfa ; Mkaouar, Farid . In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2143-2.

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2017Corporate distress and turnaround: integrating the literature and directing future research. (2017). Schweizer, Lars ; Nienhaus, Andreas . In: Business Research. RePEc:spr:busres:v:10:y:2017:i:1:d:10.1007_s40685-016-0041-8.

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More than 100 citations found, this list is not complete...

Works by Jens Hilscher:


YearTitleTypeCited
2008In Search of Distress Risk In: Journal of Finance.
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2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
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2008In Search of Distress Risk.(2008) In: Scholarly Articles.
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2006In Search of Distress Risk.(2006) In: NBER Working Papers.
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2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 302
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2011Credit ratings and credit risk In: Working Papers.
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2011Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions In: Working Papers.
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paper4
2013Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions.(2013) In: Journal of Corporate Finance.
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This paper has another version. Agregated cites: 4
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2012Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets In: Working Papers.
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2015Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets.(2015) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 16
article
2011Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics In: Working Papers.
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paper14
2013Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics.(2013) In: Review of Finance.
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This paper has another version. Agregated cites: 14
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2012Inflation Derivatives Under Inflation Target Regimes In: Working Papers.
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2013Inflation Derivatives Under Inflation Target Regimes.(2013) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 0
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2014Bank stability and market discipline: The effect of contingent capital on risk taking and default probability In: Working Papers.
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paper28
2014Bank stability and market discipline: The effect of contingent capital on risk taking and default probability.(2014) In: Journal of Corporate Finance.
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This paper has another version. Agregated cites: 28
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2014Inflating Away the Public Debt? An Empirical Assessment In: Working Papers.
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paper46
2014Inflating Away the Public Debt? An Empirical Assessment.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 46
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2014Inflating Away the Public Debt? An Empirical Assessment.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 46
paper
2007Is the corporate bond market forward looking? In: Working Paper Series.
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2011Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles.
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paper12
2007Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt In: Money Macro and Finance (MMF) Research Group Conference 2006.
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paper137
2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt.(2010) In: Review of Finance.
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This paper has another version. Agregated cites: 137
article

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