NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Hanno Lustig

Contact and additional information for this author • All publications • Working Papers only

Working Papers

June 2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees
with Bryan T. Kelly, Stijn Van Nieuwerburgh: w17149
November 2010Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation
with Priyank Gandhi: w16553
October 2010How Does the U.S. Government Finance Fiscal Shocks?
with Antje Berndt, Sevin Yeltekin: w16458
September 2010Countercyclical Currency Risk Premia
with Nikolai Roussanov, Adrien Verdelhan: w16427
Why Does the Treasury Issue Tips? The Tips–Treasury Bond Puzzle
with Matthias Fleckenstein, Francis A. Longstaff: w16358
January 2010The Cross-Section and Time-Series of Stock and Bond Returns
with Ralph S.J. Koijen, Stijn Van Nieuwerburgh: w15688
September 2009Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?
with Yi-Li Chien, Harold L. Cole: w15382
January 2009Technological Change and the Growing Inequality in Managerial Compensation
with Chad Syverson, Stijn Van Nieuwerburgh: w14661
June 2008Common Risk Factors in Currency Markets
with Nikolai Roussanov, Adrien Verdelhan: w14082
March 2008The Wealth-Consumption Ratio
with Stijn Van Nieuwerburgh, Adrien Verdelhan: w13896
February 2008The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
with Adrien Verdelhan: w13812
November 2007Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
with Dirk Krueger, Fabrizio Perri: w13650
A Multiplier Approach to Understanding the Macro Implications of Household Finance
with YiLi Chien, Harold Cole: w13555
December 2006Can Housing Collateral Explain Long-Run Swings in Asset Returns?
with Stijn Van Nieuwerburgh: w12766
October 2006When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?
with Dirk Krueger: w12634
October 2005Fiscal Hedging and the Yield Curve
with Christopher Sleet, Sevin Yeltekin: w11687
August 2005The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
with Stijn Van Nieuwerburgh: w11564
February 2005The Market Price of Aggregate Risk and the Wealth Distribution
with Yi-Li Chien: w11132
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk
with Adrien Verdelhan: w11104
December 2004A Theory of Housing Collateral, Consumption Insurance and Risk Premia
with Stijn Van Nieuwerburgh: w10955
May 2004How Much Does Household Collateral Constrain Regional Risk Sharing?
with Stijn Van Nieuwerburgh: w10505
September 2003Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
with Stijn Van Nieuwerburgh: w9959

Contact and additional information for this author • All publications • Working Papers only

 
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