Alex Hsu

Georgia Institute of Technology - Scheller College of Business

Assistant Professor

800 West Peachtree St.

Atlanta, GA 30308

United States

  • Georgia Institute of Technology - Scheller College of Business

SCHOLARLY PAPERS

15

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Top 17,233

in Total Papers Downloads

3,402

SSRN CITATIONS
Rank 18,439

SSRN RANKINGS

Top 18,439

in Total Papers Citations

34

CROSSREF CITATIONS

22

Scholarly Papers (15)

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1.

Fiscal Policy Driven Bond Risk Premia

Number of pages: 100 Posted: 15 Sep 2016 Last Revised: 10 Apr 2019
Lorenzo Bretscher, Alex Hsu and Andrea Tamoni
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 534 (61,723)
Citation 6

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Bond Risk Premia, Fiscal Policy, Uncertainty

2.

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

Downloads 487 ( 69,268)
Citation 7

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

Number of pages: 56 Posted: 23 Feb 2015 Last Revised: 26 Oct 2015
Sudheer Chava and Alex Hsu
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 426 (80,712)
Citation 4

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Financial Constraint, Monetary Policy, Cash Flow News

Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

Georgia Tech Scheller College of Business Research Paper No. 1
Number of pages: 57 Posted: 06 Nov 2015 Last Revised: 09 Nov 2015
Sudheer Chava and Alex Hsu
Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 61 (421,084)
Citation 2

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Financial Constraint, Monetary Policy, Cross-Section of Stock Returns

3.

COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission

Georgia Tech Scheller College of Business Research Paper No. 3588418, Swiss Finance Institute Research Paper No. 21-05
Number of pages: 58 Posted: 30 Apr 2020 Last Revised: 26 Jan 2021
Lorenzo Bretscher, Alex Hsu, Peter Simasek and Andrea Tamoni
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 459 (74,692)
Citation 15

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COVID-19, Equity Returns, Labor Supply, Uncertainty, Earnings Forecast

4.

The Economic Impact of Right-to-Work Laws: Evidence from Collective Bargaining Agreements and Corporate Policies

Georgia Tech Scheller College of Business Research Paper No. 18-1
Number of pages: 91 Posted: 20 Dec 2017 Last Revised: 01 Aug 2019
Sudheer Chava, Andras Danis and Alex Hsu
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Georgia Institute of Technology - Scheller College of Business
Downloads 449 (76,507)
Citation 8

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Right to Work, Collective Bargaining, Unions, Wage Growth, Investment

5.

The Real Response to Uncertainty Shocks: the Risk Premium Channel

Georgia Tech Scheller College of Business Research Paper No. 17-13
Number of pages: 62 Posted: 22 Mar 2017 Last Revised: 30 Apr 2020
Lorenzo Bretscher, Alex Hsu and Andrea Tamoni
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 291 (124,756)
Citation 6

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Risk Aversion, Uncertainty, Conditional IRF, Dynamic Economies

6.

Does History Repeat Itself? Business Cycle and Industry Returns

Georgia Tech Scheller College of Business Research Paper No. 17-24, Journal of Monetary Economics, Forthcoming
Number of pages: 62 Posted: 04 Jul 2016 Last Revised: 11 Nov 2019
Sudheer Chava, Alex Hsu and Linghang Zeng
Georgia Institute of Technology - Scheller College of Business, Georgia Institute of Technology - Scheller College of Business and Babson College - Finance Division
Downloads 288 (126,594)
Citation 2

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Business Cycle, Industry Returns, Sector Rotation Strategy, Cash Flow News

7.

The Decline in Asset Return Predictability and Macroeconomic Volatility

FEDS Working Paper No. 2017-050
Number of pages: 75 Posted: 08 May 2017
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 190 (189,049)

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Asset return predictability, Great Moderation, Monetary policy, Time-varying macroeconomic volatility

8.

Default Risk and the Pricing of U.S. Sovereign Bonds

Georgia Tech Scheller College of Business Research Paper No. 18-20
Number of pages: 68 Posted: 13 Jun 2018 Last Revised: 08 Jun 2019
Robert F. Dittmar, Alex Hsu, Guillaume Roussellet and Peter Simasek
University of Michigan, Stephen M. Ross School of Business, Georgia Institute of Technology - Scheller College of Business, McGill University - Desautels Faculty of Management and Georgia Institute of Technology - Scheller College of Business
Downloads 163 (215,821)
Citation 1

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Treasury, TIPS, Breakeven Inflation, Default risk, Recovery rates

9.

Implementing Stochastic Volatility in DSGE Models: A Comment

Georgia Tech Scheller College of Business Research Paper No. 17-40
Number of pages: 22 Posted: 21 Oct 2017 Last Revised: 01 Jul 2018
Lorenzo Bretscher, Alex Hsu and Andrea Tamoni
London Business School - Department of Finance, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 135 (251,931)

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Dynamic equilibrium economies, Stochastic volatility, Perturbation, Matlab code

10.

The Declining Asset Return Predictability and Macroeconomic Volatility

Number of pages: 74 Posted: 02 Sep 2016 Last Revised: 25 Mar 2017
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 90 (334,019)

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Return Predictability, Monetary Policy, Stochastic Volatility

11.

Banking Structure and Monetary Policy Transmission: Evidence from Firm-Level Investment

Georgia Tech Scheller College of Business Research Paper No. 17-12
Number of pages: 81 Posted: 23 Mar 2017 Last Revised: 27 Sep 2018
Alex Hsu
Georgia Institute of Technology - Scheller College of Business
Downloads 75 (372,213)
Citation 1

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Banking Deregulation, Investment, Monetary Policy Transmission, Financial Accelerator

12.

When It Rains It Pours: Cascading Uncertainty Shocks

Downloads 70 (386,638)
Citation 1

When It Rains It Pours: Cascading Uncertainty Shocks

Number of pages: 61 Posted: 30 Jul 2019 Last Revised: 31 Aug 2020
Anthony M. Diercks, Alex Hsu and Andrea Tamoni
Board of Governors of the Federal Reserve System, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 39 (512,735)
Citation 1

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Dynamic Equilibrium Economies; Stochastic Volatility; Perturbation.

When it Rains it Pours: Cascading Uncertainty Shocks

FEDS Working Paper No. 2020-064
Number of pages: 65 Posted: 25 Aug 2020
Anthony M. Diercks, Alex Hsu and Andrea Tamoni
Board of Governors of the Federal Reserve System, Georgia Institute of Technology - Scheller College of Business and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 31 (555,549)

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Dynamic Equilibrium Economies, Stochastic Volatility, Perturbation

13.

Real and Nominal Equilibrium Yield Curves with Endogenous Inflation: A Quantitative Assessment

Ross School of Business Paper No. 1256
Number of pages: 71 Posted: 02 Nov 2014 Last Revised: 26 Oct 2015
Alex Hsu, Erica X. N. Li and Francisco Palomino
Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and University of Michigan, Stephen M. Ross School of Business
Downloads 66 (398,958)
Citation 3

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Term structure of interest rates, bond risk premia, monetary policy, nominal rigidities

14.

Real and Nominal Equilibrium Yield Curves: Wage Rigidities and Permanent Shocks

FEDS Working Paper No. 2016-032
Number of pages: 54 Posted: 22 Apr 2016
Alex Hsu, Erica X. N. Li and Francisco Palomino
Georgia Institute of Technology - Scheller College of Business, Cheung Kong Graduate School of Business and Board of Governors of the Federal Reserve System
Downloads 57 (429,135)
Citation 2

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Term structure of interest rates, bond risk premia, monetary policy, nominal rigidities

15.

Gone With the Vol: A Decline in Asset Return Predictability During the Great Moderation

Georgia Tech Scheller College of Business Research Paper No. 19-04
Number of pages: 64 Posted: 08 Feb 2019
Alex Hsu, Francisco Palomino and Charles Qian
Georgia Institute of Technology - Scheller College of Business, Board of Governors of the Federal Reserve System and Citigroup
Downloads 48 (462,859)

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Asset Return Predictability, Time-Varying Macroeconomic Volatility, Monetary Policy, Great Moderation