Access Statistics for Hanno Lustig

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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 1 1 93 2 4 22 451
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 209 0 1 16 555
Are Government Bonds Safe in Times of War and Pandemic? 1 1 16 16 7 15 80 80
Bond Convenience Yields in the Eurozone Currency Union 0 0 20 20 2 2 48 48
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 1 1 20 261
Can Treasury Markets Add and Subtract? 0 0 2 4 2 3 25 34
Capital Share Dynamics When Firms Insure Workers 0 0 1 18 1 3 17 101
Common Risk Factors in Currency Markets 0 0 1 32 4 12 36 228
Common Risk Factors in Currency Markets 0 0 4 324 3 11 45 1,239
Complex Asset Markets 0 0 0 35 0 0 11 88
Convenience Yields and Exchange Rate Puzzles 0 1 3 22 1 4 23 68
Countercyclical Currency Risk Premia 0 0 3 99 1 4 21 388
Deflation Risk 0 0 0 56 0 1 24 185
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 1 2 14 88
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin) 0 0 0 28 1 1 8 109
Does the US government hedge against government expenditure risk? 0 0 0 1 0 0 10 553
Dollar Erosion: Understanding the Loss of Reserve Currency Status 1 11 11 11 9 21 21 21
Dollar Safety and the Global Financial Cycle 0 0 1 49 2 4 38 177
Equity is Cheap for Large Financial Institutions: The International Evidence 0 0 0 25 1 2 15 83
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 1 2 38 80
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 1 2 8 240
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 1 33 4 5 43 163
Firm Volatility in Granular Networks 0 0 1 63 2 2 19 210
Fiscal Hedging and the Yield Curve 0 0 0 86 1 1 18 328
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)) 0 0 0 41 0 0 6 201
Fiscal Hedging with Nominal Assets 0 0 0 16 1 1 7 74
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 4 7 38 203
Government Funding Costs Under Financial Repression 5 12 12 12 64 71 71 71
Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates 0 0 0 40 1 1 15 63
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 1 2 13 826
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 0 1 15 390
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 12 456
How Does the U.S. Government Finance Fiscal Shocks? 0 0 0 32 0 1 12 173
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 0 1 50 483
How does the U.S. government finance fiscal shocks? 0 0 0 24 0 0 20 124
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 1 1 7 186
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 1 1 16 46
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 2 16 0 1 19 37
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy 0 0 0 27 1 1 13 96
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy 0 0 1 47 0 0 18 84
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 1 1 9 376
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 0 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 3 5 25 110
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 15 2 2 14 55
Optimal Debt Maturity Management 0 0 0 0 0 2 12 274
Post-FOMC Announcement Drift in U.S. Bond Markets 0 0 3 45 10 20 62 222
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation 0 0 2 57 1 1 17 335
Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work? 0 0 0 15 0 0 9 94
Spending Less After (Seemingly) Bad News 0 0 0 8 1 1 16 63
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 3 5 21 461
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 0 0 10 261
The Bond Risk Premium and the Cross-Section of Equity Returns 1 1 2 21 4 5 24 122
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 1 82 0 0 25 254
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 0 10 502
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 1 106 1 2 13 510
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 1 87 2 4 28 330
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 0 1 13 161
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 1 1 2 143 3 4 17 380
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 0 52 0 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 0 17 187
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 405 0 1 20 1,529
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 88 1 4 10 355
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 0 17 40
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 2 3 14 672
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 2 2 10 291
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 1 1 16 133
The Term Structure of Currency Carry Trade Risk Premia 0 0 0 51 1 6 19 171
The U.S. Public Debt Valuation Puzzle 0 0 0 48 3 5 69 205
The Wealth-Consumption Ratio 0 0 0 89 0 0 23 582
The Wealth-Consumption Ratio 0 0 0 32 0 1 23 132
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 1 13 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 0 15 312
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 0 2 20 300
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 1 2 9 203
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 1 17 1 2 30 152
What Does It Take? Quantifying Cross-Country Transfers in the Eurozone 0 0 24 24 4 6 50 50
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 1 12 1 4 20 61
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? 0 0 0 78 1 3 20 355
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn) 0 0 0 146 0 1 12 704
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 2 53 4 4 17 79
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 0 54 1 1 10 84
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle 0 0 0 27 0 3 19 187
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle 0 0 0 109 1 2 16 477
Total Working Papers 9 30 131 5,900 176 302 1,916 24,604

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 9 84 889
Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data 0 0 0 45 1 3 20 310
Fiscal hedging with nominal assets 0 0 1 116 2 2 12 340
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 0 218 0 1 27 712
How Does the US Government Finance Fiscal Shocks? 0 0 1 63 1 3 20 323
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 1 2 23 726
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy 0 0 0 82 0 0 13 311
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 0 33 372
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 1 1 17 226
Technological change and the growing inequality in managerial compensation 1 1 1 59 1 4 20 359
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 1 3 209 2 9 34 787
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 0 0 92 0 0 16 486
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 1 87 0 1 18 385
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 1 62 1 2 15 307
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? 0 0 0 116 1 3 16 394
Total Journal Articles 1 2 14 1,723 13 41 399 7,708

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" 1 1 1 120 1 1 4 294
What About Japan? 0 1 1 1 4 9 10 10
Total Chapters 1 2 2 121 5 10 14 304

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 7 455
Total Software Items 0 0 0 184 0 0 7 455

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Statistics updated 2026-09-10