Hanno Lustig
Hanno Lustig
Mizuho Financial Group Professor of Finance, Stanford Graduate School of Business
Verified email at stanford.edu - Homepage
TitleCited byYear
Common risk factors in currency markets
H Lustig, N Roussanov, A Verdelhan
Review of Financial Studies 24 (11), 3731-3777, 2011
8102011
Housing collateral, consumption insurance, and risk premia: An empirical perspective
HN Lustig, SG Van Nieuwerburgh
The Journal of Finance 60 (3), 1167-1219, 2005
6552005
The cross section of foreign currency risk premia and consumption growth risk
H Lustig, A Verdelhan
American Economic Review 97 (1), 89-117, 2007
6162007
The market price of aggregate risk and the wealth distribution
YL Chien, H Lustig
The Review of Financial Studies 23 (4), 1596-1650, 2009
251*2009
Countercyclical currency risk premia
H Lustig, N Roussanov, A Verdelhan
Journal of Financial Economics, 0
244*
Size Anomalies in US Bank Stock Returns
P Gandhi, H Lustig
Journal of Finance, 2012
234*2012
The TIPS‐Treasury Bond Puzzle
M Fleckenstein, FA Longstaff, H Lustig
Journal of Finance, 2014
216*2014
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
B Herskovic, BT Kelly, H Lustig, S Van Nieuwerburgh
Journal of Financial Economics, 2014
2022014
The cross-section and time-series of stock and bond returns
RSJ Koijen, H Lustig, S Van Nieuwerburgh
National Bureau of Economic Research, 2010
188*2010
Too-systemic-to-fail: What option markets imply about sector-wide government guarantees
BT Kelly, H Lustig, S Van Nieuwerburgh
American Economic Review, 2011
172*2011
The Wealth-Consumption Ratio
S Van Nieuwerburgh, H Lustig, A Verdelhan
Review of Asset Pricing Studies 3 (1), 38-94, 2013
147*2013
The returns on human capital: Good news on wall street is bad news on main street
H Lustig, S Van Nieuwerburgh
Review of Financial Studies 21 (5), 2097-2137, 2005
1342005
Firm volatility in granular networks
S Van Nieuwerburgh, H Lustig, B Kelly
2014 Meeting Papers, 2014
123*2014
How much does household collateral constrain regional risk sharing?
H Lustig, S Van Nieuwerburgh
Review of Economic Dynamics 13 (2), 265-294, 2010
117*2010
Fiscal hedging with nominal assets
H Lustig, C Sleet, Ş Yeltekin
Journal of Monetary Economics 55 (4), 710-727, 2008
99*2008
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
D Krueger, H Lustig
Journal of Economic Theory 145 (1), 1-41, 2010
94*2010
Technological change and the growing inequality in managerial compensation
H Lustig, C Syverson, S Van Nieuwerburgh
Journal of Financial Economics 99 (3), 601-627, 2011
92*2011
A multiplier approach to understanding the macro implications of household finance
YL Chien, H Cole, H Lustig
The Review of Economic Studies 78 (1), 199-234, 2011
842011
Business cycle variation in the risk-return trade-off
H Lustig, A Verdelhan
Journal of Monetary Economics 59, S35-S49, 2012
712012
Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?
YL Chien, HL Cole, H Lustig
American Economic Review 102 (6), 2859-96., 2012
672012
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Articles 1–20