Ratings - Publications - Faculty & Research

06 Nov 2024
News

Box Jumping: Portfolio Recompositions to Achieve Higher Morningstar Ratings

Working Paper Summaries

A Quantity-Driven Theory of Term Premia and Exchange Rates

Keywords: by Robin Greenwood, Samuel G. Hanson, Jeremy C. Stein, and Adi Sunderam

13 Jan 2016
Working Paper Summaries

Forward Guidance in the Yield Curve: Short Rates versus Bond Supply

Keywords: by Robin Greenwood, Samuel G. Hanson, and Dimitri Vayanos; Financial Services

09 Mar 2021
Working Paper Summaries

Stock Price Reactions to ESG News: The Role of ESG Ratings and Disagreement

Keywords: by George Serafeim and Aaron Yoon; Financial Services

23 Nov 2022
Podcast

The American Opportunity Index: Rating Employers on Upward Mobility

High on the list of what makes a good job is the opportunity to advance. How well do Fortune 250 firms deliver on this, particularly for non-college graduates? Co-creators of the American Opportunity Index, HBS Managing the Future of Work co-chair Joe Fuller and... View Details

20 Sep 2022
News

This Boston Startup Has the Scoop on Return-To-Office Rates

1999
Chapter

Interest Rate Rules in an Estimated Sticky Price Model

By: Julio J. Rotemberg and Michael Woodford

Keywords: Interest Rates; Mathematical Methods

Citation

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October 2005
Teaching Note

Exchange Rate Policy at the Monetary Authority of Singapore (TN)

By: Mihir A. Desai and Kathleen Luchs

Keywords: Currency Exchange Rate; Singapore

Citation

Purchase

Article

Scenario Generation for Long Run Interest Rate Risk Assessment

By: Robert F. Engle, Guillaume Roussellet and Emil N. Siriwardane

We propose a statistical model of the term structure of U.S. treasury yields tailored for long-term probability-based scenario generation and forecasts. Our model is easy to estimate and is able to simultaneously reproduce the positivity, persistence, and factor... View Details

Keywords: Forecasting; Stress Testing; Interest Rates; Forecasting and Prediction; Risk Management; United States

Citation

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Article

Exchange Rates Changes and the Distribution of Industry Value

By: Timothy A. Luehrman

Keywords: Currency Exchange Rate; Change; Distribution; Business Ventures; Value

Citation

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January 1982
Background Note

Exchange Rate Determination and Foreign Exchange Equilibrium Conditions, Study Note

By: Thomas R. Piper

Keywords: Currency Exchange Rate; International Finance

Citation

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May 13, 2010
Column

How to Keep Politics out of Rating Agency Reform

By: Robert C. Pozen

Keywords: Government and Politics; Governing Rules, Regulations, and Reforms

Citation

07 Oct 2016
News

Boston-based attorney argues Uber’s star ratings are racially biased

2024
Article

Supply and Demand and the Term Structure of Interest Rates

By: Robin Greenwood, Samuel Hanson and Dimitri Vayanos

We survey the growing literature emphasizing the role that supply-and-demand forces play in shaping the term structure of interest rates. Our starting point is the Vayanos and Vila (2009, 2021) model of the term structure of default-free bond yields, which we present... View Details

Keywords: Demand and Consumers; Interest Rates; Bonds; Financial Markets