Jens Hilscher

University of California, Davis

Associate Professor

One Shields Avenue

Davis, CA 95616

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 3,521

in Total Papers Downloads

10,655

CITATIONS
Rank 2,269

SSRN RANKINGS

Top 2,269

in Total Papers Citations

209

Scholarly Papers (13)

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 3,523 (2,706)
Citation 23

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

2.
Downloads 1,956 ( 7,384)
Citation 173

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 1,705 (9,103)
Citation 19

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In Search of Distress Risk

NBER Working Paper No. w12362
Number of pages: 54 Posted: 20 Jul 2006 Last Revised: 15 Sep 2006
John Y. Campbell, Jens Hilscher and Jan Szilagyi
Harvard University - Department of Economics, University of California, Davis and Duquesne Capital Management LLC
Downloads 221 (136,118)
Citation 277

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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 30 (473,902)

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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 1,605 (10,247)
Citation 47

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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
State Street Global Advisors and University of California, Davis
Downloads 887 (25,467)
Citation 24

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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 836 (27,648)
Citation 71

Abstract:

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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
University of California, Davis, University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School
Downloads 606 (42,751)
Citation 35

Abstract:

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CDS, market segmentation, inattention

7.

Optimal Regulation, Executive Compensation and Risk Taking by Financial Institutions

Number of pages: 55 Posted: 07 Mar 2015 Last Revised: 19 Nov 2017
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 331 (89,455)
Citation 9

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bank regulation; fnancial institutions; executive compensation; risk tak- ing; 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 301 (99,204)

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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 Brandeis University
Downloads 238 (126,937)
Citation 9

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

10.

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 191 (156,535)
Citation 1

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

Inflating Away the Public Debt? An Empirical Assessment

Number of pages: 67 Posted: 23 Jul 2014 Last Revised: 22 Dec 2017
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 92 (278,731)

Abstract:

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inflation, debt debasement, value at risk, inflation derivatives, debt maturity

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 10 (598,984)

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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)
Downloads 0
Citation 5
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copulas, inflation options, maturity of government debt, required reserves

12.

The Valuation of Corporate Coupon Bonds

Number of pages: 34 Posted: 27 Nov 2018 Last Revised: 12 Jul 2019
University of California, Davis, Cornell University - Samuel Curtis Johnson Graduate School of Management and Kamakura Corporation
Downloads 79 (303,794)

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corporate bonds, default probabilities, credit spreads, recovery rates

13.

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