Alex Hsu

Georgia Institute of Technology - Scheller College of Business

Associate Professor

800 West Peachtree St.

Atlanta, GA 30308

United States

  • Georgia Institute of Technology - Scheller College of Business

SCHOLARLY PAPERS

16

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6,979

TOTAL CITATIONS
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Top 10,018

in Total Papers Citations

97

Scholarly Papers (16)

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1.

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 University of Notre Dame - Mendoza College of Business
Downloads 893 (57,317)
Citation 7

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Bond Risk Premia, Fiscal Policy, Uncertainty

2.

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, Central European University (CEU) and Georgia Institute of Technology - Scheller College of Business
Downloads 890 (57,679)
Citation 34

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Right to Work, Collective Bargaining, Unions, Wage Growth, Investment

3.

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: 24 Aug 2023
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 University of Notre Dame - Mendoza College of Business
Downloads 706 (78,386)
Citation 16

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COVID-19, Equity Returns, Labor Supply, Uncertainty, Earnings Forecast

4.

The Real Response to Uncertainty Shocks: the Risk Premium Channel

Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 73 Posted: 22 Mar 2017 Last Revised: 22 Aug 2023
Lorenzo Bretscher, Alex Hsu and Andrea Tamoni
Swiss Finance Institute - HEC Lausanne, Georgia Institute of Technology - Scheller College of Business and University of Notre Dame - Mendoza College of Business
Downloads 705 (78,533)
Citation 18

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Risk Aversion, Uncertainty, Conditional IRF, Dynamic Economies

5.

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

Downloads 678 (82,549)
Citation 6

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 539 (109,068)
Citation 5

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Financial Constraint, Monetary Policy, Cash Flow News

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 139 (442,067)
Citation 1

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Financial Constraint, Monetary Policy, Cross-Section of Stock Returns

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 601 (96,297)
Citation 4

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Business Cycle, Industry Returns, Sector Rotation Strategy, Cash Flow News

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: 112 Posted: 13 Jun 2018 Last Revised: 03 Apr 2024
Robert F. Dittmar, Alex Hsu, Guillaume Roussellet and Peter Simasek
Rice University, Georgia Institute of Technology - Scheller College of Business, McGill University - Desautels Faculty of Management and Georgia Institute of Technology - Scheller College of Business
Downloads 563 (104,582)
Citation 3

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Treasury, TIPS, Breakeven Inflation, Default risk, Recovery rates

8.

When It Rains It Pours: Cascading Uncertainty Shocks

Journal of Political Economy
Number of pages: 197 Posted: 30 Jul 2019 Last Revised: 30 Mar 2023
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 University of Notre Dame - Mendoza College of Business
Downloads 544 (109,422)
Citation 4

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Dynamic Equilibrium Economies; Stochastic Volatility; Perturbation; Path dependency..

9.

The Fed Information Effect and the Profitability Channel of Monetary Policy: Evidence and Theory

Downloads 382 (165,827)

The Fed Information Effect and the Profitability Channel of Monetary Policy: Evidence and Theory

Georgia Tech Scheller College of Business Research Paper No. 4451789
Number of pages: 55 Posted: 23 May 2023 Last Revised: 06 Mar 2025
Alex Hsu, Indrajit Mitra, Yu Xu and Linghang Zeng
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Delaware and Babson College - Finance Division
Downloads 217 (296,817)

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Monetary Policy, Fed Information Shocks, Heterogeneous Investment Response

The Profitability Channel of Monetary Policy Transmission

FRB Atlanta Working Paper No. 6
Number of pages: 42 Posted: 30 Aug 2023
Alex Hsu, Indrajit Mitra and Linghang Zeng
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta and Babson College - Finance Division
Downloads 84 (640,770)

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monetary policy, Fed information shocks, investments, CAPM beta

The Fed Information Effect and Firm-Level Investment: Evidence and Theory

FRB Atlanta Working Paper No. 2023-6A
Number of pages: 49 Posted: 01 Apr 2024
Alex Hsu, Indrajit Mitra, Yu Xu and Linghang Zeng
Georgia Institute of Technology - Scheller College of Business, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of Delaware and Babson College - Finance Division
Downloads 81 (654,898)

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monetary policy, Fed information effect, heterogeneous investment response

10.

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 230 (282,122)

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11.

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 University of Notre Dame - Mendoza College of Business
Downloads 212 (305,000)

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Dynamic equilibrium economies, Stochastic volatility, Perturbation, Matlab code

12.

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 166 (380,907)

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Asset Return Predictability, Time-Varying Macroeconomic Volatility, Monetary Policy, Great Moderation

13.

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 123 (486,110)

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Return Predictability, Monetary Policy, Stochastic Volatility

14.

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 106 (543,736)
Citation 3

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Term structure of interest rates, bond risk premia, monetary policy, nominal rigidities

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 98 (574,734)
Citation 2

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16.

Public Debt and Private Investment: The Role of Firm Leverage

Georgia Tech Scheller College of Business Research Paper No. 4994384
Number of pages: 68 Posted: 28 Oct 2024 Last Revised: 28 Mar 2025
Alex Hsu, Altan Pazarbasi and Andrea Tamoni
Georgia Institute of Technology - Scheller College of Business, Bilkent University and University of Notre Dame - Mendoza College of Business
Downloads 82 (641,612)

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Fiscal Policy, Debt to GDP, Investment

Other Papers (1)

Total Downloads: 75
Actions:
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1.

When it Rains it Pours: Cascading Uncertainty Shocks

FEDS Working Paper No. 2020-64
Number of pages: 65 Posted: 25 Aug 2020 Last Revised: 23 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 University of Notre Dame - Mendoza College of Business
Downloads 75

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