N. Aaron Pancost

University of Texas at Austin McCombs School of Business

Assistant Professor

Red McCombs School of Business

Austin, TX 78712

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 48,585

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Top 48,585

in Total Papers Downloads

827

SSRN CITATIONS

0

CROSSREF CITATIONS

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Scholarly Papers (7)

Zero-Coupon Yields and the Cross-Section of Bond Prices

Number of pages: 70 Posted: 04 Oct 2012 Last Revised: 20 Jan 2018
N. Aaron Pancost
University of Texas at Austin McCombs School of Business
Downloads 316 (94,729)

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bond data, term structure model, Great Recession

Zero-Coupon Yields and the Cross-Section of Bond Prices

Number of pages: 66 Posted: 08 Jun 2017
N. Aaron Pancost
University of Texas at Austin McCombs School of Business
Downloads 33 (465,108)
Citation 1

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asset pricing, term structure of interest rates, bond data, Great Recession

2.

The Effects of Capital Requirements on Good and Bad Risk-Taking

Number of pages: 59 Posted: 08 Dec 2017 Last Revised: 29 Jul 2019
N. Aaron Pancost and Roberto Robatto
University of Texas at Austin McCombs School of Business and University of Wisconsin - Madison
Downloads 165 (180,560)
Citation 3

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Capital Requirements, Deposit Insurance, Idiosyncratic Risk, Safe Assets, Firms' Cash Holdings

3.

Internal Sources of Finance and the Great Recession

Number of pages: 36 Posted: 21 Nov 2010 Last Revised: 04 Jul 2011
Michelle L. Barnes and N. Aaron Pancost
Federal Reserve Bank of Boston and University of Texas at Austin McCombs School of Business
Downloads 148 (197,750)

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Corporate Investment, Corporate Liquidity, Cash, Financial Constraints, Great Recession

4.

Do Financial Factors Drive Aggregate Productivity? Evidence from Indian Manufacturing Establishments

Fama-Miller Working Paper
Number of pages: 74 Posted: 07 Mar 2015 Last Revised: 02 Mar 2018
N. Aaron Pancost
University of Texas at Austin McCombs School of Business
Downloads 74 (319,598)

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5.

The Sensitivity of Long-Term Interest Rates to Economic News: Comment

FRB of Boston Working Paper No. 10-7
Number of pages: 19 Posted: 02 Jul 2010 Last Revised: 30 Jul 2010
Michelle L. Barnes and N. Aaron Pancost
Federal Reserve Bank of Boston and University of Texas at Austin McCombs School of Business
Downloads 56 (369,261)

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Inflation Targeting, Monetary Regime, Excess Sensitivity, Forward Rates

6.

Special Repo Rates and the Cross-Section of Bond Prices

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 39 Posted: 05 Jun 2018
Stefania D'Amico and N. Aaron Pancost
Federal Reserve Bank of Chicago and University of Texas at Austin McCombs School of Business
Downloads 19 (528,475)
Citation 2

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7.

Special Repo Rates and the Cross-Section of Bond Prices: The Role of the Special Collateral Risk Premium

FRB of Chicago Working Paper No. WP-2018-21
Number of pages: 53 Posted: 14 Dec 2018 Last Revised: 21 Feb 2019
Stefania D'Amico and N. Aaron Pancost
Federal Reserve Bank of Chicago and University of Texas at Austin McCombs School of Business
Downloads 16 (546,093)

Abstract:

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Bond prices, collateral, interest rates, risk premia