Showing results 1 - 10 of 13
2019, Paper, "We develop a model in which risk-averse, specialized bond investors must be paid to absorb shocks to the supply and demand for long-term bonds in two currencies.…
The Excess Sensitivity of Long-Term Rates: A Tale of Two Frequencies. Samuel Hanson, October 15, 2018, Paper, "Long-term nominal interest rates are known to be highly sensitive to…
Interest Rate Conundrums in the 21st Century. Samuel Hanson, June 13, 2018, Paper, "A large literature argues that long-term nominal interest rates react far more to high-…
Interest Rate Conundrums in the Twenty-First Century. Samuel Hanson, March 31, 2017, Paper, "A large literature argues that long-term interest rates appear to react far more…
The Optimal Maturity of Government Debt. Robin Greenwood, Samuel Hanson, Lawrence Summers, 2016, Book Chapter. "The central task of debt management is to decide which debt…
Forward Guidance in the Yield Curve: Short Rates versus Bond Supply. Robin Greenwood, Samuel Hanson, November 17, 2015, Paper. "We present a model of the yield curve in which…
A Comparative-Advantage Approach to Government Debt Maturity. Robin Greenwood, Samuel Hanson, Jeremy Stein, August 2015, Paper. "The government’s choice of shorter-…
Government Debt Management at the Zero Lower Bound. Robin Greenwood, Samuel G. Hanson, Lawrence H. Summers, September 30, 2014, Paper. "This paper re-examines government debt…
GOVERNMENT DEBT MANAGEMENT AT THE ZERO LOWER BOUND. Robin Greenwood, Samuel G. Hanson, Lawrence Summers. September 30, 2014. Paper. " Quantify Fed vs. Treasury…
Fiscal Risk and the Portfolio of Government Programs. Samuel G. Hanson, David S. Scharfstein, Adi Sunderam, June 2014, Paper. "This paper proposes a new approach to social cost-…