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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: 2015-10-30
  • Publication Type: Working Papers
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
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: 2013-10-16
  • Publication Type: Working Papers
Miniature of Firm Volatility in Granular Networks
Firm Volatility in Granular Networks
  • GSB Authors: Hanno Lustig
  • Date: 2012-12-07
  • 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: 2011-02-15
  • 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: 2009-02-11
  • Publication Type: Working Papers
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57 Finance

13 economics 13 finance 8 business 8 fiscal policy 8 monetary economics 6 monetary policy and economic impact 5 computer science 5 economics and econometrics 5 exchange rates 5 financial markets and investment strategies 5 foreign exchange rates 5 monetary policy 5 term structure 4 asset (computer security) 4 asset pricing 4 computer security 4 convenience yield 4 convenience yields 4 credit risk and financial regulations 4 debt 4 financial economics 4 global financial crisis and policies 4 government debt 4 incomplete markets 4 market volatility 3 banking stability, regulation, efficiency 3 bond 3 bond pricing 3 debt maturity 3 econometrics 3 exchange rate 3 financial markets 3 financial repression 3 financial system 3 fiscal policies and political economy 3 government (linguistics) 3 linguistics 3 macroeconomics 3 philosophy 3 political science 2 bonds (finance) 2 business size 2 capital asset pricing model 2 currency 2 discounted cash flow 2 dollar 2 equity (law) 2 exchange rate 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