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 0 0 92 0 5 14 443
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 1 209 3 9 15 553
Are Government Bonds Safe in Times of War and Pandemic? 4 11 11 11 31 52 52 52
Bond Convenience Yields in the Eurozone Currency Union 0 1 20 20 1 16 44 44
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 0 6 11 349
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 0 13 17 258
Can Treasury Markets Add and Subtract? 0 0 3 3 0 6 24 24
Capital Share Dynamics When Firms Insure Workers 0 0 1 18 2 6 12 94
Common Risk Factors in Currency Markets 1 4 5 324 6 19 31 1,220
Common Risk Factors in Currency Markets 0 0 1 32 2 10 21 211
Complex Asset Markets 0 0 0 35 0 5 10 86
Convenience Yields and Exchange Rate Puzzles 0 1 4 21 2 12 30 62
Countercyclical Currency Risk Premia 0 1 2 98 2 10 14 379
Deflation Risk 0 0 1 56 4 13 22 181
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 2 7 9 83
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin) 0 0 0 28 1 2 7 108
Does the US government hedge against government expenditure risk? 0 0 0 1 0 5 9 551
Dollar Safety and the Global Financial Cycle 0 0 1 48 1 14 29 164
Equity is Cheap for Large Financial Institutions: The International Evidence 0 0 0 25 0 5 14 77
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data 0 0 0 76 2 5 10 236
Exorbitant Privilege Gained and Lost: Fiscal Implications 1 2 5 19 6 16 40 73
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 4 6 237
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 32 2 8 36 149
Firm Volatility in Granular Networks 0 1 2 63 1 5 17 206
Fiscal Hedging and the Yield Curve 0 0 1 86 0 7 17 324
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)) 0 0 0 41 1 4 7 201
Fiscal Hedging with Nominal Assets 0 0 1 16 0 3 6 72
Fiscal Redistribution Risk in Treasury Markets 0 0 15 15 1 6 29 29
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 3 11 30 188
Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates 0 0 0 40 1 8 14 60
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 1 2 8 346
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 1 5 9 821
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 0 4 14 386
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 0 8 11 454
How Does the U.S. Government Finance Fiscal Shocks? 0 0 0 32 0 3 8 169
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 1 44 47 480
How does the U.S. government finance fiscal shocks? 0 0 0 24 0 12 15 118
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 0 2 6 183
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 0 9 37
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 15 1 12 13 31
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy 0 0 0 27 0 4 12 94
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy 0 1 1 47 0 8 19 82
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 0 2 3 370
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 1 64 0 3 9 292
Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? 0 0 0 50 0 6 12 210
Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole ) 0 1 2 114 0 6 10 216
Manufacturing Risk-free Government Debt 0 0 0 20 2 7 16 100
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 14 2 5 10 50
Optimal Debt Maturity Management 0 0 0 0 2 6 10 271
Post-FOMC Announcement Drift in U.S. Bond Markets 0 1 3 44 3 13 44 189
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation 0 0 0 55 2 7 9 326
Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work? 0 0 0 15 0 5 6 91
Spending Less After (Seemingly) Bad News 0 0 0 8 2 7 9 56
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 0 4 9 448
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 0 3 6 256
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 2 19 1 4 11 107
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 1 1 82 2 17 24 251
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 1 5 14 500
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 4 9 266
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 1 106 0 4 10 505
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 86 2 5 9 310
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 1 5 8 155
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 0 0 1 141 0 4 10 371
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 0 52 1 4 11 230
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 5 7 293
The Irrelevance of Market Incompleteness for the Price of Aggregate Risk 0 0 0 28 0 7 14 182
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 88 1 4 7 350
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 163 0 5 9 714
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 405 3 11 24 1,528
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 0 8 11 34
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 7 11 669
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 4 8 287
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 1 10 16 131
The Term Structure of Currency Carry Trade Risk Premia 0 0 0 51 1 7 10 162
The U.S. Public Debt Valuation Puzzle 0 0 0 48 3 38 63 193
The Wealth-Consumption Ratio 0 0 0 89 3 11 14 573
The Wealth-Consumption Ratio 0 0 0 32 2 9 16 125
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 6 12 90
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models 0 0 0 31 3 6 13 187
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 3 10 306
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 16 0 13 23 143
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 1 12 18 297
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 2 5 199
What Does It Take? Quantifying Cross-Country Transfers in the Eurozone 0 3 24 24 0 9 41 41
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 1 22 2 5 12 56
What about Japan? 0 0 2 11 0 4 17 49
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? 0 0 0 78 0 9 14 348
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn) 0 0 0 146 1 8 11 701
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 0 54 2 5 10 82
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 2 53 0 9 14 74
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle 0 0 0 27 3 11 13 180
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle 0 0 0 109 3 8 13 473
Total Working Papers 6 28 117 5,853 128 758 1,463 23,952

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 9 21 316
Common Risk Factors in Currency Markets 2 3 12 189 15 41 81 866
Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data 0 0 0 45 2 7 15 303
Fiscal hedging with nominal assets 0 1 3 116 0 5 16 335
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 1 218 2 19 28 707
How Does the US Government Finance Fiscal Shocks? 0 1 2 63 0 9 17 316
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 0 9 16 716
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy 0 0 0 82 1 7 14 307
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 47 0 2 6 457
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing? 0 0 0 56 3 29 34 371
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 0 10 16 222
Technological change and the growing inequality in managerial compensation 0 0 0 58 0 8 15 352
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 1 3 208 0 5 19 767
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 0 1 92 0 7 13 480
The Market Price of Aggregate Risk and the Wealth Distribution 0 1 3 87 2 10 16 380
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 61 2 7 11 303
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? 0 0 0 116 1 9 13 388
Total Journal Articles 2 7 25 1,719 28 193 351 7,586

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 2 2 292
Total Chapters 0 0 0 119 0 2 2 292

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 1 1 6 453
Total Software Items 0 0 0 184 1 1 6 453

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Statistics updated 2026-04-09