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 1 7 14 443
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 1 209 0 8 12 550
Are Government Bonds Safe in Times of War and Pandemic? 7 7 7 7 21 21 21 21
Bond Convenience Yields in the Eurozone Currency Union 1 1 20 20 7 19 43 43
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 0 7 11 349
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 7 14 17 258
Can Treasury Markets Add and Subtract? 0 0 3 3 2 9 24 24
Capital Share Dynamics When Firms Insure Workers 0 0 1 18 0 4 11 92
Common Risk Factors in Currency Markets 0 1 1 32 1 12 20 209
Common Risk Factors in Currency Markets 1 3 4 323 5 16 25 1,214
Complex Asset Markets 0 0 0 35 1 9 10 86
Convenience Yields and Exchange Rate Puzzles 0 1 4 21 2 12 28 60
Countercyclical Currency Risk Premia 1 1 2 98 3 9 12 377
Deflation Risk 0 0 1 56 2 14 27 177
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 1 5 7 81
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin) 0 0 0 28 0 5 6 107
Does the US government hedge against government expenditure risk? 0 0 0 1 1 5 9 551
Dollar Safety and the Global Financial Cycle 0 0 1 48 4 17 29 163
Equity is Cheap for Large Financial Institutions: The International Evidence 0 0 0 25 1 5 14 77
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data 0 0 0 76 0 4 8 234
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 4 18 3 13 34 67
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 5 6 237
Financial and Total Wealth Inequality with Declining Interest Rates 0 0 0 32 3 19 38 147
Firm Volatility in Granular Networks 1 1 2 63 1 9 16 205
Fiscal Hedging and the Yield Curve 0 0 1 86 2 9 17 324
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)) 0 0 0 41 0 3 6 200
Fiscal Hedging with Nominal Assets 0 0 1 16 1 4 6 72
Fiscal Redistribution Risk in Treasury Markets 0 0 15 15 1 8 28 28
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 1 12 27 185
Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates 0 0 0 40 1 8 13 59
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 0 5 7 345
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 1 5 8 820
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 1 7 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 4 8 11 454
How Does the U.S. Government Finance Fiscal Shocks? 0 0 0 32 1 4 8 169
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 3 44 46 479
How does the U.S. government finance fiscal shocks? 0 0 0 24 4 13 15 118
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 0 3 6 183
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 0 4 9 37
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 1 1 15 5 12 12 30
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy 0 0 0 27 0 9 12 94
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy 0 1 1 47 2 11 19 82
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 0 3 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 6 9 292
Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? 0 0 0 50 4 8 12 210
Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole ) 1 1 2 114 2 6 10 216
Manufacturing Risk-free Government Debt 0 0 0 20 0 6 14 98
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 0 1 14 1 6 8 48
Optimal Debt Maturity Management 0 0 0 0 1 6 8 269
Post-FOMC Announcement Drift in U.S. Bond Markets 0 1 3 44 5 16 48 186
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation 0 0 0 55 1 5 7 324
Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work? 0 0 0 15 1 5 6 91
Spending Less After (Seemingly) Bad News 0 0 0 8 2 6 8 54
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 0 6 9 448
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 1 4 6 256
The Bond Risk Premium and the Cross-Section of Equity Returns 0 0 2 19 0 3 10 106
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 1 1 1 82 6 16 23 249
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 4 10 266
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 0 7 13 499
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 1 106 0 4 11 505
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 0 5 7 154
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 86 0 5 7 308
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 0 0 1 141 2 7 10 371
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 0 52 1 3 10 229
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006) 0 0 0 68 2 7 7 293
The Irrelevance of Market Incompleteness for the Price of Aggregate Risk 0 0 0 28 1 11 14 182
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 405 1 10 21 1,525
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 163 0 5 10 714
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 88 1 3 7 349
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 2 10 11 34
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 3 8 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 2 6 8 287
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 5 10 15 130
The Term Structure of Currency Carry Trade Risk Premia 0 0 0 51 0 8 9 161
The U.S. Public Debt Valuation Puzzle 0 0 1 48 12 50 61 190
The Wealth-Consumption Ratio 0 0 0 32 2 11 14 123
The Wealth-Consumption Ratio 0 0 0 89 4 9 11 570
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 9 12 90
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models 0 0 0 31 0 3 10 184
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 6 10 306
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 4 5 199
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 16 4 17 25 143
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 6 14 17 296
What Does It Take? Quantifying Cross-Country Transfers in the Eurozone 2 4 24 24 4 15 41 41
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 1 3 22 1 5 12 54
What about Japan? 0 0 2 11 0 6 19 49
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? 0 0 0 78 1 9 14 348
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn) 0 0 0 146 3 7 10 700
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 0 54 0 3 8 80
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 2 8 11 177
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle 0 0 0 109 0 7 10 470
Total Working Papers 15 26 114 5,847 176 824 1,372 23,824

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 2 12 21 316
Common Risk Factors in Currency Markets 0 2 11 187 10 36 70 851
Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data 0 0 0 45 2 8 13 301
Fiscal hedging with nominal assets 1 1 3 116 1 5 17 335
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 1 218 5 18 27 705
How Does the US Government Finance Fiscal Shocks? 1 1 2 63 5 10 17 316
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 3 13 16 716
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy 0 0 0 82 1 6 13 306
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 47 0 6 6 457
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing? 0 0 0 56 8 27 31 368
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 2 11 16 222
Technological change and the growing inequality in managerial compensation 0 0 0 58 4 9 15 352
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 1 1 3 208 3 8 20 767
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 0 1 92 1 9 14 480
The Market Price of Aggregate Risk and the Wealth Distribution 0 1 3 87 2 8 14 378
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 61 1 5 9 301
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? 0 0 0 116 1 8 13 387
Total Journal Articles 3 6 24 1,717 51 199 332 7,558

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 2 3 292
Total Chapters 0 0 1 119 0 2 3 292

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 0 3 5 452
Total Software Items 0 0 0 184 0 3 5 452

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Statistics updated 2026-03-04