Hanno Lustig

Names

Identifer

Contact

Affiliations

• University of California-Los Angeles (UCLA) / Anderson Graduate School of Management / Finance Group
  • EDIRC entry
  • location:
• National Bureau of Economic Research (NBER)
  • EDIRC entry
  • location:

Research profile

author of:

• Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
  American Economic Review, American Economic Association (2010)
  by Ralph S. J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan
  (ReDIF-article, aea:aecrev:v:100:y:2010:i:2:p:552-56)
• The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply
  American Economic Review, American Economic Association (2011)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-article, aea:aecrev:v:101:y:2011:i:7:p:3477-3500)
• Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?
  American Economic Review, American Economic Association (2012)
  by YiLi Chien & Harold Cole & Hanno Lustig
  (ReDIF-article, aea:aecrev:v:102:y:2012:i:6:p:2859-96)
• The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
  American Economic Review, American Economic Association (2007)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-article, aea:aecrev:v:97:y:2007:i:1:p:89-117)
• How Does the US Government Finance Fiscal Shocks?
  American Economic Journal: Macroeconomics, American Economic Association (2012)
  by Antje Berndt & Hanno Lustig & Şevin Yeltekin
  (ReDIF-article, aea:aejmac:v:4:y:2012:i:1:p:69-104)
• The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
  Working papers, Banque de France (2006)
  by Lustig, H. & Verdelhan, A.
  (ReDIF-paper, bfr:banfra:155)
• Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
  Journal of Finance, American Finance Association (2005)
  by Hanno N. Lustig & Stijn G. Van Nieuwerburgh
  (ReDIF-article, bla:jfinan:v:60:y:2005:i:3:p:1167-1219)
• The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk
  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005)
  by Adrien Verdelhan & Hanno Lustig
  (ReDIF-paper, bos:wpaper:wp2005-019)
• Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution
  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-paper, bos:wpaper:wp2005-040)
• The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-paper, bos:wpaper:wp2006-045)
• The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤
  Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007)
  by Hanno Lustig & Stijn Van Nieuwerburg & Adrien Verdelhan
  (ReDIF-paper, bos:wpaper:wp2007-030)
• The Market Price of Aggregate Risk and the Wealth Distribution
  UCLA Economics Online Papers, UCLA Department of Economics (2004)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:299)
• Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance
  UCLA Economics Online Papers, UCLA Department of Economics (2004)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:300)
• How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006)
  UCLA Economics Online Papers, UCLA Department of Economics (2004)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:302)
• The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)
  UCLA Economics Online Papers, UCLA Department of Economics (2004)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:303)
• Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)
  UCLA Economics Online Papers, UCLA Department of Economics (2004)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:322)
• The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh)
  UCLA Economics Online Papers, UCLA Department of Economics (2005)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:352)
• Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))
  UCLA Economics Online Papers, UCLA Department of Economics (2005)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:353)
• Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)
  UCLA Economics Online Papers, UCLA Department of Economics (2005)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:356)
• 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)
  UCLA Economics Online Papers, UCLA Department of Economics (2005)
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:368)
• When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)
  UCLA Economics Online Papers, UCLA Department of Economics ()
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:380)
• Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)
  UCLA Economics Online Papers, UCLA Department of Economics ()
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:389)
• The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models
  UCLA Economics Online Papers, UCLA Department of Economics ()
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:420)
• Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole )
  UCLA Economics Online Papers, UCLA Department of Economics ()
  by Hanno Lustig
  (ReDIF-paper, cla:uclaol:422)
• Fiscal Hedging with Nominal Assets
  GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
  by Hanno Lustig & Christopher Sleet & Sevin Yeltekin
  (ReDIF-paper, cmu:gsiawp:1143224649)
• How does the U.S. government finance fiscal shocks?
  GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
  by Antje Berndt & Hanno Lustig & Sevin Yeltekin
  (ReDIF-paper, cmu:gsiawp:1153249048)
• The Irrelevance of Market Incompleteness for the Price of Aggregate Risk
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
  by Krueger, Dirk & Lustig, Hanno
  (ReDIF-paper, cpr:ceprdp:5936)
• The Wealth-Consumption Ratio
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
  by Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno
  (ReDIF-paper, cpr:ceprdp:9022)
• Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
  by Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan
  (ReDIF-paper, cpr:ceprdp:9023)
• The Cross-Section and Time-Series of Stock and Bond Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
  by Van Nieuwerburgh, Stijn & Lustig, Hanno & Koijen, Ralph
  (ReDIF-paper, cpr:ceprdp:9024)
• When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
  Journal of Economic Theory, Elsevier (2010)
  by Krueger, Dirk & Lustig, Hanno
  (ReDIF-article, eee:jetheo:v:145:y:2010:i:1:p:1-41)
• Technological change and the growing inequality in managerial compensation
  Journal of Financial Economics, Elsevier (2011)
  by Lustig, Hanno & Syverson, Chad & Van Nieuwerburgh, Stijn
  (ReDIF-article, eee:jfinec:v:99:y:2011:i:3:p:601-627)
• Fiscal hedging with nominal assets
  Journal of Monetary Economics, Elsevier (2008)
  by Lustig, Hanno & Sleet, Christopher & Yeltekin, Sevin
  (ReDIF-article, eee:moneco:v:55:y:2008:i:4:p:710-727)
• Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
  Working Papers, Federal Reserve Bank of St. Louis (2014)
  by YiLi Chien & Harold L. Cole & Hanno Lustig
  (ReDIF-paper, fip:fedlwp:2014-014)
• Why Are Exchange Rates So Smooth? A Household Finance Explanation
  Working Papers, Federal Reserve Bank of St. Louis (2015)
  by YiLi Chien & Hanno Lustig & Kanda Naknoi
  (ReDIF-paper, fip:fedlwp:2015-039)
• Comment on "Carry Trades and Currency Crashes"
  NBER Chapters, National Bureau of Economic Research, Inc (2009)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-chapter, nbr:nberch:7288)
• How Much Does Household Collateral Constrain Regional Risk Sharing?
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:10505)
• A Theory of Housing Collateral, Consumption Insurance and Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:10955)
• The Cross-Section of Currency Risk Premia and US Consumption Growth Risk
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-paper, nbr:nberwo:11104)
• The Market Price of Aggregate Risk and the Wealth Distribution
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Hanno Lustig & Yi-Li Chien
  (ReDIF-paper, nbr:nberwo:11132)
• The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:11564)
• Fiscal Hedging and the Yield Curve
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Hanno Lustig & Christopher Sleet & Sevin Yeltekin
  (ReDIF-paper, nbr:nberwo:11687)
• When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Dirk Krueger & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:12634)
• Can Housing Collateral Explain Long-Run Swings in Asset Returns?
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:12766)
• A Multiplier Approach to Understanding the Macro Implications of Household Finance
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by YiLi Chien & Harold Cole & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:13555)
• Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Dirk Krueger & Hanno Lustig & Fabrizio Perri
  (ReDIF-paper, nbr:nberwo:13650)
• The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-paper, nbr:nberwo:13812)
• The Wealth-Consumption Ratio
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan
  (ReDIF-paper, nbr:nberwo:13896)
• Common Risk Factors in Currency Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan
  (ReDIF-paper, nbr:nberwo:14082)
• Technological Change and the Growing Inequality in Managerial Compensation
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:14661)
• Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Yi-Li Chien & Harold L. Cole & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:15382)
• The Cross-Section and Time-Series of Stock and Bond Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Ralph S.J. Koijen & Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:15688)
• Why Does the Treasury Issue Tips? The Tips-Treasury Bond Puzzle
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:16358)
• Countercyclical Currency Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan
  (ReDIF-paper, nbr:nberwo:16427)
• How Does the U.S. Government Finance Fiscal Shocks?
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Antje Berndt & Hanno Lustig & Sevin Yeltekin
  (ReDIF-paper, nbr:nberwo:16458)
• Size Anomalies in U.S. Bank Stock Returns: A Fiscal Explanation
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Priyank Gandhi & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:16553)
• Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:17149)
• Deflation Risk
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:19238)
• Firm Volatility in Granular Networks
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:19466)
• The Term Structure of Currency Carry Trade Risk Premia
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan
  (ReDIF-paper, nbr:nberwo:19623)
• The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Bernard Herskovic & Bryan T. Kelly & Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:20076)
• Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies for the Macroeconomy
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by YiLi Chien & Harold L. Cole & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:20328)
• Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-paper, nbr:nberwo:22023)
• Equity is Cheap for Large Financial Institutions: The International Evidence
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Priyank Gandhi & Hanno Lustig & Alberto Plazzi
  (ReDIF-paper, nbr:nberwo:22355)
• Capital Share Dynamics When Firms Insure Workers
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Barney Hartman-Glaser & Hanno Lustig & Mindy Z. Xiaolan
  (ReDIF-paper, nbr:nberwo:22651)
• Complex Asset Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang
  (ReDIF-paper, nbr:nberwo:23476)
• Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Hanno Lustig & Robert J. Richmond
  (ReDIF-paper, nbr:nberwo:23773)
• Foreign Safe Asset Demand and the Dollar Exchange Rate
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:24439)
• Post-FOMC Announcement Drift in U.S. Bond Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Jordan Brooks & Michael Katz & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:25127)
• The U.S. Public Debt Valuation Puzzle
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan
  (ReDIF-paper, nbr:nberwo:26583)
• Spending Less After (Seemingly) Bad News
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Mark Garmaise & Yaron Levi & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:27010)
• Dollar Safety and the Global Financial Cycle
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:27682)
• Manufacturing Risk-free Government Debt
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan
  (ReDIF-paper, nbr:nberwo:27786)
• Financial and Total Wealth Inequality with Declining Interest Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Daniel L. Greenwald & Matteo Leombroni & Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:28613)
• What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan
  (ReDIF-paper, nbr:nberwo:29351)
• Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan
  (ReDIF-paper, nbr:nberwo:29902)
• Exorbitant Privilege Gained and Lost: Fiscal Implications
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Zefeng Chen & Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan
  (ReDIF-paper, nbr:nberwo:30059)
• The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:30089)
• What about Japan?
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Yi-Li Chien & Harold L. Cole & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:31850)
• Implications of Asset Market Data for Equilibrium Models of Exchange Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig
  (ReDIF-paper, nbr:nberwo:31851)
• Convenience Yields and Exchange Rate Puzzles
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig & Jialu Sun
  (ReDIF-paper, nbr:nberwo:32092)
• Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:9959)
• A Multiplier Approach to Understanding the Macro Implications of Household Finance
  Review of Economic Studies, Oxford University Press (2011)
  by Yili Chien & Harold Cole & Hanno Lustig
  (ReDIF-article, oup:restud:v:78:y:2011:i:1:p:199-234)
• The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
  Review of Financial Studies, Society for Financial Studies (2008)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-article, oup:rfinst:v:21:y:2008:i:5:p:2097-2137)
• The Market Price of Aggregate Risk and the Wealth Distribution
  Review of Financial Studies, Society for Financial Studies (2010)
  by YiLi Chien & Hanno Lustig
  (ReDIF-article, oup:rfinst:v:23:y:2010:i:4:p:1596-1650)
• Common Risk Factors in Currency Markets
  Review of Financial Studies, Society for Financial Studies (2011)
  by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan
  (ReDIF-article, oup:rfinst:v:24:y::i:11:p:3731-3777)
• Code and data files for "How Much Does Housing Collateral Constrain Regional Risk Sharing?"
  Computer Codes, Review of Economic Dynamics (2009)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-software, red:ccodes:06-187)
• How Much Does Household Collateral Constrain Regional Risk Sharing?
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2010)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-article, red:issued:06-187)
• Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2016)
  by Yili Chien & Harold Cole & Hanno Lustig
  (ReDIF-article, red:issued:14-172)
• The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-paper, red:sed004:136c)
• Does the US government hedge against government expenditure risk?
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Sevin Yeltekin & Hanno Lustig & Chris Sleet
  (ReDIF-paper, red:sed004:48)
• Housing Collateral and Consumption Insurance Across US Regions
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Stijn Van Nieuwerburgh & Hanno Lustig
  (ReDIF-paper, red:sed004:548)
• The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street
  2005 Meeting Papers, Society for Economic Dynamics (2005)
  by Stijn Van Nieuwerburgh & Hanno Lustig
  (ReDIF-paper, red:sed005:105)
• Optimal Debt Maturity Management
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Hanno Lustig & Christopher Sleet & Sevin Yeltekin
  (ReDIF-paper, red:sed006:367)
• The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models
  2007 Meeting Papers, Society for Economic Dynamics (2007)
  by Stijn Van Nieuwerburgh & Hanno Lustig
  (ReDIF-paper, red:sed007:398)
• IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by Stijn Van Nieuwerburgh & Chad Syverson & Hanno Lustig
  (ReDIF-paper, red:sed008:265)
• Common Risk Factors in Currency Markets
  2008 Meeting Papers, Society for Economic Dynamics (2008)
  by Nick Roussanov & Adrien Verdelhan & Hanno Lustig
  (ReDIF-paper, red:sed008:711)
• The Bond Risk Premium and the Cross-Section of Equity Returns
  2009 Meeting Papers, Society for Economic Dynamics (2009)
  by Stijn Van Nieuwerburgh & Hanno Lustig & Ralph S.J. Koijen
  (ReDIF-paper, red:sed009:12)
• Size Anomalies in US Bank Stock Returns: Your Tax Dollars at Work?
  2010 Meeting Papers, Society for Economic Dynamics (2010)
  by Hanno Lustig & Priyank Gandhi
  (ReDIF-paper, red:sed010:1290)
• Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees
  2011 Meeting Papers, Society for Economic Dynamics (2011)
  by Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly
  (ReDIF-paper, red:sed011:1285)
• Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle
  2011 Meeting Papers, Society for Economic Dynamics (2011)
  by Hanno Lustig
  (ReDIF-paper, red:sed011:1443)
• Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution
  Journal of the European Economic Association, MIT Press (2006)
  by Hanno Lustig & Adrien Verdelhan
  (ReDIF-article, tpr:jeurec:v:4:y:2006:i:2-3:p:644-655)
• Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data
  Journal of the European Economic Association, MIT Press (2008)
  by Dirk Krueger & Hanno Lustig & Fabrizio Perri
  (ReDIF-article, tpr:jeurec:v:6:y:2008:i:2-3:p:715-726)
• Why Are Exchange Rates So Smooth? A Household Finance Explanation
  Working papers, University of Connecticut, Department of Economics (2017)
  by YiLi Chien & Hanno Lustig & Kanda Naknoi
  (ReDIF-paper, uct:uconnp:2017-20)
• The Market Price of Aggregate Risk and the Wealth Distribution
  Finance, University Library of Munich, Germany (2001)
  by Hanno Lustig
  (ReDIF-paper, wpa:wuwpfi:0111004)
• Housing Collateral, Consumption Insurance and Risk Premia
  Macroeconomics, University Library of Munich, Germany (2002)
  by Hanno Lustig & Stijn Van Nieuwerburgh
  (ReDIF-paper, wpa:wuwpma:0211008)