Jens Hilscher

University of California, Davis

Associate Professor

One Shields Avenue

Apt 153

Davis, CA 95616

United States

  • University of California, Davis

SCHOLARLY PAPERS

17

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11,813

SSRN CITATIONS
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SSRN RANKINGS

Top 913

in Total Papers Citations

430

CROSSREF CITATIONS

809

Scholarly Papers (17)

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1.

Credit Ratings and Credit Risk: Is One Measure Enough?

AFA 2013 San Diego Meetings Paper
Number of pages: 58 Posted: 18 Sep 2009 Last Revised: 05 Aug 2015
Jens Hilscher and Mungo Ivor Wilson
University of California, Davis and University of Oxford - Said Business School
Downloads 3,711 (3,938)
Citation 29

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credit rating, credit risk, default probability, forecast accuracy, systematic default risk

2.

In Search of Distress Risk

Downloads 2,125 ( 9,889)
Citation 363

In Search of Distress Risk

Harvard Institute of Economic Research Discussion Paper No. 2081
Number of pages: 47 Posted: 28 Jul 2005
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 1,834 (12,334)
Citation 30

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In Search of Distress Risk

NBER Working Paper No. w12362
Number of pages: 54 Posted: 20 Jul 2006 Last Revised: 13 Apr 2022
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 244 (170,558)
Citation 84

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In Search of Distress Risk

Bundesbank Series 1 Discussion Paper No. 2005,27
Number of pages: 60 Posted: 08 Jun 2016
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 47 (536,119)
Citation 5

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3.

Bank Stability and Market Discipline: The Effect of Contingent Capital on Risk Taking and Default Probability

Number of pages: 45 Posted: 13 Aug 2004 Last Revised: 26 Mar 2014
Jens Hilscher and Alon Raviv
University of California, Davis and Bar-Ilan University - Graduate School of Business Administration
Downloads 1,649 (14,892)
Citation 34

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contingent capital, executive compensation, risk taking, banking regulation, bank default probability, financial crisis

4.

Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics

Number of pages: 48 Posted: 23 Dec 2010 Last Revised: 12 Sep 2011
Pavel Bandarchuk and Jens Hilscher
Acadian Asset Management and University of California, Davis
Downloads 1,008 (30,880)
Citation 7

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Momentum, Past Returns, Volatility, Stock-Level Characteristics, Double Sorts

5.

Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt

EFA 2007 Ljubljana Meetings Paper
Number of pages: 48 Posted: 09 Dec 2006 Last Revised: 23 Oct 2009
Jens Hilscher and Yves Nosbusch
University of California, Davis and London School of Economics & Political Science (LSE)
Downloads 936 (34,318)
Citation 40

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sovereign spreads, credit risk, bond pricing, terms of trade, default probabilities

6.

Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets

Number of pages: 37 Posted: 03 Dec 2010 Last Revised: 01 Jun 2013
Jens Hilscher, Joshua Matthew Pollet and Mungo Ivor Wilson
University of California, Davis, University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School
Downloads 649 (56,229)
Citation 24

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CDS, market segmentation, inattention

7.

Optimal Regulation, Executive Compensation and Risk Taking by Financial Institutions

Number of pages: 68 Posted: 07 Mar 2015 Last Revised: 09 Aug 2021
Jens Hilscher, Yoram Landskroner and Alon Raviv
University of California, Davis, Hebrew University of Jerusalem - Department of Finance and Banking and Bar-Ilan University - Graduate School of Business Administration
Downloads 385 (106,045)
Citation 6

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bank regulation; fnancial institutions; executive compensation; risk taking; fnancial crises.

8.

Inflation Derivatives Under Inflation Target Regimes

Number of pages: 37 Posted: 19 Aug 2008 Last Revised: 27 Apr 2012
Mordecai Avriel, Jens Hilscher and Alon Raviv
Technion-Israel Institute of Technology, University of California, Davis and Bar-Ilan University - Graduate School of Business Administration
Downloads 311 (133,727)

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inflation derivatives, inflation targeting, target zones, option pricing

9.

Conflicts of Interest on Corporate Boards: The Effect of Creditor-Directors on Acquisitions

Number of pages: 47 Posted: 13 Mar 2009 Last Revised: 05 Oct 2012
Jens Hilscher and Elif Sisli Ciamarra
University of California, Davis and Stonehill College
Downloads 247 (169,184)
Citation 6

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shareholder-creditor conflicts, acquisitions, board of directors, bankers on boards, corporate governance, credit market reaction

10.

The Valuation of Corporate Coupon Bonds

Number of pages: 47 Posted: 27 Nov 2018 Last Revised: 05 Jan 2022
Jens Hilscher, Robert A. Jarrow and Donald R. van Deventer
University of California, Davis, Cornell University - Samuel Curtis Johnson Graduate School of Management and Kamakura Corporation
Downloads 243 (171,821)
Citation 2

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corporate bonds, default probabilities, credit spreads, recovery rates, illiquidity

11.

Is the Corporate Bond Market Forward Looking?

ECB Working Paper No. 800
Number of pages: 38 Posted: 18 Aug 2007
Jens Hilscher
University of California, Davis
Downloads 206 (200,902)

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corporate bond spreads, Merton model, implied volatility, equity volatility, bond pricing

12.

Inflating Away the Public Debt? An Empirical Assessment

Downloads 181 (225,388)
Citation 4

Inflating Away the Public Debt? An Empirical Assessment

Number of pages: 51 Posted: 23 Jul 2014 Last Revised: 30 Nov 2020
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 158 (253,315)

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inflation, debt debasement, value at risk, inflation derivatives, debt maturity structure, financial repression

Inflating Away the Public Debt? An Empirical Assessment

NBER Working Paper No. w20339
Number of pages: 67 Posted: 28 Jul 2014 Last Revised: 04 Mar 2022
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 23 (682,315)

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Inflating Away the Public Debt? An Empirical Assessment

CEPR Discussion Paper No. DP10078
Number of pages: 69 Posted: 25 Sep 2014
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
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copulas, inflation options, maturity of government debt, required reserves

13.

Effects of Mutual Funds’ Flows and Returns on Style Changes

Number of pages: 43 Posted: 12 Jan 2022 Last Revised: 18 Mar 2022
Ting Bai and Jens Hilscher
University of California, Davis and University of California, Davis
Downloads 64 (457,749)

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Mutual fund flow, fund return, style change

14.

Designing Bankers' Pay: Using Contingent Capital to Reduce Risk-shifting Incentives

Number of pages: 25 Posted: 09 Mar 2021 Last Revised: 28 May 2021
Jens Hilscher, Sharon Peleg Lazar and Alon Raviv
University of California, Davis, Tel Aviv University and Bar-Ilan University - Graduate School of Business Administration
Downloads 47 (526,164)

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contingent capital, executive compensation, risk-shifting, banking regulation, coco compensation

15.

How Likely Is an Inflation Disaster?

Number of pages: 36 Posted: 27 Apr 2022 Last Revised: 28 Apr 2022
Jens Hilscher, Alon Raviv and Ricardo Reis
University of California, Davis, Bar-Ilan University - Graduate School of Business Administration and London School of Economics & Political Science (LSE)
Downloads 33 (597,261)

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option prices, inflation derivatives, Arrow-Debreu securities

16.

Two Different Exits: Prediction and Performance of Stocks that are About to Stop Trading

Number of pages: 27 Posted: 20 Sep 2021 Last Revised: 15 Dec 2021
Ting Bai, Jens Hilscher and Yitian Xiao
University of California, Davis, University of California, Davis and affiliation not provided to SSRN
Downloads 18 (699,265)

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mergers, exits, stock returns, anomalies

17.

Predicting Financial Distress and the Performance of Distressed Stocks

Journal of Investment Management (JOIM), Second Quarter 2011
Posted: 03 May 2011
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and affiliation not provided to SSRN

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financial distress, distress risk, corporate failure, performance of distressed stocks