Alex C. Hsu

Georgia Institute of Technology - Scheller College of Business

Assistant Professor

800 West Peachtree St.

Atlanta, GA 30308

United States

SCHOLARLY PAPERS

5

DOWNLOADS

461

CITATIONS

0

Scholarly Papers (5)

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 C. Hsu
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 225 (106,601)

Abstract:

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 C. Hsu
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 38 (356,458)

Abstract:

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

2.

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: 26 Oct 2015
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 30 (324,109)

Abstract:

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

3.

Level and Volatility Shocks to Fiscal Policy: Term Structure Implications

Number of pages: 66 Posted: 15 Sep 2016 Last Revised: 19 Dec 2016
Lorenzo Bretscher, Alex C. Hsu and Andrea Tamoni
London School of Economics & Political Science (LSE), Georgia Institute of Technology - Scheller College of Business and London School of Economics & Political Science (LSE)
Downloads 0 (248,377)

Abstract:

Term structure, Uncertainty, Fiscal Policy, Monetary Policy, DSGE Estimation

4.

The Decline of Macroeconomic Volatility Risk and Asset Return Predictability: Monetary Policy or Shocks?

Number of pages: 61 Posted: 02 Sep 2016 Last Revised: 17 Nov 2016
Alex C. 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 0 (296,566)

Abstract:

Return Predictability, Monetary Policy, Stochastic Volatility

5.

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

FEDS Working Paper No. 2016-032
Number of pages: 54 Posted: 22 Apr 2016
Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 0 (435,710)

Abstract:

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