Jens Hilscher

University of California, Davis

Associate Professor

One Shields Avenue

Davis, CA 95616

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 3,188

SSRN RANKINGS

Top 3,188

in Total Papers Downloads

9,776

CITATIONS
Rank 2,068

SSRN RANKINGS

Top 2,068

in Total Papers Citations

272

Scholarly Papers (12)

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 2,399 (2,550)
Citation 1

Abstract:

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

2.
Downloads 1,850 ( 6,427)
Citation 224

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 1,628 (7,889)
Citation 224

Abstract:

In Search of Distress Risk

NBER Working Paper No. w12362
Number of pages: 54 Posted: 20 Jul 2006
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 215 (118,493)
Citation 224

Abstract:

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 7 (539,157)
Citation 223

Abstract:

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 1,384 (9,033)
Citation 6

Abstract:

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
State Street Global Advisors and University of California, Davis
Downloads 776 (23,119)
Citation 2

Abstract:

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 776 (23,657)
Citation 29

Abstract:

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
University of California, Davis, University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School
Downloads 491 (38,158)
Citation 6

Abstract:

CDS, market segmentation, inattention

7.

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 293 (85,335)

Abstract:

inflation derivatives, inflation targeting, target zones, option pricing

8.

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 Brandeis University
Downloads 203 (114,212)
Citation 1

Abstract:

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

9.

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 172 (136,389)
Citation 3

Abstract:

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

Inflating Away the Public Debt? An Empirical Assessment

Number of pages: 46 Posted: 23 Jul 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)
Downloads 72 (278,540)

Abstract:

inflation options, maturity of government debt, copulas, required reserves

Inflating Away the Public Debt? An Empirical Assessment

NBER Working Paper No. w20339
Number of pages: 67 Posted: 28 Jul 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)
Downloads 8 (533,806)

Abstract:

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)
Downloads 0
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Abstract:

copulas, inflation options, maturity of government debt, required reserves

11.

Optimal Regulation, Executive Compensation and Risk Taking by Financial Institutions

Number of pages: 54 Posted: 07 Mar 2015 Last Revised: 19 Nov 2016
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 75 (99,576)

Abstract:

regulation; financial institutions; executive compensation; risk taking; financial crises

12.

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

Abstract:

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