Jens Hilscher
Cited by
Cited by
In search of distress risk
JY Campbell, J Hilscher, J Szilagyi
The Journal of Finance 63 (6), 2899-2939, 2008
Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt*
J Hilscher, Y Nosbusch
Review of Finance 14 (2), 235-262, 2010
Credit ratings and credit risk: Is one measure enough?
J Hilscher, MI Wilson
Management Science 63 (10), 3414-3437, 2017
Predicting Financial Distress and the Performance of Distressed Stocks
JY Campbell, J Hilscher, J Szilagyi
Journal of Investment Management 9 (2), 14-34, 2011
Bank stability and market discipline: The effect of contingent capital on risk taking and default probability
J Hilscher, A Raviv
Journal of Corporate Finance 29, 542–560, 2014
Are credit default swaps a sideshow? Evidence that information flows from equity to CDS markets
J Hilscher, J Pollet, MI Wilson
Journal of Financial and Quantitative Analysis 50 (3), 543-567, 2015
Inflating away the public debt? An empirical assessment
J Hilscher, A Raviv, R Reis
The Review of Financial Studies 35 (3), 1553-1595, 2022
Sources of momentum profits: Evidence on the irrelevance of characteristics
P Bandarchuk, J Hilscher
Review of Finance 17 (2), 809-845, 2013
Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions
J Hilscher, E Şişli-Ciamarra
Journal of Corporate Finance 19, 140-158, 2013
How likely is an inflation disaster?
J Hilscher, A Raviv, R Reis
CEPR Discussion Paper No. DP17224, 2022
Optimal Regulation, Executive Compensation and Risk Taking by Financial Institutions
J Hilscher, Y Landskroner, A Raviv
Journal of Corporate Finance 71, 2021
Measuring the market value of central bank capital
J Hilscher, A Raviv, R Reis
LSE manuscript, 2016
Measuring the risk of default: A modern approach
J Hilscher, RA Jarrow, DR Van Deventer
RMA JOURNAL 90 (10), 70, 2008
Is the corporate bond market forward looking?
J Hilscher
ECB Working Paper, 2007
The valuation of corporate coupon bonds
J Hilscher, RA Jarrow, DR van Deventer
Available at SSRN 3277092, 2023
Time varying expected returns, stochastic dividend yields, and default probabilities: Linking the credit risk and equity literatures
G Chacko, P Hecht, J Hilscher
Wokring paper, Harvard Business School, 2004
Inflation derivatives under inflation target regimes
M Avriel, J Hilscher, A Raviv
Journal of Futures Markets 33 (10), 911-938, 2013
Fiscal consequences of central bank losses
SG Cecchetti, J Hilscher
National Bureau of Economic Research, 2024
Secular rise and pro-cyclical variation in markups: Evidence from US grocery stores
B Gafarov, T Gong, J Hilscher
Available at SSRN 4551482, 2023
Two different exits: Prediction and performance of stocks that are about to stop trading
T Bai, J Hilscher, Y Xiao
The Quarterly Journal of Finance 13 (01), 2350003, 2023
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