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 1 1 1 93 1 2 20 449
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 209 1 1 16 555
Are Government Bonds Safe in Times of War and Pandemic? 0 2 15 15 5 13 73 73
Bond Convenience Yields in the Eurozone Currency Union 0 0 20 20 0 0 46 46
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 0 1 15 353
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 0 0 19 260
Can Treasury Markets Add and Subtract? 0 0 2 4 0 1 23 32
Capital Share Dynamics When Firms Insure Workers 0 0 1 18 0 2 16 100
Common Risk Factors in Currency Markets 0 0 1 32 0 9 33 224
Common Risk Factors in Currency Markets 0 0 5 324 2 9 45 1,236
Complex Asset Markets 0 0 0 35 0 1 11 88
Convenience Yields and Exchange Rate Puzzles 0 1 3 22 0 3 23 67
Countercyclical Currency Risk Premia 0 0 3 99 0 4 20 387
Deflation Risk 0 0 1 56 0 2 25 185
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 0 1 13 87
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin) 0 0 0 28 0 0 7 108
Does the US government hedge against government expenditure risk? 0 0 0 1 0 0 11 553
Dollar Erosion: Understanding the Loss of Reserve Currency Status 5 10 10 10 6 12 12 12
Dollar Safety and the Global Financial Cycle 0 0 1 49 0 4 37 175
Equity is Cheap for Large Financial Institutions: The International Evidence 0 0 0 25 1 1 15 82
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data 0 0 0 76 0 0 9 238
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 0 3 19 0 2 39 79
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 1 7 239
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 33 1 3 41 159
Firm Volatility in Granular Networks 0 0 2 63 0 1 18 208
Fiscal Hedging and the Yield Curve 0 0 1 86 0 1 20 327
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)) 0 0 0 41 0 0 7 201
Fiscal Hedging with Nominal Assets 0 0 0 16 0 0 6 73
Fiscal Redistribution Risk in Treasury Markets 0 0 3 15 0 0 15 30
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 1 1 57 2 3 34 199
Government Funding Costs Under Financial Repression 7 7 7 7 7 7 7 7
Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates 0 0 0 40 0 0 14 62
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 0 0 10 349
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 1 12 825
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 1 1 17 390
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 13 456
How Does the U.S. Government Finance Fiscal Shocks? 0 0 0 32 1 1 12 173
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 0 2 50 483
How does the U.S. government finance fiscal shocks? 0 0 0 24 0 1 20 124
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 0 0 6 185
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 1 15 45
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 2 16 0 2 19 37
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy 0 0 0 27 0 0 13 95
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy 0 0 1 47 0 0 21 84
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 0 1 8 375
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 0 0 64 0 1 11 296
Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? 0 0 0 50 0 0 11 210
Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole ) 0 0 2 114 0 0 11 217
Manufacturing Risk-free Government Debt 0 0 0 20 0 3 22 107
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 15 0 0 12 53
Optimal Debt Maturity Management 0 0 0 0 1 2 12 274
Post-FOMC Announcement Drift in U.S. Bond Markets 0 1 3 45 2 14 55 212
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation 0 1 2 57 0 1 17 334
Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work? 0 0 0 15 0 1 9 94
Spending Less After (Seemingly) Bad News 0 0 0 8 0 0 15 62
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 1 2 19 458
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 0 1 10 261
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 1 20 1 4 20 118
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 1 82 0 0 26 254
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 0 11 268
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 1 13 502
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 1 106 0 1 12 509
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 0 1 14 161
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 1 1 87 0 6 26 328
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 0 1 2 142 0 3 16 377
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 0 52 1 1 14 233
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 7 293
The Irrelevance of Market Incompleteness for the Price of Aggregate Risk 0 0 0 28 0 1 19 187
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 88 0 3 9 354
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 163 0 0 9 716
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 405 1 1 22 1,529
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 3 17 40
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 1 12 670
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh) 0 0 0 87 0 0 9 289
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 0 0 15 132
The Term Structure of Currency Carry Trade Risk Premia 0 0 0 51 4 5 18 170
The U.S. Public Debt Valuation Puzzle 0 0 0 48 0 7 67 202
The Wealth-Consumption Ratio 0 0 0 89 0 0 23 582
The Wealth-Consumption Ratio 0 0 0 32 1 2 23 132
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 1 14 92
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models 0 0 0 31 0 0 12 187
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 1 16 312
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 3 21 300
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 1 1 8 202
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 17 0 4 29 151
What Does It Take? Quantifying Cross-Country Transfers in the Eurozone 0 0 24 24 0 4 46 46
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 1 22 0 1 15 60
What about Japan? 0 0 2 12 0 5 22 60
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? 0 0 0 78 0 3 19 354
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn) 0 0 0 146 0 1 14 704
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 2 53 0 0 15 75
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 0 54 0 0 10 83
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle 0 0 0 27 0 4 19 187
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle 0 0 0 109 0 1 15 476
Total Working Papers 13 27 128 5,891 41 188 1,794 24,428

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 0 1 22 321
Common Risk Factors in Currency Markets 0 0 6 190 2 11 85 887
Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data 0 0 0 45 1 3 19 309
Fiscal hedging with nominal assets 0 0 1 116 0 1 11 338
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 1 218 1 1 28 712
How Does the US Government Finance Fiscal Shocks? 0 0 1 63 0 2 20 322
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 0 3 23 725
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy 0 0 0 82 0 0 14 311
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 47 0 0 9 460
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing? 0 0 0 56 0 1 33 372
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 0 0 16 225
Technological change and the growing inequality in managerial compensation 0 0 0 58 1 4 21 358
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 1 4 209 1 13 33 785
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 0 0 92 0 2 16 486
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 1 87 0 2 18 385
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 62 0 1 14 306
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? 0 0 0 116 1 2 15 393
Total Journal Articles 0 1 15 1,722 7 47 397 7,695

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 0 119 0 0 3 293
What About Japan? 0 1 1 1 0 5 6 6
Total Chapters 0 1 1 120 0 5 9 299

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 1 8 455
Total Software Items 0 0 0 184 0 1 8 455

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07