Access Statistics for Hanno Lustig

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplier Approach to Understanding the Macro Implications of Household Finance 0 0 0 92 0 0 2 429
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 1 1 209 0 1 1 539
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 1 92 0 0 4 338
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 0 0 0 241
Can Treasury Markets Add and Subtract? 0 0 0 0 1 6 6 6
Capital Share Dynamics When Firms Insure Workers 0 0 1 17 0 0 2 82
Common Risk Factors in Currency Markets 0 0 1 319 1 2 6 1,191
Common Risk Factors in Currency Markets 0 0 2 31 0 1 6 191
Complex Asset Markets 0 0 0 35 1 1 5 77
Convenience Yields and Exchange Rate Puzzles 1 2 7 19 5 12 29 44
Countercyclical Currency Risk Premia 0 0 0 96 0 1 4 366
Deflation Risk 0 0 0 55 0 1 12 160
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 0 0 1 74
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin) 0 0 0 28 0 0 0 101
Does the US government hedge against government expenditure risk? 0 0 0 1 0 0 1 542
Dollar Safety and the Global Financial Cycle 0 1 1 48 0 3 17 138
Equity is Cheap for Large Financial Institutions: The International Evidence 0 0 0 25 3 4 5 67
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data 0 0 0 76 2 2 2 228
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 2 15 1 6 18 39
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 1 2 232
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 32 3 5 24 118
Firm Volatility in Granular Networks 0 0 0 61 0 1 3 190
Fiscal Hedging and the Yield Curve 0 0 0 85 0 0 1 307
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)) 0 0 0 41 0 0 2 194
Fiscal Hedging with Nominal Assets 0 1 1 16 0 1 2 67
Fiscal Redistribution Risk in Treasury Markets 7 7 7 7 4 9 9 9
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 1 56 0 6 14 164
Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates 0 0 0 40 0 1 2 47
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 0 1 2 339
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 1 1 813
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 1 85 0 1 2 373
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 0 0 1 443
How Does the U.S. Government Finance Fiscal Shocks? 0 0 1 32 0 0 3 161
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 0 0 0 433
How does the U.S. government finance fiscal shocks? 0 0 0 24 0 1 1 104
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 1 1 1 178
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 2 4 30
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 14 0 0 3 18
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy 0 0 0 27 0 0 0 82
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy 0 0 0 46 0 0 1 63
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 0 0 0 367
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA) 0 1 2 64 1 2 4 285
Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? 0 0 0 50 0 0 1 198
Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole ) 0 0 0 112 0 0 0 206
Manufacturing Risk-free Government Debt 0 0 1 20 0 1 4 85
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 1 1 1 14 1 1 5 41
Optimal Debt Maturity Management 0 0 0 0 0 1 2 262
Post-FOMC Announcement Drift in U.S. Bond Markets 0 1 4 42 2 6 33 151
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation 0 0 0 55 0 0 2 317
Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work? 0 0 0 15 0 0 0 85
Spending Less After (Seemingly) Bad News 0 0 0 8 0 0 4 47
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 0 0 1 439
Technological Change and the Growing Inequality in Managerial Compensation 0 0 1 66 1 1 2 251
The Bond Risk Premium and the Cross-Section of Equity Returns 0 1 1 18 0 1 1 97
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 0 81 0 1 5 228
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 0 2 257
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 2 3 5 489
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 0 105 0 1 2 496
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 86 1 1 3 302
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 0 0 1 147
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 0 0 0 140 0 0 1 361
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 0 52 0 0 1 219
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006) 0 0 0 68 0 0 0 286
The Irrelevance of Market Incompleteness for the Price of Aggregate Risk 0 0 0 28 0 0 1 168
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 88 1 1 2 344
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 163 1 2 5 707
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 405 2 3 5 1,507
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 0 1 23
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 0 1 658
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) 0 0 1 87 0 1 2 280
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 0 2 3 117
The Term Structure of Currency Carry Trade Risk Premia 0 0 0 51 0 0 1 152
The U.S. Public Debt Valuation Puzzle 0 0 3 48 1 3 15 133
The Wealth-Consumption Ratio 0 0 0 32 0 0 0 109
The Wealth-Consumption Ratio 0 0 2 89 0 0 3 559
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 0 1 78
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models 0 0 0 31 0 1 4 175
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 0 3 296
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 0 0 279
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 0 0 194
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 16 0 2 9 122
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 3 21 0 0 5 44
What about Japan? 0 1 4 10 1 5 19 37
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? 0 0 0 78 0 0 1 334
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn) 0 0 0 146 0 0 0 690
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 0 54 0 0 2 72
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 0 51 0 0 2 60
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle 0 0 0 27 1 1 2 168
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle 0 0 0 109 0 0 1 460
Total Working Papers 9 18 52 5,754 37 111 366 22,600

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplier Approach to Understanding the Macro Implications of Household Finance 0 0 0 64 1 2 5 297
Common Risk Factors in Currency Markets 3 6 13 183 5 15 40 800
Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data 0 0 0 45 1 1 2 289
Fiscal hedging with nominal assets 0 2 6 115 1 6 14 325
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 0 217 1 5 11 684
How Does the US Government Finance Fiscal Shocks? 0 0 1 61 2 2 6 301
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 0 2 10 702
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy 0 0 0 82 2 2 2 295
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 47 0 0 1 451
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing? 0 0 0 56 1 2 7 339
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 2 2 3 208
Technological change and the growing inequality in managerial compensation 0 0 3 58 0 0 6 337
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 205 1 4 14 752
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 1 1 92 1 3 37 470
The Market Price of Aggregate Risk and the Wealth Distribution 1 1 2 85 1 2 7 366
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 61 0 0 2 292
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? 0 0 2 116 0 3 10 378
Total Journal Articles 4 10 29 1,704 19 51 177 7,286

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Carry Trades and Currency Crashes" 0 0 1 119 0 0 1 290
Total Chapters 0 0 1 119 0 0 1 290

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?" 0 0 0 184 0 0 1 447
Total Software Items 0 0 0 184 0 0 1 447

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04