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Miniature of Foreign Safe Asset Demand and the Dollar Exchange Rate
Foreign Safe Asset Demand and the Dollar Exchange Rate
  • GSB Authors: Arvind Krishnamurthy | Hanno Lustig
  • Date: 2021-02-02
  • Publication Type: Articles
  • Publication: The Journal of Finance


Miniature of Quantifying U.S. Treasury Investor Optimism
Quantifying U.S. Treasury Investor Optimism
  • GSB Authors: Hanno Lustig
  • Date: 2021-01-19
  • Publication Type: Working Papers


Miniature of Firm Volatility in Granular Networks
Firm Volatility in Granular Networks
  • GSB Authors: Hanno Lustig
  • Date: 2020-10-05
  • Publication Type: Articles
  • Publication: Journal of Political Economy


Miniature of Manufacturing Risk-Free Government Debt
Manufacturing Risk-Free Government Debt
  • GSB Authors: Hanno Lustig
  • Date: 2020-09-01
  • Publication Type: Working Papers


Miniature of Equity Is Cheap for Large Financial Institutions
Equity Is Cheap for Large Financial Institutions
  • GSB Authors: Hanno Lustig
  • Date: 2020-01-25
  • Publication Type: Articles
  • Publication: The Review of Financial Studies


Miniature of US Government Debt Valuation Puzzle
US Government Debt Valuation Puzzle
  • GSB Authors: Hanno Lustig
  • Date: 2019-12-01
  • Publication Type: Working Papers


Miniature of Spending Less After (Seemingly) Bad News
Spending Less After (Seemingly) Bad News
  • GSB Authors: Hanno Lustig
  • Date: 2019-10-28
  • Publication Type: Working Papers


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 Help to Explain Exchange Rates?
Does Incomplete Spanning 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 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 Foreign Safe Asset Demand for US Treasurys and the Dollar
Foreign Safe Asset Demand for US Treasurys and the Dollar
  • GSB Authors: Arvind Krishnamurthy | Hanno Lustig
  • Date: 2018-05-01
  • Publication Type: Articles
  • Publication: American Economic Association Papers and Proceedings


Miniature of Foreign Safe Asset Demand and the Dollar Exchange Rate
Foreign Safe Asset Demand and the Dollar Exchange Rate
  • GSB Authors: Arvind Krishnamurthy | Hanno Lustig
  • Date: 2018-03-21
  • Publication Type: Working Papers


Miniature of Post-FOMC Announcement Drift in U.S. Bond Markets
Post-FOMC Announcement Drift in U.S. Bond Markets
  • GSB Authors: Hanno Lustig
  • Date: 2017-12-15
  • Publication Type: Working Papers


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 Complex Asset Markets
Complex Asset Markets
  • GSB Authors: Hanno Lustig
  • Date: 2016-08-15
  • Publication Type: Working Papers


Miniature of Capital Share Dynamics When Firms Insure Workers
Capital Share Dynamics When Firms Insure Workers
  • GSB Authors: Hanno Lustig
  • Date: 2016-07-09
  • Publication Type: Working Papers


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 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: 2016-02-01
  • Publication Type: Working Papers


Miniature of Equity Is Cheap for Large Financial Institutions: The International Evidence
Equity Is Cheap for Large Financial Institutions: The International Evidence
  • GSB Authors: Hanno Lustig
  • Date: 2016-01-01
  • Publication Type: Working Papers


Miniature of Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
Why Are Exchange Rates So Smooth? A Segmented Asset Markets Explanation
  • GSB Authors: Hanno Lustig
  • Date: 2015-11-01
  • Publication Type: Working Papers