In search of distress risk JY Campbell, J Hilscher, J Szilagyi The Journal of Finance 63 (6), 2899-2939, 2008 | 3318 | 2008 |
Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt* J Hilscher, Y Nosbusch Review of Finance 14 (2), 235-262, 2010 | 741 | 2010 |
Credit ratings and credit risk: Is one measure enough? J Hilscher, MI Wilson Management Science 63 (10), 3414-3437, 2017 | 284* | 2017 |
Predicting Financial Distress and the Performance of Distressed Stocks JY Campbell, J Hilscher, J Szilagyi Journal of Investment Management 9 (2), 14-34, 2011 | 271 | 2011 |
Bank stability and market discipline: The effect of contingent capital on risk taking and default probability J Hilscher, A Raviv Journal of Corporate Finance 29, 542–560, 2014 | 236 | 2014 |
Are credit default swaps a sideshow? Evidence that information flows from equity to CDS markets J Hilscher, J Pollet, MI Wilson Journal of Financial and Quantitative Analysis 50 (3), 543-567, 2015 | 220 | 2015 |
Inflating away the public debt? An empirical assessment J Hilscher, A Raviv, R Reis The Review of Financial Studies 35 (3), 1553-1595, 2022 | 129 | 2022 |
Sources of momentum profits: Evidence on the irrelevance of characteristics P Bandarchuk, J Hilscher Review of Finance 17 (2), 809-845, 2013 | 125 | 2013 |
Conflicts of interest on corporate boards: The effect of creditor-directors on acquisitions J Hilscher, E Şişli-Ciamarra Journal of Corporate Finance 19, 140-158, 2013 | 59 | 2013 |
How likely is an inflation disaster? J Hilscher, A Raviv, R Reis CEPR Discussion Paper No. DP17224, 2022 | 33 | 2022 |
Optimal Regulation, Executive Compensation and Risk Taking by Financial Institutions J Hilscher, Y Landskroner, A Raviv Journal of Corporate Finance 71, 2021 | 17 | 2021 |
Measuring the market value of central bank capital J Hilscher, A Raviv, R Reis LSE manuscript, 2016 | 11 | 2016 |
Measuring the risk of default: A modern approach J Hilscher, RA Jarrow, DR Van Deventer RMA JOURNAL 90 (10), 70, 2008 | 11 | 2008 |
Is the corporate bond market forward looking? J Hilscher ECB Working Paper, 2007 | 11 | 2007 |
The valuation of corporate coupon bonds J Hilscher, RA Jarrow, DR van Deventer Available at SSRN 3277092, 2023 | 9 | 2023 |
Time varying expected returns, stochastic dividend yields, and default probabilities: Linking the credit risk and equity literatures G Chacko, P Hecht, J Hilscher Wokring paper, Harvard Business School, 2004 | 5 | 2004 |
Inflation derivatives under inflation target regimes M Avriel, J Hilscher, A Raviv Journal of Futures Markets 33 (10), 911-938, 2013 | 4 | 2013 |
Secular rise and pro-cyclical variation in markups: Evidence from US grocery stores B Gafarov, T Gong, J Hilscher Available at SSRN 4551482, 2023 | 2 | 2023 |
Two different exits: Prediction and performance of stocks that are about to stop trading T Bai, J Hilscher, Y Xiao The Quarterly Journal of Finance 13 (01), 2350003, 2023 | 1 | 2023 |
Designing bankers’ pay: Using contingent capital to reduce risk-shifting incentives J Hilscher, SP Lazar, A Raviv The Quarterly Journal of Finance 12 (01), 2240005, 2022 | 1 | 2022 |