Author Page for Alex Hsu

Fiscal Policy Driven Bond Risk Premia

Number of pages: 100 Posted: 15 Sep 2016 Last Revised: 10 Apr 2019

Lorenzo Bretscher, Alex Hsu and Andrea Tamoni

Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 624 (59,176)

Citation 7

Abstract:

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COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission

Georgia Tech Scheller College of Business Research Paper No. 3588418, Swiss Finance Institute Research Paper No. 21-05

Number of pages: 58 Posted: 30 Apr 2020 Last Revised: 26 Jan 2021

Lorenzo Bretscher, Alex Hsu, Peter Simasek and Andrea Tamoni

Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 597 (62,607)

Citation 16

Abstract:

3.

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

Downloads 529 ( 72,914)

Citation 9

2

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

Number of pages: 56 Posted: 23 Feb 2015 Last Revised: 26 Oct 2015

Sudheer Chava and Alex Hsu

Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business

Downloads 464 (84,757)

Citation 5

Abstract:

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

Georgia Tech Scheller College of Business Research Paper No. 1

Number of pages: 57 Posted: 06 Nov 2015 Last Revised: 09 Nov 2015

Sudheer Chava and Alex Hsu

Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business

Downloads 65 (460,801)

Citation 2

Abstract:

4.

The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies

Georgia Tech Scheller College of Business Research Paper No. 18-1

Number of pages: 91 Posted: 20 Dec 2017 Last Revised: 01 Aug 2019

Sudheer Chava, Andras Danis and Alex Hsu

Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business

Downloads 512 (75,863)

Citation 11

Abstract:

5.

The Real Response to Uncertainty Shocks: the Risk Premium Channel

Georgia Tech Scheller College of Business Research Paper No. 17-13

Number of pages: 62 Posted: 22 Mar 2017 Last Revised: 30 Apr 2020

Lorenzo Bretscher, Alex Hsu and Andrea Tamoni

Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 401 (101,247)

Citation 5

Abstract:

6.

Does History Repeat Itself? Business Cycle and Industry Returns

Georgia Tech Scheller College of Business Research Paper No. 17-24, Journal of Monetary Economics, Forthcoming

Number of pages: 62 Posted: 04 Jul 2016 Last Revised: 11 Nov 2019

Sudheer Chava, Alex Hsu and Linghang Zeng

Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Babson College - Finance Division

Downloads 400 (101,555)

Citation 2

Abstract:

7.

Default Risk and the Pricing of U.S. Sovereign Bonds

Georgia Tech Scheller College of Business Research Paper No. 18-20

Number of pages: 68 Posted: 13 Jun 2018 Last Revised: 08 Jun 2019

Robert F. Dittmar, Alex Hsu, Guillaume Roussellet and Peter Simasek

University of Michigan, Stephen M. Ross School of Business, Georgia Institute of Technology - Scheller College of Business, McGill University - Desautels Faculty of Management and Georgia Institute of Technology - Scheller College of Business

Downloads 214 (194,038)

Citation 2

Abstract:

8.

The Decline in Asset Return Predictability and Macroeconomic Volatility

FEDS Working Paper No. 2017-50

Number of pages: 75 Posted: 08 May 2017

Alex Hsu, Francisco Palomino and Charles Qian

Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup

Downloads 196 (210,450)

Abstract:

9.

Implementing Stochastic Volatility in DSGE Models: A Comment

Georgia Tech Scheller College of Business Research Paper No. 17-40

Number of pages: 22 Posted: 21 Oct 2017 Last Revised: 01 Jul 2018

Lorenzo Bretscher, Alex Hsu and Andrea Tamoni

Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 156 (255,736)

Abstract:

10.

When It Rains It Pours: Cascading Uncertainty Shocks

Number of pages: 100 Posted: 30 Jul 2019 Last Revised: 20 Jun 2021

Anthony M. Diercks, Alex Hsu and Andrea Tamoni

Board of Governors of the Federal Reserve System, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 101 (352,241)

Abstract:

11.

The Declining Asset Return Predictability and Macroeconomic Volatility

Number of pages: 74 Posted: 02 Sep 2016 Last Revised: 25 Mar 2017

Alex Hsu, Francisco Palomino and Charles Qian

Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup

Downloads 91 (376,321)

Abstract:

12.

Banking Structure and Monetary Policy Transmission: Evidence from Firm-Level Investment

Georgia Tech Scheller College of Business Research Paper No. 17-12

Number of pages: 81 Posted: 23 Mar 2017 Last Revised: 27 Sep 2018

Alex Hsu

Georgia Institute of Technology - Scheller College of Business

Downloads 80 (406,291)

Citation 1

Abstract:

13.

Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment

Ross School of Business Paper No. 1256

Number of pages: 71 Posted: 02 Nov 2014 Last Revised: 20 Jun 2021

Alex Hsu, Erica X. N. Li and Francisco Palomino

Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and University of Michigan, Stephen M. Ross School of Business

Downloads 69 (440,913)

Citation 3

Abstract:

14.

Gone With the Vol: A Decline in Asset Return Predictability During the Great Moderation

Georgia Tech Scheller College of Business Research Paper No. 19-04

Number of pages: 70 Posted: 08 Feb 2019 Last Revised: 06 Apr 2022

Alex Hsu, Francisco Palomino and Charles Qian

Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup

Downloads 67 (447,726)

Abstract:

15.

Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks

FEDS Working Paper No. 2016-32

Number of pages: 54 Posted: 22 Apr 2016 Last Revised: 21 Sep 2016

Alex Hsu, Erica X. N. Li and Francisco Palomino

Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and Board of Governors of the Federal Reserve System

Downloads 62 (465,479)

Citation 2

Alex Hsu

Georgia Institute of Technology - Scheller College of Business

Associate Professor

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Scholarly Papers (15)

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Other Papers (1)

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