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

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

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

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

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

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

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

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

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

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

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

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

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

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

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