NBER Publications by Hanno Lustig
Working Papers and Chapters
| September 2009 | Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?
with Yi-Li Chien, Harold L. Cole: w15382
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| January 2009 | Technological Change and the Growing Inequality in Managerial Compensation
with Chad Syverson, Stijn Van Nieuwerburgh: w14661
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| June 2008 | Common Risk Factors in Currency Markets
with Nikolai Roussanov, Adrien Verdelhan: w14082
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| April 2008 | Comment on "Carry Trades and Currency Crashes"
with Adrien Verdelhan
in NBER Macroeconomics Annual 2008, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
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| March 2008 | The Wealth-Consumption Ratio
with Stijn Van Nieuwerburgh, Adrien Verdelhan: w13896
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| February 2008 | Note on The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
with Adrien Verdelhan: w13812
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| November 2007 | Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
with Dirk Krueger, Fabrizio Perri: w13650
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| A Multiplier Approach to Understanding the Macro Implications of Household Finance
with YiLi Chien, Harold Cole: w13555
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| December 2006 | Can Housing Collateral Explain Long-Run Swings in Asset Returns?
with Stijn Van Nieuwerburgh: w12766
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| October 2006 | When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?
with Dirk Krueger: w12634
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| October 2005 | Fiscal Hedging and the Yield Curve
with Christopher Sleet, Sevin Yeltekin: w11687
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| August 2005 | The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
with Stijn Van Nieuwerburgh: w11564
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| February 2005 | The Market Price of Aggregate Risk and the Wealth Distribution
with Yi-Li Chien: w11132
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| The Cross-Section of Currency Risk Premia and US Consumption Growth Risk
with Adrien Verdelhan: w11104
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| December 2004 | A Theory of Housing Collateral, Consumption Insurance and Risk Premia
with Stijn Van Nieuwerburgh: w10955
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| May 2004 | How Much Does Household Collateral Constrain Regional Risk Sharing?
with Stijn Van Nieuwerburgh: w10505
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| September 2003 | Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
with Stijn Van Nieuwerburgh: w9959
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Additional information about this author |
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Meetings
Recent Meetings
Summer Institute
Schedules and selected papers (in preliminary form) from past NBER Summer Institutes are available:
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2009 )
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2008 )
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2007 )
(
earlier ) (
Econometrics Lectures )
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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