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Demand-supply imbalance risk and long-term swap spreads

Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022

Persistent link: https://www.econbiz.de/10013172797

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

Mortgage convexity

Hanson, Samuel G. - In: Journal of financial economics 113 (2014) 2, pp. 270-299

Persistent link: https://www.econbiz.de/10010479539

A gap-filling theory of corporate debt maturity choice

Greenwood, Robin; Hanson, Samuel G.; Stein, Jeremy C. - 2008

"We argue that time-series variation in the maturity of aggregate corporate debt issues arises because firms behave as macro liquidity providers, absorbing the large supply shocks associated with changes in the maturity structure of government debt. We document that when the government funds...