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Authors whose works are in public domain in at least one jurisdiction

List of works by Hanno Lustig

A Multiplier Approach to Understanding the Macro Implications of Household Finance

scientific article published in November 2007

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Can Housing Collateral Explain Long-Run Swings in Asset Returns?

scientific article published in December 2006

Capital Share Dynamics When Firms Insure Workers

scientific article published in September 2016

Common Risk Factors in Currency Markets

scientific article published in June 2008

Complex Asset Markets

scientific article published in June 2017

Countercyclical Currency Risk Premia

scientific article published in September 2010

Deflation Risk

scientific article published in July 2013

Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?

scientific article published in February 2016

Dollar Safety and the Global Financial Cycle

scientific article published in August 2020

Equity is Cheap for Large Financial Institutions: The International Evidence

scientific article published in June 2016

Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data

scientific article published in November 2007

Firm Volatility in Granular Networks

scientific article published in September 2013

Fiscal Hedging and the Yield Curve

scientific article published in October 2005

Foreign Safe Asset Demand and the Dollar Exchange Rate

scientific article published in March 2018

Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates

scientific article published in September 2017

Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective

scientific article published in September 2003

How Does the U.S. Government Finance Fiscal Shocks?

scientific article published in October 2010

How Much Does Household Collateral Constrain Regional Risk Sharing?

scientific article published in May 2004

Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy

scientific article published in July 2014

Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?

scientific article published in September 2009

Manufacturing Risk-free Government Debt

scientific article published in September 2020

Post-FOMC Announcement Drift in U.S. Bond Markets

scientific article published in October 2018

Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation

scientific article published in November 2010

Spending Less After (Seemingly) Bad News

scientific article published in April 2020

Technological Change and the Growing Inequality in Managerial Compensation

scientific article published in January 2009

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

scientific article published in April 2014

The Cross-Section and Time-Series of Stock and Bond Returns

scientific article published in January 2010

The Cross-Section of Currency Risk Premia and US Consumption Growth Risk

scientific article published in February 2005

The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply

scientific article published in February 2008

The Market Price of Aggregate Risk and the Wealth Distribution

The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street

The Term Structure of Currency Carry Trade Risk Premia

scientific article published in November 2013

The U.S. Public Debt Valuation Puzzle

scientific article published in December 2019

The Wealth-Consumption Ratio

Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees

scientific article published in June 2011

When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?

scientific article published in October 2006

Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle

scientific article published in September 2010