Alex C. Hsu

Georgia Institute of Technology - Scheller College of Business

Assistant Professor

800 West Peachtree St.

Atlanta, GA 30308

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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SSRN RANKINGS

Top 39,303

in Total Papers Downloads

884

CITATIONS

0

Scholarly Papers (10)

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 249 (102,956)

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 41 (368,909)

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 (339,599)

Abstract:

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

3.

Implementing Stochastic Volatility in DSGE Models: A Comment

Number of pages: 21 Posted: 21 Oct 2017
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 (537,710)

Abstract:

Dynamic equilibrium economies, Stochastic volatility, Perturbation, Matlab code

4.

The Decline in Asset Return Predictability and Macroeconomic Volatility

FEDS Working Paper No. 2017-050
Number of pages: 75 Posted: 08 May 2017
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 (171,808)

Abstract:

Asset return predictability, Great Moderation, Monetary policy, Time-varying macroeconomic volatility

5.

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

Georgia Tech Scheller College of Business Research Paper No. 17-12
Number of pages: 52 Posted: 23 Mar 2017
Alex C. Hsu
Georgia Institute of Technology - Scheller College of Business
Downloads 0 (412,156)

Abstract:

Banking Deregulation, Investment, Monetary Policy Transmission, Financial Accelerator

6.

Risk Aversion and the Response of the Macroeconomy to Uncertainty Shocks

Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 53 Posted: 22 Mar 2017 Last Revised: 20 Sep 2017
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 (295,897)

Abstract:

Dynamic economies, Uncertainty, Epstein-Zin Preferences

7.

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 (181,933)

Abstract:

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

8.

The Declining Asset Return Predictability and Macroeconomic Volatility

Number of pages: 74 Posted: 02 Sep 2016 Last Revised: 25 Mar 2017
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 (271,354)

Abstract:

Return Predictability, Monetary Policy, Stochastic Volatility

9.

Does History Repeat Itself? Business Cycle and Industry Returns

Georgia Tech Scheller College of Business Research Paper No. 17-24
Number of pages: 59 Posted: 04 Jul 2016 Last Revised: 19 Jul 2017
Sudheer Chava, Alex C. Hsu and Linghang Zeng
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 0 (271,354)

Abstract:

10.

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 (441,832)

Abstract:

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