Jens Hilscher

University of California, Davis

Associate Professor

One Shields Avenue

Apt 153

Davis, CA 95616

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 4,602

SSRN RANKINGS

Top 4,602

in Total Papers Downloads

11,528

SSRN CITATIONS
Rank 934

SSRN RANKINGS

Top 934

in Total Papers Citations

435

CROSSREF CITATIONS

804

Scholarly Papers (15)

1.

Credit Ratings and Credit Risk: Is One Measure Enough?

AFA 2013 San Diego Meetings Paper
Number of pages: 58 Posted: 18 Sep 2009 Last Revised: 05 Aug 2015
Jens Hilscher and Mungo Ivor Wilson
University of California, Davis and University of Oxford - Said Business School
Downloads 3,693 (3,632)
Citation 29

Abstract:

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credit rating, credit risk, default probability, forecast accuracy, systematic default risk

2.
Downloads 2,089 ( 9,304)
Citation 363

In Search of Distress Risk

Harvard Institute of Economic Research Discussion Paper No. 2081
Number of pages: 47 Posted: 28 Jul 2005
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 1,806 (11,596)
Citation 30

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In Search of Distress Risk

Number of pages: 54 Posted: 20 Jul 2006 Last Revised: 13 Oct 2021
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 238 (163,599)
Citation 84

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In Search of Distress Risk

Number of pages: 60 Posted: 08 Jun 2016
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 45 (516,021)
Citation 5

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3.

Bank Stability and Market Discipline: The Effect of Contingent Capital on Risk Taking and Default Probability

Number of pages: 45 Posted: 13 Aug 2004 Last Revised: 26 Mar 2014
Jens Hilscher and Alon Raviv
University of California, Davis and Bar-Ilan University - Graduate School of Business Administration
Downloads 1,645 (13,673)
Citation 34

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contingent capital, executive compensation, risk taking, banking regulation, bank default probability, financial crisis

4.

Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics

Number of pages: 48 Posted: 23 Dec 2010 Last Revised: 12 Sep 2011
Pavel Bandarchuk and Jens Hilscher
State Street Global Advisors and University of California, Davis
Downloads 985 (29,475)
Citation 7

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Momentum, Past Returns, Volatility, Stock-Level Characteristics, Double Sorts

5.

Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt

EFA 2007 Ljubljana Meetings Paper
Number of pages: 48 Posted: 09 Dec 2006 Last Revised: 23 Oct 2009
Jens Hilscher and Yves Nosbusch
University of California, Davis and London School of Economics & Political Science (LSE)
Downloads 918 (32,613)
Citation 40

Abstract:

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sovereign spreads, credit risk, bond pricing, terms of trade, default probabilities

6.

Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets

Number of pages: 37 Posted: 03 Dec 2010 Last Revised: 01 Jun 2013
University of California, Davis, University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School
Downloads 638 (53,336)
Citation 24

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CDS, market segmentation, inattention

7.

Optimal Regulation, Executive Compensation and Risk Taking by Financial Institutions

Number of pages: 68 Posted: 07 Mar 2015 Last Revised: 09 Aug 2021
Jens Hilscher, Yoram Landskroner and Alon Raviv
University of California, Davis, Hebrew University of Jerusalem - Department of Finance and Banking and Bar-Ilan University - Graduate School of Business Administration
Downloads 381 (99,841)
Citation 6

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bank regulation; fnancial institutions; executive compensation; risk taking; fnancial crises.

8.

Inflation Derivatives Under Inflation Target Regimes

Number of pages: 37 Posted: 19 Aug 2008 Last Revised: 27 Apr 2012
Mordecai Avriel, Jens Hilscher and Alon Raviv
Technion-Israel Institute of Technology, University of California, Davis and Bar-Ilan University - Graduate School of Business Administration
Downloads 309 (125,757)

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inflation derivatives, inflation targeting, target zones, option pricing

9.

Conflicts of Interest on Corporate Boards: The Effect of Creditor-Directors on Acquisitions

Number of pages: 47 Posted: 13 Mar 2009 Last Revised: 05 Oct 2012
Jens Hilscher and Elif Sisli Ciamarra
University of California, Davis and Stonehill College
Downloads 245 (159,544)
Citation 6

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shareholder-creditor conflicts, acquisitions, board of directors, bankers on boards, corporate governance, credit market reaction

10.

The Valuation of Corporate Coupon Bonds

Number of pages: 47 Posted: 27 Nov 2018 Last Revised: 10 Nov 2021
University of California, Davis, Cornell University - Samuel Curtis Johnson Graduate School of Management and Kamakura Corporation
Downloads 210 (184,800)
Citation 2

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corporate bonds, default probabilities, credit spreads, recovery rates, illiquidity

11.

Is the Corporate Bond Market Forward Looking?

ECB Working Paper No. 800
Number of pages: 38 Posted: 18 Aug 2007
Jens Hilscher
University of California, Davis
Downloads 204 (189,821)

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corporate bond spreads, Merton model, implied volatility, equity volatility, bond pricing

Inflating Away the Public Debt? An Empirical Assessment

Number of pages: 51 Posted: 23 Jul 2014 Last Revised: 30 Nov 2020
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 143 (258,135)

Abstract:

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inflation, debt debasement, value at risk, inflation derivatives, debt maturity structure, financial repression

Inflating Away the Public Debt? An Empirical Assessment

Number of pages: 67 Posted: 28 Jul 2014 Last Revised: 30 Jul 2021
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 14 (718,823)

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Inflating Away the Public Debt? An Empirical Assessment

Number of pages: 69 Posted: 25 Sep 2014
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
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copulas, inflation options, maturity of government debt, required reserves

13.

Designing Bankers' Pay: Using Contingent Capital to Reduce Risk-shifting Incentives

Number of pages: 25 Posted: 09 Mar 2021 Last Revised: 28 May 2021
Jens Hilscher, Sharon Peleg Lazar and Alon Raviv
University of California, Davis, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 41 (524,703)

Abstract:

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contingent capital, executive compensation, risk-shifting, banking regulation, coco compensation

14.

Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading

Number of pages: 18 Posted: 20 Sep 2021
Ting Bai, Jens Hilscher and Yitian Xiao
University of California, Davis, University of California, Davis and affiliation not provided to SSRN
Downloads 13 (700,909)

Abstract:

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mergers, exits, stock returns, anomalies

15.

Predicting Financial Distress and the Performance of Distressed Stocks

Journal of Investment Management (JOIM), Second Quarter 2011
Posted: 03 May 2011
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and affiliation not provided to SSRN

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financial distress, distress risk, corporate failure, performance of distressed stocks