Alex Hsu

Georgia Institute of Technology - Scheller College of Business

Assistant Professor

800 West Peachtree St.

Atlanta, GA 30308

United States

SCHOLARLY PAPERS

14

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CITATIONS
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in Total Papers Citations

15

Scholarly Papers (14)

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 321 (92,373)

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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 50 (392,470)
Citation 2

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

2.

Fiscal Policy Driven Bond Risk Premia

Number of pages: 100 Posted: 15 Sep 2016 Last Revised: 10 Apr 2019
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 321 (92,964)
Citation 3

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Bond Risk Premia, Fiscal Policy, Uncertainty

3.

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, Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 262 (115,646)
Citation 5

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

4.

Response of the Macroeconomy to Uncertainty Shocks: The Risk Premium Channel

Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 62 Posted: 22 Mar 2017 Last Revised: 31 May 2019
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 183 (163,631)
Citation 3

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Risk Aversion, Uncertainty, Conditional IRF, Dynamic Economies

5.

The Decline in Asset Return Predictability and Macroeconomic Volatility

FEDS Working Paper No. 2017-050
Number of pages: 75 Posted: 08 May 2017
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 182 (164,441)

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

6.

Does History Repeat Itself? Business Cycle and Industry Returns

Georgia Tech Scheller College of Business Research Paper No. 17-24
Number of pages: 62 Posted: 04 Jul 2016 Last Revised: 08 Aug 2019
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Babson College - Finance Division
Downloads 180 (166,066)

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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: 68 Posted: 13 Jun 2018 Last Revised: 08 Jun 2019
University of Michigan, Stephen M. Ross School of Business, Georgia Institute of Technology - Scheller College of Business, McGill University - Desautels Faculty of Management and Georgia Institute of Technology - Scheller College of Business
Downloads 112 (243,463)

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

8.

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
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 100 (263,419)

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Dynamic equilibrium economies, Stochastic volatility, Perturbation, Matlab code

9.

The Declining Asset Return Predictability and Macroeconomic Volatility

Number of pages: 74 Posted: 02 Sep 2016 Last Revised: 25 Mar 2017
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 87 (288,078)

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Return Predictability, Monetary Policy, Stochastic Volatility

10.

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

Georgia Tech Scheller College of Business Research Paper No. 17-12
Number of pages: 81 Posted: 23 Mar 2017 Last Revised: 27 Sep 2018
Alex Hsu
Georgia Institute of Technology - Scheller College of Business
Downloads 64 (343,184)
Citation 1

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Banking Deregulation, Investment, Monetary Policy Transmission, Financial Accelerator

11.

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 55 (369,757)
Citation 1

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

12.

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 40 (421,813)

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

13.

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: 64 Posted: 08 Feb 2019
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 32 (455,141)

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

14.

When It Rains It Pours: Cascading Uncertainty Shocks

Number of pages: 42 Posted: 30 Jul 2019
Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 12 (566,065)

Abstract:

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Dynamic Equilibrium Economies; Stochastic Volatility; Asymmetric Impulse Responses; Perturbation