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 4 18 447
A Theory of Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 209 0 4 15 554
Are Government Bonds Safe in Times of War and Pandemic? 2 8 15 15 5 44 65 65
Bond Convenience Yields in the Eurozone Currency Union 0 0 20 20 0 3 46 46
Can Housing Collateral Explain Long-Run Swings in Asset Returns? 0 0 0 92 0 3 14 352
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) 0 0 0 64 0 2 19 260
Can Treasury Markets Add and Subtract? 0 1 4 4 0 7 26 31
Capital Share Dynamics When Firms Insure Workers 0 0 1 18 0 6 16 98
Common Risk Factors in Currency Markets 0 1 5 324 1 14 38 1,228
Common Risk Factors in Currency Markets 0 0 1 32 1 7 25 216
Complex Asset Markets 0 0 0 35 1 2 12 88
Convenience Yields and Exchange Rate Puzzles 0 0 3 21 0 4 25 64
Countercyclical Currency Risk Premia 0 1 3 99 1 7 18 384
Deflation Risk 0 0 1 56 1 7 24 184
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 0 5 12 86
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin) 0 0 0 28 0 1 7 108
Does the US government hedge against government expenditure risk? 0 0 0 1 0 2 11 553
Dollar Safety and the Global Financial Cycle 0 1 1 49 2 10 35 173
Equity is Cheap for Large Financial Institutions: The International Evidence 0 0 0 25 0 4 17 81
Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data 0 0 0 76 0 4 12 238
Exorbitant Privilege Gained and Lost: Fiscal Implications 0 1 4 19 1 11 40 78
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh) 0 0 0 52 0 1 6 238
Financial and Total Wealth Inequality with Declining Interest Rates 0 1 1 33 2 11 43 158
Firm Volatility in Granular Networks 0 0 2 63 1 3 18 208
Fiscal Hedging and the Yield Curve 0 0 1 86 1 3 20 327
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU)) 0 0 0 41 0 1 7 201
Fiscal Hedging with Nominal Assets 0 0 0 16 0 1 6 73
Fiscal Redistribution Risk in Treasury Markets 0 0 15 15 0 2 25 30
Foreign Safe Asset Demand and the Dollar Exchange Rate 0 0 0 56 0 11 32 196
Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates 0 0 0 40 0 3 15 62
Housing Collateral and Consumption Insurance Across US Regions 0 0 0 2 0 4 10 349
Housing Collateral, Consumption Insurance and Risk Premia 0 0 0 235 0 4 11 824
Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective 0 0 0 85 0 3 16 389
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance 0 0 0 173 0 2 13 456
How Does the U.S. Government Finance Fiscal Shocks? 0 0 0 32 0 3 11 172
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 117 1 3 49 482
How does the U.S. government finance fiscal shocks? 0 0 0 24 1 6 20 124
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006) 0 0 0 38 0 2 8 185
IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation 0 0 0 7 1 8 15 45
Implications of Asset Market Data for Equilibrium Models of Exchange Rates 0 0 1 15 1 6 18 36
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy 0 0 0 27 0 1 13 95
Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy 0 0 1 47 0 2 21 84
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 1 5 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 1 4 12 296
Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing? 0 0 0 50 0 0 12 210
Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole ) 0 0 2 114 0 1 11 217
Manufacturing Risk-free Government Debt 0 0 0 20 1 7 20 105
Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis 0 1 2 15 0 5 13 53
Optimal Debt Maturity Management 0 0 0 0 0 3 10 272
Post-FOMC Announcement Drift in U.S. Bond Markets 1 1 3 45 4 16 53 202
Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation 1 2 2 57 1 10 17 334
Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work? 0 0 0 15 1 3 9 94
Spending Less After (Seemingly) Bad News 0 0 0 8 0 8 15 62
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 0 8 17 456
Technological Change and the Growing Inequality in Managerial Compensation 0 0 0 66 1 5 11 261
The Bond Risk Premium and the Cross-Section of Equity Returns 0 1 2 20 3 11 20 117
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications 0 0 1 82 0 5 26 254
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 121 1 3 15 502
The Cross-Section and Time-Series of Stock and Bond Returns 0 0 0 66 0 2 11 268
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 1 106 0 3 12 508
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 1 1 1 87 4 18 25 326
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 0 6 13 160
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 1 1 2 142 2 5 15 376
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 0 52 0 3 13 232
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 1 5 19 187
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 405 0 3 23 1,528
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 163 0 2 10 716
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 0 88 0 2 8 351
The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys 0 0 0 12 3 6 17 40
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 0 0 124 0 0 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 2 9 289
The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street 0 0 0 33 0 2 15 132
The Term Structure of Currency Carry Trade Risk Premia 0 0 0 51 0 4 13 165
The U.S. Public Debt Valuation Puzzle 0 0 0 48 5 10 68 200
The Wealth-Consumption Ratio 0 0 0 89 0 12 23 582
The Wealth-Consumption Ratio 0 0 0 32 1 8 22 131
The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models 0 0 0 9 0 1 13 91
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models 0 0 0 31 0 3 12 187
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 1 6 16 312
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 69 1 2 19 298
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 1 1 17 3 7 28 150
Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees 0 0 0 46 0 2 7 201
What Does It Take? Quantifying Cross-Country Transfers in the Eurozone 0 0 24 24 2 3 44 44
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark 0 0 1 22 0 5 15 59
What about Japan? 0 1 2 12 2 8 21 57
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)? 0 0 0 78 1 4 18 352
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn) 0 0 0 146 0 3 13 703
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 0 54 0 3 11 83
Why Are Exchange Rates So Smooth? A Household Finance Explanation 0 0 2 53 0 1 15 75
Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle 0 0 0 27 1 7 17 184
Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle 0 0 0 109 0 5 15 475
Total Working Papers 6 23 125 5,870 62 478 1,739 24,302

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 4 24 320
Common Risk Factors in Currency Markets 0 3 10 190 4 29 85 880
Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data 0 0 0 45 1 6 19 307
Fiscal hedging with nominal assets 0 0 1 116 1 3 14 338
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective 0 0 1 218 0 6 28 711
How Does the US Government Finance Fiscal Shocks? 0 0 2 63 0 4 21 320
How Much Does Household Collateral Constrain Regional Risk Sharing? 0 0 0 157 2 8 22 724
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy 0 0 0 82 0 5 18 311
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 47 0 3 9 460
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing? 0 0 0 56 1 4 34 372
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 0 60 0 3 19 225
Technological change and the growing inequality in managerial compensation 0 0 0 58 1 3 18 355
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 3 208 6 11 27 778
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 0 0 92 2 6 17 486
The Market Price of Aggregate Risk and the Wealth Distribution 0 0 3 87 1 6 19 384
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street 0 1 1 62 0 4 13 305
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? 0 0 0 116 0 4 13 391
Total Journal Articles 0 4 21 1,721 19 109 400 7,667

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 1 3 293
What About Japan? 0 0 0 0 0 1 1 1
Total Chapters 0 0 0 119 0 2 4 294

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 3 8 455
Total Software Items 0 0 0 184 1 3 8 455

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Statistics updated 2026-06-04