Hanno Lustig

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

Year: 2003
Journal: Journal of Finance
Authors: Hanno Lustig; Stijn Van Nieuwerburgh

A Theory of Housing Collateral, Consumption Insurance, and Risk Premia

Year: 2004
Journal: No Journal Matched
Authors: Hanno Lustig; Stijn Van Nieuwerburgh

How Much Does Household Collateral Constrain Regional Risk Sharing?

Year: 2004
Journal: Review of Economic Dynamics
Authors: Hanno Lustig; Stijn Van Nieuwerburgh

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

Year: 2005
Journal: American Economic Review
Authors: Hanno Lustig; Adrien Verdelhan

Fiscal Hedging and the Yield Curve

Year: 2005
Journal: Journal of Monetary Economics
Authors: Hanno Lustig; Chris Sleet; Evin Yeltekin

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

Year: 2005
Journal: Review of Financial Studies
Authors: Hanno Lustig; Stijn Van Nieuwerburgh

The Market Price of Aggregate Risk and the Wealth Distribution

Year: 2005
Journal: Review of Financial Studies
Authors: Hanno Lustig; Yili Chien

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

Year: 2006
Journal: No Journal Matched
Authors: Hanno Lustig; Stijn Van Nieuwerburgh

When Is Market Incompleteness Irrelevant for the Price of Aggregate Risk and When Is It Not?

Year: 2006
Journal: Journal of Economic Theory
Authors: Dirk Krueger; Hanno Lustig

The Irrelevance of Market Incompleteness for the Price of Aggregate Risk

Year: 2006
Journal: No Journal Matched
Authors: Dirk Krueger; Hanno Lustig

A Multiplier Approach to Understanding the Macro Implications of Household Finance

Year: 2007
Journal: Review of Economic Studies
Authors: Yili Chien; Harold Cole; Hanno Lustig

Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data

Year: 2007
Journal: Journal of the European Economic Association
Authors: Dirk Krueger; Hanno Lustig; Fabrizio Perri

The Wealth-Consumption Ratio

Year: 2008
Journal: Review of Asset Pricing Studies
Authors: Hanno Lustig; Stijn Van Nieuwerburgh; Adrien Verdelhan

Common Risk Factors in Currency Markets

Year: 2008
Journal: Review of Financial Studies
Authors: Hanno Lustig; Nikolai Roussanov; Adrien Verdelhan

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

Year: 2008
Journal: American Economic Review
Authors: Hanno Lustig; Adrien Verdelhan

Technological Change and the Growing Inequality in Managerial Compensation

Year: 2009
Journal: Journal of Financial Economics
Authors: Hanno Lustig; Chad Syverson; Stijn Van Nieuwerburgh

The Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing

Year: 2009
Journal: American Economic Review
Authors: Yili Chien; Harold L. Cole; Hanno Lustig

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

Year: 2010
Journal: Journal of Finance
Authors: Matthias Fleckenstein; Francis A. Longstaff; Hanno Lustig

Countercyclical Currency Risk Premia

Year: 2010
Journal: Journal of Financial Economics
Authors: Hanno Lustig; Nikolai Roussanov; Adrien Verdelhan

How Does the US Government Finance Fiscal Shocks?

Year: 2010
Journal: American Economic Journal: Macroeconomics
Authors: Antje Berndt; Hanno Lustig; Sevin Yeltekin

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

Year: 2010
Journal: Journal of Monetary Economics
Authors: Ralph SJ Koijen; Hanno Lustig; Stijn Van Nieuwerburgh

Size Anomalies in US Bank Stock Returns: A Fiscal Explanation

Year: 2010
Journal: Journal of Finance
Authors: Priyank Gandhi; Hanno Lustig

Too Systemic to Fail: What Option Markets Imply About Sector-Wide Government Guarantees

Year: 2011
Journal: American Economic Review
Authors: Bryan T. Kelly; Hanno Lustig; Stijn Van Nieuwerburgh

The Wealth-Consumption Ratio

Year: 2012
Journal: Review of Asset Pricing Studies
Authors: Hanno Lustig; Stijn Van Nieuwerburgh; Adrien Verdelhan

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

Year: 2012
Journal: Journal of Monetary Economics
Authors: Ralph Koijen; Hanno Lustig; Stijn Van Nieuwerburgh

Too Systemic to Fail: What Option Markets Imply About Sectorwide Government Guarantees

Year: 2012
Journal: American Economic Review
Authors: Bryan Kelly; Hanno Lustig; Stijn Van Nieuwerburgh

Deflation Risk

Year: 2013
Journal: Review of Financial Studies
Authors: Matthias Fleckenstein; Francis A. Longstaff; Hanno Lustig

Firm Volatility in Granular Networks

Year: 2013
Journal: Journal of Political Economy
Authors: Bernard Herskovic; Bryan Kelly; Hanno Lustig; Stijn Van Nieuwerburgh

The Term Structure of Currency Carry Trade Risk Premia

Year: 2013
Journal: American Economic Review
Authors: Hanno Lustig; Andreas Stathopoulos; Adrien Verdelhan

The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

Year: 2014
Journal: Journal of Financial Economics
Authors: Bernard Herskovic; Bryan T. Kelly; Hanno Lustig; Stijn Van Nieuwerburgh

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

Year: 2014
Journal: No Journal Matched
Authors: Yili Chien; Harold L. Cole; Hanno Lustig

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

Year: 2016
Journal: American Economic Review
Authors: Hanno Lustig; Adrien Verdelhan

Equity is Cheap for Large Financial Institutions: The International Evidence

Year: 2016
Journal: No Journal Matched
Authors: Priyank Gandhi; Hanno Lustig; Alberto Plazzi

Capital Share Dynamics When Firms Insure Workers

Year: 2016
Journal: Journal of Finance
Authors: Barney Hartman-Glaser; Hanno Lustig; Mindy Z. Xiaolan

Complex Asset Markets

Year: 2017
Journal: Journal of Finance
Authors: Andrea L. Eisfeldt; Hanno Lustig; Lei Zhang

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

Year: 2017
Journal: No Journal Matched
Authors: Hanno Lustig; Robert J. Richmond

Foreign Safe Asset Demand and the Dollar Exchange Rate

Year: 2018
Journal: Journal of Finance
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig

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

Year: 2018
Journal: No Journal Matched
Authors: Jordan Brooks; Michael Katz; Hanno Lustig

The US Public Debt Valuation Puzzle

Year: 2019
Journal: No Journal Matched
Authors: Zhengyang Jiang; Hanno Lustig; Stijn Van Nieuwerburgh; Mindy Z. Xiaolan

Spending Less After Seemingly Bad News

Year: 2020
Journal: Journal of Finance
Authors: Mark Garmaise; Yaron Levi; Hanno Lustig

Dollar Safety and the Global Financial Cycle

Year: 2020
Journal: No Journal Matched
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig

Manufacturing Risk-Free Government Debt

Year: 2020
Journal: No Journal Matched
Authors: Zhengyang Jiang; Hanno Lustig; Stijn van Nieuwerburgh; Mindy Z. Xiaolan

Financial and Total Wealth Inequality with Declining Interest Rates

Year: 2021
Journal: No Journal Matched
Authors: Daniel L. Greenwald; Matteo Leombroni; Hanno Lustig; Stijn Van Nieuwerburgh

What Drives Variation in the US Debt-Output Ratio? The Dogs That Didn't Bark

Year: 2021
Journal: No Journal Matched
Authors: Zhengyang Jiang; Hanno Lustig; Stijn van Nieuwerburgh; Mindy Z. Xiaolan

Financial and Total Wealth Inequality with Declining Interest Rates

Year: 2021
Journal: No Journal Matched
Authors: Daniel L. Greenwald; Matteo Leombroni; Hanno Lustig; Stijn Van Nieuwerburgh

Manufacturing Risk-Free Government Debt

Year: 2021
Journal: No Journal Matched
Authors: Zhengyang Jiang; Hanno Lustig; Stijn Van Nieuwerburgh; Mindy Xiaolan

The US Public Debt Valuation Puzzle

Year: 2021
Journal: No Journal Matched
Authors: Zhengyang Jiang; Hanno Lustig; Stijn van Nieuwerburgh; Mindy Xiaolan

Measuring US Fiscal Capacity Using Discounted Cash Flow Analysis

Year: 2022
Journal: Brookings Papers on Economic Activity
Authors: Zhengyang Jiang; Hanno Lustig; Stijn van Nieuwerburgh; Mindy Z. Xiaolan

Exorbitant Privilege Gained and Lost: Fiscal Implications

Year: 2022
Journal: No Journal Matched
Authors: Zefeng Chen; Zhengyang Jiang; Hanno Lustig; Stijn van Nieuwerburgh; Mindy Z. Xiaolan

Exorbitant Privilege Gained and Lost: Fiscal Implications

Year: 2022
Journal: No Journal Matched
Authors: Zefeng Chen; Zhengyang Jiang; Hanno Lustig; Stijn van Nieuwerburgh; Mindy Xiaolan

Measuring U.S. Fiscal Capacity Using Discounted Cash Flow Analysis

Year: 2022
Journal: Brookings Papers on Economic Activity
Authors: Zhengyang Jiang; Hanno Lustig; Stijn van Nieuwerburgh; Mindy Xiaolan

The Rest of the World's Dollar-Weighted Return on U.S. Treasuries

Year: 2022
Journal: No Journal Matched
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig

What About Japan

Year: 2023
Journal: No Journal Matched
Authors: Yili Chien; Harold L. Cole; Hanno Lustig

Implications of Asset Market Data for Equilibrium Models of Exchange Rates

Year: 2023
Journal: No Journal Matched
Authors: Zhengyang Jiang; Arvind Krishnamurthy; Hanno Lustig