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Miniature of Gravity in the Exchange Rate Factor Structure
Gravity in the Exchange Rate Factor Structure
  • GSB Authors: Hanno Lustig
  • Date: 2019-09-12
  • Publication Type: Articles
  • Publication: The Review of Financial Studies


Miniature of Gravity in the Exchange Rate Factor Structure
Gravity in the Exchange Rate Factor Structure
  • GSB Authors: Hanno Lustig
  • Date: 2019-09-12
  • Publication Type: Articles
  • Publication: The Review of Financial Studies


Miniature of Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
  • GSB Authors: Hanno Lustig
  • Date: 2019-06-01
  • Publication Type: Articles
  • Publication: The American Economic Review


Miniature of Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
  • GSB Authors: Hanno Lustig
  • Date: 2019-06-01
  • Publication Type: Articles
  • Publication: The American Economic Review


Miniature of Capital Share Dynamics When Firms Insure Workers
Capital Share Dynamics When Firms Insure Workers
  • GSB Authors: Hanno Lustig
  • Date: 2019-03-30
  • Publication Type: Articles
  • Publication: The Journal of Finance


Miniature of Capital Share Dynamics When Firms Insure Workers
Capital Share Dynamics When Firms Insure Workers
  • GSB Authors: Hanno Lustig
  • Date: 2019-03-30
  • Publication Type: Articles
  • Publication: The Journal of Finance


Miniature of Why Are Exchange Rates So Smooth? A Household Finance Explanation
Why Are Exchange Rates So Smooth? A Household Finance Explanation
  • GSB Authors: Hanno Lustig
  • Date: 2019-02-20
  • Publication Type: Articles
  • Publication: Journal of Monetary Economics


Miniature of The Term Structure of Currency Carry Trade Risk Premia
The Term Structure of Currency Carry Trade Risk Premia
  • GSB Authors: Hanno Lustig
  • Date: 2019-01-19
  • Publication Type: Articles
  • Publication: The American Economic Review


Miniature of The Term Structure of Currency Carry Trade Risk Premia
The Term Structure of Currency Carry Trade Risk Premia
  • GSB Authors: Hanno Lustig
  • Date: 2019-01-19
  • Publication Type: Articles
  • Publication: The American Economic Review


Miniature of The Cross-Section and Time Series of Stock and Bond Returns
The Cross-Section and Time Series of Stock and Bond Returns
  • GSB Authors: Hanno Lustig
  • Date: 2017-05-22
  • Publication Type: Articles
  • Publication: Journal of Monetary Economics


Miniature of Deflation Risk
Deflation Risk
  • GSB Authors: Hanno Lustig
  • Date: 2017-02-27
  • Publication Type: Articles
  • Publication: The Review of Financial Studies


Miniature of Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
  • GSB Authors: Hanno Lustig
  • Date: 2016-09-22
  • Publication Type: Articles
  • Publication: The Review of Financial Studies


Miniature of Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
Too-Systemic-To-Fail: What Option Markets Imply About Sector-Wide Government Guarantees
  • GSB Authors: Hanno Lustig
  • Date: 2016-06-01
  • Publication Type: Articles
  • Publication: The American Economic Review


Miniature of The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
  • GSB Authors: Hanno Lustig
  • Date: 2015-10-21
  • Publication Type: Articles
  • Publication: Journal of Financial Economics


Miniature of Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy
  • GSB Authors: Hanno Lustig
  • Date: 2015-02-12
  • Publication Type: Articles
  • Publication: Review of Economic Dynamics