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Demand-and-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuri - In: Journal of financial economics 154 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015072199
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A quantity-driven theory of term premia and exchange rates
Greenwood, Robin; Hanson, Samuel G.; Stein, Jeremy C.; … - In: The quarterly journal of economics 138 (2023) 4, pp. 2327-2389
Persistent link: https://www.econbiz.de/10014391979
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Supply and Demand and the Term Structure of Interest Rates
Greenwood, Robin; Hanson, Samuel G.; Vayanos, Dimitri - National Bureau of Economic Research - 2023
We survey the growing literature emphasizing the role that supply-and-demand forces play in shaping the term structure of interest rates. Our starting point is the Vayanos and Vila (2009, 2021) model of the term structure of default-free bond yields, which we present in both discrete and...
Persistent link: https://www.econbiz.de/10014437010
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Characteristic timing
Greenwood, Robin; Hanson, Samuel G. - 2010
Persistent link: https://www.econbiz.de/10003966418
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Issuer quality and the credit cycle
Greenwood, Robin; Hanson, Samuel G. - 2011
Persistent link: https://www.econbiz.de/10009234565
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Waves in ship prices and investment
Greenwood, Robin; Hanson, Samuel G. - 2013
Persistent link: https://www.econbiz.de/10009784772
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The rise and fall of demand for securitizations
Chernenko, Sergey; Hanson, Samuel G.; Sunderam, Adi - 2014
Persistent link: https://www.econbiz.de/10010468757
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An evaluation of money market fund reform proposals
Hanson, Samuel G.; Scharfstein, David; Sunderam, Adi - In: IMF economic review 63 (2015) 4, pp. 984-1023
Persistent link: https://www.econbiz.de/10011537648
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Banks as patient fixed-income investors
Hanson, Samuel G.; Shleifer, Andrei; Stein, Jeremy C.; … - In: Journal of financial economics 117 (2015) 3, pp. 449-469
Persistent link: https://www.econbiz.de/10011480277
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A comparative-advantage approach to government debt maturity
Greenwood, Robin; Hanson, Samuel G.; Stein, Jeremy C. - In: The journal of finance : the journal of the American … 70 (2015) 4, pp. 1683-1722
Persistent link: https://www.econbiz.de/10011449092