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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

Firm heterogeneity and credit risk diversification

Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - In: Journal of empirical finance 15 (2008) 4, pp. 583-612

Persistent link: https://www.econbiz.de/10003759687

Confidence intervals for probabilities of default

Hanson, Samuel G.; Schuermann, Til - In: Journal of banking & finance 30 (2006) 8, pp. 2281-2301

Persistent link: https://www.econbiz.de/10003355794

Issuer quality and corporate bond returns

Greenwood, Robin; Hanson, Samuel G. - 2011

Persistent link: https://www.econbiz.de/10008904723

Issuer quality and corporate bond returns

Greenwood, Robin; Hanson, Samuel G. - In: The review of financial studies 26 (2013) 6, pp. 1483-1525

Persistent link: https://www.econbiz.de/10009755361

Firm heterogeneity and credit risk diversification

Hanson, Samuel G.; Pesaran, M. Hashem; Schuermann, Til - 2005

This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic and idiosyncratic risks and the nature of firm heterogeneity. The theoretical results obtained indicate that if firm-specific risk...