Access Statistics for Samuel G. Hanson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gap-Filling Theory of Corporate Debt Maturity Choice 0 0 3 132 1 1 9 547
A Quantity-Driven Theory of Term Premia and Exchange Rates 0 1 4 28 0 2 19 95
Banks as Patient Fixed Income Investors 0 0 0 40 0 0 3 146
Banks as Patient Fixed Income Investors 0 0 0 33 0 0 0 181
Banks as Patient Fixed-Income Investors 0 0 0 39 0 0 3 154
Banks as patient fixed-income investors 0 0 1 27 0 0 3 85
Characteristic Timing 0 0 0 18 0 0 2 135
Do Hedge Funds Profit From Mutual-Fund Distress? 0 0 1 187 3 4 7 611
Estimating probabilities of default 0 0 1 280 0 0 2 652
Firm Heterogeneity and Credit Risk Diversification 0 0 0 284 0 0 1 684
Fiscal Risk and the Portfolio of Government Programs 0 0 0 33 0 0 0 57
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 29 0 0 2 82
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 0 0 56 0 1 2 75
Issuer Quality and Corporate Bond Returns 0 0 0 12 1 1 4 159
Issuer Quality and the Credit Cycle 0 0 0 13 0 0 1 125
Monetary policy and long-term real rates 0 0 1 58 0 0 12 237
Predictable Financial Crises 0 7 22 238 4 14 73 659
Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates 0 1 1 73 0 1 4 194
Reflexivity in Credit Markets 0 0 2 18 2 3 6 93
Scope for Credit Risk Diversification 0 0 0 122 0 0 1 650
Scope for Credit Risk Diversification 0 0 0 283 0 0 0 1,027
The Decline of Big-Bank Lending to Small Business: Dynamic Impacts on Local Credit and Labor Markets 0 0 1 49 0 0 8 164
The Rise and Fall of Demand for Securitizations 0 0 0 18 7 8 9 115
The Rise and Fall of Demand for Securitizations 0 0 0 17 2 2 2 50
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies 0 1 4 26 1 3 11 67
Waves in Ship Prices and Investment 0 0 0 32 0 0 2 103
Total Working Papers 0 10 41 2,145 21 40 186 7,147

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative-Advantage Approach to Government Debt Maturity 0 0 2 26 2 2 7 217
A Gap‐Filling Theory of Corporate Debt Maturity Choice 0 0 3 88 0 2 9 408
A Macroprudential Approach to Financial Regulation 1 3 6 493 2 7 25 1,463
An Evaluation of Money Market Fund Reform Proposals 1 1 6 49 3 5 13 224
Are there too many safe securities? Securitization and the incentives for information production 0 0 0 30 0 0 1 150
Asset Price Dynamics in Partially Segmented Markets 0 0 0 10 0 1 2 57
Banks as patient fixed-income investors 1 2 3 68 2 4 13 338
Confidence intervals for probabilities of default 0 2 9 159 0 3 17 393
Firm heterogeneity and credit risk diversification 0 0 1 58 0 0 2 220
Issuer Quality and Corporate Bond Returns 1 3 8 72 2 8 34 295
Monetary policy and long-term real rates 0 0 4 226 2 5 21 753
Mortgage convexity 1 1 3 52 2 3 13 165
Share Issuance and Factor Timing 0 0 2 26 0 1 5 126
Social Risk, Fiscal Risk, and the Portfolio of Government Programs 0 0 0 5 0 0 3 39
Strengthening and Streamlining Bank Capital Regulation 0 0 2 16 0 1 6 65
The Growth and Limits of Arbitrage: Evidence from Short Interest 0 0 3 16 0 0 13 71
The Variance of Non-Parametric Treatment Effect Estimators in the Presence of Clustering 0 0 0 17 0 0 0 104
Waves in Ship Prices and Investment 1 1 1 23 1 2 8 213
Who neglects risk? Investor experience and the credit boom 0 0 1 30 0 0 8 146
Total Journal Articles 6 13 54 1,464 16 44 200 5,447

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply 0 1 2 19 0 3 11 145
The Federal Reserve’s Balance Sheet as a Financial-Stability Tool 0 1 4 20 0 7 23 102
Total Chapters 0 2 6 39 0 10 34 247

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Statistics updated 2023-11-05