Hanno Lustig
Hanno Lustig
Mizuho Financial Group Professor of Finance, Stanford Graduate School of Business
Verified email at stanford.edu - Homepage
Title
Cited by
Cited by
Year
Common risk factors in currency markets
H Lustig, N Roussanov, A Verdelhan
Review of Financial Studies 24 (11), 3731-3777, 2011
10762011
The cross section of foreign currency risk premia and consumption growth risk
H Lustig, A Verdelhan
American Economic Review 97 (1), 89-117, 2007
7762007
Housing collateral, consumption insurance, and risk premia: An empirical perspective
HN Lustig, SG Van Nieuwerburgh
The Journal of Finance 60 (3), 1167-1219, 2005
7162005
Size Anomalies in US Bank Stock Returns
P Gandhi, H Lustig
Journal of Finance, 2012
338*2012
Countercyclical currency risk premia
H Lustig, N Roussanov, A Verdelhan
Journal of Financial Economics, 0
336*
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
B Herskovic, BT Kelly, H Lustig, S Van Nieuwerburgh
Journal of Financial Economics, 2014
3062014
The TIPS‐Treasury Bond Puzzle
M Fleckenstein, FA Longstaff, H Lustig
Journal of Finance, 2014
299*2014
The market price of aggregate risk and the wealth distribution
YL Chien, H Lustig
The Review of Financial Studies 23 (4), 1596-1650, 2010
274*2010
The cross-section and time-series of stock and bond returns
RSJ Koijen, H Lustig, S Van Nieuwerburgh
National Bureau of Economic Research, 2010
260*2010
Too-systemic-to-fail: What option markets imply about sector-wide government guarantees
BT Kelly, H Lustig, S Van Nieuwerburgh
American Economic Review, 2011
239*2011
The Wealth-Consumption Ratio
S Van Nieuwerburgh, H Lustig, A Verdelhan
Review of Asset Pricing Studies 3 (1), 38-94, 2013
184*2013
The returns on human capital: Good news on wall street is bad news on main street
H Lustig, S Van Nieuwerburgh
Review of Financial Studies 21 (5), 2097-2137, 2005
1612005
Firm volatility in granular networks
S Van Nieuwerburgh, H Lustig, B Kelly
accepted Journal of Political Economy, 2014
160*2014
How much does household collateral constrain regional risk sharing?
H Lustig, S Van Nieuwerburgh
Review of Economic Dynamics 13 (2), 265-294, 2010
141*2010
Fiscal hedging with nominal assets
H Lustig, C Sleet, Ş Yeltekin
Journal of Monetary Economics 55 (4), 710-727, 2008
130*2008
Technological change and the growing inequality in managerial compensation
H Lustig, C Syverson, S Van Nieuwerburgh
Journal of Financial Economics 99 (3), 601-627, 2011
1282011
The Term Structure of Currency Carry Trade Risk Premia
HN Lustig, A Stathopoulos, A Verdelhan
American Economic Review, 2016
124*2016
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
D Krueger, H Lustig
Journal of Economic Theory 145 (1), 1-41, 2010
1132010
3. Optimal Monetary Policy with Collateralized Household Debt and Borrowing Constraints
T Monacelli, H Lustig
Asset prices and monetary policy, 103-146, 2008
1092008
Foreign safe asset demand and the dollar exchange rate
Z Jiang, A Krishnamurthy, H Lustig
Journal of Finance, 2020
1072020
The system can't perform the operation now. Try again later.
Articles 1–20