Jens Hilscher : Citation Profile

Are you Jens Hilscher?

University of California-Davis

9

H index

9

i10 index

1240

Citations

RESEARCH PRODUCTION:

12

Articles

19

Papers

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 68
   Journals where Jens Hilscher has often published
   Relations with other researchers
   Recent citing documents: 167.    Total self citations: 6 (0.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phi70
   Updated: 2023-11-04    RAS profile: 2023-09-09    
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Relations with other researchers

Works with:

Raviv, Alon (5)

Reis, Ricardo (2)

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 (14)

Reis, Ricardo (13)

Singh, Manish (12)

Demirguc-Kunt, Asli (12)

Gómez-Puig, Marta (10)

Chernov, Mikhail (10)

Sosvilla-Rivero, Simon (10)

Garriga, Carlos (9)

Yuan, Yu (8)

Stambaugh, Robert (8)

Crifo, Patricia (8)

Cites to:

Campbell, John (16)

French, Kenneth (11)

Rogoff, Kenneth (11)

merton, robert (11)

Reinhart, Carmen (11)

Duffie, Darrell (10)

Fama, Eugene (10)

Jarrow, Robert (8)

Jenter, Dirk (6)

Stein, Jeremy (6)

Gabaix, Xavier (6)

Main data

Where Jens Hilscher has published?

Journals with more than one article published# docs
Journal of Corporate Finance3
Review of Finance2
Quarterly Journal of Finance (QJF)2

Working Papers Series with more than one paper published# docs
Working Papers / Brandeis University, Department of Economics and International Business School7
Scholarly Articles / Harvard University Department of Economics2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Jens Hilscher (2023 and 2022)

YearTitle of citing document
2022Working Paper 367 - Debt Distress and Recovery Episodes in Africa: Good Policy or Good Luck?. (2022). Kopoin, Alexandre ; Chuku, Chuku. In: Working Paper Series. RePEc:adb:adbwps:2493.

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2022Debt Revenue and the Sustainability of Public Debt. (2022). Reis, Ricardo. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:4:p:103-24.

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2022Fifty years since Altman (1968): Performance of financial distress prediction models. (2022). Singh, Manish K ; Bhatia, Surbhi . In: Working Papers. RePEc:anf:wpaper:12.

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2022Informational efficiency of credit ratings. (2022). Thomas, Susan ; Singh, Manish K ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:14.

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2022Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167.

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2022What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2022Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert. In: Papers. RePEc:arx:papers:2110.10936.

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2023Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140.

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2023COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?. (2023). Schneider, J W ; Gyurak, Anett ; Bart, Yakov ; Yoo, Daniel ; Runge, Julian ; Lee, Shun-Yang. In: Papers. RePEc:arx:papers:2307.09035.

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2023Default Process Modeling and Credit Valuation Adjustment. (2023). Xiao, David. In: Papers. RePEc:arx:papers:2309.03311.

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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2023Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc. In: BIS Working Papers. RePEc:bis:biswps:1090.

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2023Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

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2023Financial openness and profitability premium: Causal evidence from the Shanghai?Hong Kong Stock Connect. (2023). Zhang, Kejia ; Jin, Fujing ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:451-483.

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2023 Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445.

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2023Do small businesses adjust their capital structure? Evidence from the global financial crisis in Japan. (2023). Tsuruta, Daisuke. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:843-871.

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2022Inflation and public debt reversals in advanced economies. (2022). Matsuoka, Hideaki ; Fukunaga, Ichiro ; Komatsuzaki, Takuji. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:1:p:124-137.

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2022Geographic proximity and price efficiency: Evidence from high?speed railway connections between firms and financial centers. (2022). Shen, Tao ; Qu, Yuanyu ; Gao, Hao. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:117-141.

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2022Bank bailouts, bail?ins, or no regulatory intervention? A dynamic model and empirical tests of optimal regulation and implications for future crises. (2022). Tsyplakov, Sergey ; Roman, Raluca A ; Himmelberg, Charles P ; Berger, Allen N. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1031-1090.

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2023International evidence on the association of leverage with stock returns and the value premium. (2023). Jansen, Benjamin A ; Garciafeijoo, Luis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:315-341.

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2022Debt Refinancing and Equity Returns. (2022). Wagner, Christian ; Nagler, Florian ; Friewald, Nils. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2287-2329.

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2023Disruption and Credit Markets. (2023). Becker, Bo ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:105-139.

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2023Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market. (2023). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:389-425.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2022Chronicle of a death foretold: does higher volatility anticipate corporate default?. (2022). Fornari, Fabio ; Busetto, Filippo ; Ampudia, Miguel. In: Bank of England working papers. RePEc:boe:boeewp:1001.

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2022Sovereign Credit Spreads, Banking Fragility, and Global Factors. (2022). Valenzuela, Patricio ; Martinez, Juan Francisco ; Garces, Felipe ; Chari, Anusha. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:957.

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2023.

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2022Global Commodity Markets and Sovereign Risk across 150 Years. (2022). Meyer, Josefin ; Garamow, Adelina ; Dominguez-Cardoza, Angelica. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2020.

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2022Corporate diversification and stock risk: Evidence from a global shock. (2022). Mascia, Danilo V ; Onali, Enrico. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002728.

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2022Contingent convertible bonds: Optimal call strategy and the impact of refinancing. (2022). Rossmann, Philipp ; Koziol, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001201.

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2022Momentum and the Cross-section of Stock Volatility. (2022). Liu, Jiadong ; Kearney, Fearghal ; Fan, Minyou. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287.

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2022Government subsidies, enterprise operating efficiency, and “stiff but deathless” zombie firms. (2022). Fei, Junjun ; Qiao, LU. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003175.

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2022Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs. (2022). Zeynalov, Ayaz ; Solomon, Edna ; Ugur, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003291.

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2022The COVID-19 pandemic, consumption and sovereign credit risk: Cross-country evidence. (2022). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000402.

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2022Does state ownership affect rating quality? Evidence from Chinas corporate bond market. (2022). Luo, Ronghua ; Fang, Hongyan ; Wang, Yuyue. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000876.

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2023Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002121.

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2022The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation. (2022). ap Gwilym, Owain ; Mantovan, Noemi ; Alsakka, Rasha ; Jones, Laurence. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001684.

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2022Suppliers’ trade credit strategies with transparent credit ratings: Null, exclusive, and nonchalant provision. (2022). Zhao, Ruiqing ; Li, Xiang ; Wang, Kai. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:153-163.

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2022Benchmarking forecast approaches for mortgage credit risk for forward periods. (2022). Scheule, Harald ; Luong, Thi Mai. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:750-767.

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2023Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. (2023). Leuenberger, Nicola ; Sigrist, Fabio. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1390-1406.

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2022How fiscal rules can reduce sovereign debt default risk. (2022). Valencia, Oscar ; Gomez-Gonzalez, Jose ; Sanchez, Gustavo A. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000479.

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2022Mispricing chasing and hedge fund returns. (2022). Tee, Kai-Hong ; Li, Baibing ; Ma, Tianyi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:34-49.

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2022Enhancing the profitability of lottery strategies. (2022). Sun, Chenfei ; Min, Byoung-Kyu ; Kwon, Kyung Yoon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:166-184.

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2022A corporate credit rating model with autoregressive errors. (2022). Hornik, Kurt ; Vana, Laura ; Hirk, Rainer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:224-240.

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2023Overlapping momentum portfolios. (2023). Remesal, Alvaro ; de Jesus, Miguel ; Blanco, Ivan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:1-22.

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2023An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models. (2023). Nguyen, HA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:103-121.

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2022Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis. (2022). Wongkantarakorn, Jutamas ; Pavlova, Ivelina ; de Boyrie, Maria E ; Cheuathonghua, Massaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000138.

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2022Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?. (2022). Butt, Hilal Anwar ; Virk, Nader Shahzad. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000746.

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2022Corporate failure in the UK: An examination of corporate governance reforms. (2022). el Sayed, Mohamed ; Elsayed, Mohamed ; Elshandidy, Tamer ; Ahmed, Yousry. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001296.

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2022Market co-movement between credit default swap curves and option volatility surfaces. (2022). Shi, Yukun ; Stasinakis, Charalampos ; Xu, Yaofei ; Yan, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001533.

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2022The information content of CDS implied volatility and associated trading strategies. (2022). Yan, Cheng ; Xu, Yaofei ; Guo, Biao ; Chen, Ding ; Shi, Yukun. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002502.

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2022Distressed acquirers and the bright side of financial distress. (2022). Rosenblum, Aaron ; Nejadmalayeri, Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002575.

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2022Rating manipulation and creditworthiness for platform economy: Evidence from peer-to-peer lending. (2022). Sha, Yezhou. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200343x.

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2023Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004100.

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2022Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets. (2022). Zaremba, Adam ; Umar, Zaghum ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001239.

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2022Crash probability anomaly in the Chinese stock market. (2022). Tong, Xiangda ; Niu, Hui ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001434.

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2022Credit ratings, financial ratios, and equity risk: A decomposition analysis based on Moody’s, Standard & Poor’s and Fitch’s ratings. (2022). Jiang, Yixiao. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004815.

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2022Lagged accuracy in credit-risk measures. (2022). Sanchez, Santiago ; Muga, Luis ; Gonzalez-Urteaga, Ana ; Abinzano, Isabel. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005845.

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2022The long-term impact of bank mergers on stock performance and default risk: The aftermath of the 2008 financial crisis?. (2022). Salotti, Valentina ; Cowan, Arnold R ; Schenck, Natalya A. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001921.

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2022Option trading volume by moneyness, firm fundamentals, and expected stock returns. (2022). Zhou, YI. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000306.

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2023Profitability anomaly and aggregate volatility risk. (2023). Barinov, Alexander. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000714.

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2022Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301418.

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2023Addressing Spillovers from Prolonged U.S. Monetary Policy Easing. (2023). Sahay, Ratna ; Rawat, Umang ; Narita, Machiko ; Cecchetti, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001085.

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2022Increasing profitability through contingent convertible capital: Empirical evidence from European banks. (2022). Petras, Matthias. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302829.

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2022Interest rate uncertainty and sovereign default risk. (2022). Sosa-Padilla, Cesar ; Johri, Alok ; Khan, Shahed. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001131.

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2023Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246.

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2022Do contingent convertible bonds reduce systemic risk?. (2022). Fajardo, Jose ; de Oliveira, Rodrigo ; Santos, Layla Dos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000439.

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2022Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?. (2022). Apergis, Nicholas ; Aysan, Ahmet F ; Bakkar, Yassine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001202.

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2022Does soft information in expert ratings curb information asymmetry? Evidence from crowdfunding and early transaction phases of Initial Coin offerings. (2022). Zhou, Mengqiu ; Zhao, Sheng ; Wang, Tong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001330.

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2023Does adopting voluntary ESG practices affect executive compensation?. (2023). Shust, Efrat ; Gavious, Ilanit ; Abudy, Menachem Meni. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001901.

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2023Asset pricing in bull and bear markets. (2023). Nettayanun, Sampan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000021.

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2023Do CoCos serve the goals of macroprudential supervisors or bank managers?. (2023). Golfari, Andrea ; Allen, Linda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312300029x.

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2022Forecasting corporate default risk in China. (2022). Yao, Xiao ; Zhao, Yang ; Zhang, Xuan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1054-1070.

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2022Stocks versus corporate bonds: A cross-sectional puzzle. (2022). Driessen, Joost ; van Zundert, Jeroen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000474.

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2022What drives the dispersion anomaly?. (2022). Qiu, Buhui ; Roh, Tai-Yong ; Min, Byoung-Kyu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200005x.

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2022Credit derivatives and corporate default prediction. (2022). Zhao, Ran ; Yu, Fan ; Ye, Xiaoxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000188.

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2022The CDS market reaction to loan renegotiation announcements. (2022). Sewaid, Ahmed ; Martin-Oliver, Alfredo ; Silaghi, Florina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000310.

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2022CEO inside debt and mutual fund investment decisions. (2022). Dayani, Arash. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002217.

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2022Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Qureshi, Anum ; Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345.

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2023Distressed firms, zombie firms and zombie lending: A taxonomy. (2023). Mayordomo, Sergio ; Garcia-Posada, Miguel ; Alvarez, Laura. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000067.

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2023Dark premonitions: Pre-bankruptcy investor attention and behavior. (2023). Mollenhoff, Steffen ; Lohmann, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s037842662300078x.

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2022In sickness and in debt: The COVID-19 impact on sovereign credit risk. (2022). Tomio, Davide ; Subrahmanyam, Marti G ; Sokolovski, Valeri ; Augustin, Patrick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1251-1274.

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2022Ripples into waves: Trade networks, economic activity, and asset prices. (2022). Polk, Christopher ; Lou, Dong ; Du, Huancheng ; Chang, Jeffery. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:217-238.

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2022On the information content of credit ratings and market-based measures of default risk. (2022). Lee, Jung Hoon ; Kapadia, Nishad ; Gredil, Oleg R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:172-204.

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2022A unified model of distress risk puzzles. (2022). Strebulaev, Ilya A ; Hackbarth, Dirk ; Chen, Zhiyao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:357-384.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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2023Sovereign risk premia and global macroeconomic conditions. (2023). Jeanneret, Alexandre ; Ekponon, Adelphe ; Andrade, Sandro C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:172-197.

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2022The credit spread curve distribution and economic fluctuations in Japan. (2022). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002333.

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2022How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036.

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2022Tail risk transmission from commodity prices to sovereign risk of emerging economies. (2022). Hussain, Syed Jawad ; Zhang, Zhengyong ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003154.

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2022Credit risk and the transmission of interest rate shocks. (2022). Yamarthy, Ram ; Palazzo, Berardino. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:120-136.

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2022How sovereign is sovereign credit risk? Global prices, local quantities. (2022). Tomio, Davide ; Sokolovski, Valeri ; Augustin, Patrick ; Subrahmanyam, Marti G. In: Journal of Monetary Economics. RePEc:eee:moneco:v:131:y:2022:i:c:p:92-111.

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2022Does firm-level productivity predict stock returns?. (2022). Watkins, Clinton ; Iwatsubo, Kentaro ; Hiroki, Takashi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000051.

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2022Digital finance and corporate bankruptcy risk: Evidence from China. (2022). Zhang, Shunming ; Shi, Lina ; Ji, YU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000269.

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2022The negative hiring rate premium on stock returns in the Korean stock market. (2022). Kang, Jangkoo ; Bae, Jaewan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000567.

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2022Overnight returns, daytime reversals, and future stock returns: Is China different?. (2022). Man, Yimei ; Chiah, Mardy ; Cheema, Muhammad A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001044.

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2023Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074.

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

Works by Jens Hilscher:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		paper0
2008In Search of Distress Risk In: Journal of Finance.
[Full Text][Citation analysis]		article633
2005In Searach of Distress Risk.(2005) In: Harvard Institute of Economic Research Working Papers.
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This paper has another version. Agregated cites: 633		paper
2008In Search of Distress Risk.(2008) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 633		paper
2006In Search of Distress Risk.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 633		paper
2005In search of distress risk.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 633		paper
2011Credit ratings and credit risk In: Working Papers.
[Full Text][Citation analysis]		paper6
2011Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions In: Working Papers.
[Full Text][Citation analysis]		paper19
2013Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions.(2013) In: Journal of Corporate Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2012Are credit default swaps a sideshow? Evidence that Information Flows from Equity to CDS Markets In: Working Papers.
[Full Text][Citation analysis]		paper50
2015Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets.(2015) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		article
2011Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics In: Working Papers.
[Full Text][Citation analysis]		paper31
2013Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2012Inflation Derivatives Under Inflation Target Regimes In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Inflation Derivatives Under Inflation Target Regimes.(2013) In: Journal of Futures Markets.
[Citation analysis]
This paper has another version. Agregated cites: 1		article
2014Bank stability and market discipline: The effect of contingent capital on risk taking and default probability In: Working Papers.
[Full Text][Citation analysis]		paper78
2014Bank stability and market discipline: The effect of contingent capital on risk taking and default probability.(2014) In: Journal of Corporate Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		article
2014Inflating Away the Public Debt? An Empirical Assessment In: Working Papers.
[Full Text][Citation analysis]		paper78
2014Inflating Away the Public Debt? An Empirical Assessment.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
2022Inflating away the public debt? An empirical assessment.(2022) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
2014Inflating Away the Public Debt? An Empirical Assessment.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		paper
2022Inflating Away the Public Debt? An Empirical Assessment.(2022) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78		article
2007Is the corporate bond market forward looking? In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2021Optimal regulation, executive compensation and risk taking by financial institutions In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article1
2011Predicting Financial Distress and the Performance of Distressed Stocks In: Scholarly Articles.
[Full Text][Citation analysis]		paper41
2017Credit Ratings and Credit Risk: Is One Measure Enough? In: Management Science.
[Full Text][Citation analysis]		article34
2007Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper265
2010Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt.(2010) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 265		article
2021Designing bankers pay: Using contingent capital to reduce risk-shifting In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022Designing Bankers’ Pay: Using Contingent Capital to Reduce Risk-Shifting Incentives In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0
2023Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]		article0

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