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Information about:
Hanno Lustig

Personal Details | Affiliation | Works
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Personal Details

First Name: Hanno
Middle Name:
Last Name: Lustig
Suffix:

RePEc Short-ID: plu17

Email:
Homepage:
http://www.anderson.ucla.edu/x18962.xml
Postal Address:
Phone: 3108253697

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

Works

|
Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Yi-Li Chien & Harold L. Cole & Hanno Lustig, 2009. "Is the Volatility of the Market Price of Risk due to Intermittent Portfolio Re-balancing?," NBER Working Papers 15382, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Hanno Lustig & Chad Syverson & Stijn Van Nieuwerburgh, 2009. "Technological Change and the Growing Inequality in Managerial Compensation," NBER Working Papers 14661, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Hanno Lustig & Adrien Verdelhan, 2008. "Note on The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," NBER Working Papers 13812, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. YiLi Chien & Harold Cole & Hanno Lustig, 2007. "A Multiplier Approach to Understanding the Macro Implications of Household Finance," NBER Working Papers 13555, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2007. "Evaluating Asset Pricing Models with Limited Commitment using Household Consumption Data," NBER Working Papers 13650, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  8. Yunus Aksoy & Hanno Lustig, 2006. "Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure," Birkbeck Working Papers in Economics and Finance 0609, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    Published as:

  9. Hanno Lustig & Stijn Van Nieuwerburgh, 2006. "Can Housing Collateral Explain Long-Run Swings in Asset Returns?," NBER Working Papers 12766, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  10. Dirk Krueger & Hanno Lustig, 2006. "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)?," NBER Working Papers 12634, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  11. Krüger, Dirk & Lustig, Hanno, 2006. "The Irrelevance of Market Incompleteness for the Price of Aggregate Risk," CEPR Discussion Papers 5936, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  12. Hanno Lustig & Adrien Verdelhan, 2005. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Boston University - Department of Economics - Working Papers Series WP2005-040, Boston University - Department of Economics. [Downloadable!]
    Published as:

  13. Adrien Verdelhan & Hanno Lustig, 2005. "The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series WP2005-019, Boston University - Department of Economics. [Downloadable!]
    Other versions:

    Published as:

  14. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2005. "Fiscal Hedging and the Yield Curve," NBER Working Papers 11687, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  15. Hanno Lustig & Stijn Van Nieuwerburgh, 2005. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," NBER Working Papers 11564, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  16. Hanno Lustig & Adrien Verdelhan, 2005. "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers 11104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  17. Stijn Van Nieuwerburgh & Hanno Lustig, 2005. "The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street," 2005 Meeting Papers 105, Society for Economic Dynamics. [Downloadable!]

  18. Hanno Lustig, 2005. "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 368, UCLA Department of Economics. [Downloadable!]

  19. Hanno Lustig, 2005. "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 352, UCLA Department of Economics. [Downloadable!]

  20. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "A Theory of Housing Collateral, Consumption Insurance and Risk Premia," NBER Working Papers 10955, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  21. Hanno Lustig & Adrien Verdelhan, 2004. "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk," 2004 Meeting Papers 136c, Society for Economic Dynamics. [Downloadable!]

  22. Hanno Lustig, 2004. "Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance," UCLA Economics Online Papers 300, UCLA Department of Economics. [Downloadable!]

  23. Hanno Lustig, 2004. "How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006)," UCLA Economics Online Papers 302, UCLA Department of Economics. [Downloadable!]

  24. Stijn Van Nieuwerburgh & Hanno Lustig, 2004. "Housing Collateral and Consumption Insurance Across US Regions," 2004 Meeting Papers 548, Society for Economic Dynamics.

  25. Hanno Lustig, 2004. "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)," UCLA Economics Online Papers 303, UCLA Department of Economics. [Downloadable!]

  26. Hanno Lustig, 2004. "Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers 322, UCLA Department of Economics. [Downloadable!]

  27. Sevin Yeltekin & Hanno Lustig & Chris Sleet, 2004. "Does the US government hedge against government expenditure risk?," 2004 Meeting Papers 48, Society for Economic Dynamics.

  28. Hanno Lustig & Stijn Van Nieuwerburgh, 2004. "How Much Does Household Collateral Constrain Regional Risk Sharing?," NBER Working Papers 10505, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  29. Hanno Lustig & Stijn Van Nieuwerburgh, 2003. "Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective," NBER Working Papers 9959, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  30. Yunus Aksoy & Hanno Lustig, 2002. "Short and Long Term Real Effects of Exchange Rates," Computing in Economics and Finance 2002 46, Society for Computational Economics.

  31. Hanno Lustig & Stijn Van Nieuwerburgh, 2002. "Housing Collateral, Consumption Insurance and Risk Premia," Macroeconomics 0211008, EconWPA. [Downloadable!]

  32. Hanno Lustig, 2001. "The Market Price of Aggregate Risk and the Wealth Distribution," Finance 0111004, EconWPA, revised 16 Nov 2001. [Downloadable!]
    Other versions:

  33. Yunus Aksoy & Hanno Lustig, 1998. "Circular Aspects of Exchange Rates and Market Structure," Center for Economic Studies - Discussion papers ces9806, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]

  34. Hanno Lustig, . "When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)," UCLA Economics Online Papers 380, UCLA Department of Economics. [Downloadable!]

  35. Hanno Lustig & Christopher Sleet & Sevin Yeltekin, . "Fiscal Hedging with Nominal Assets," GSIA Working Papers 2006-E35, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
    Published as:

  36. Antje Berndt & Hanno Lustig & Sevin Yeltekin, . "Does the US Government Hedge Against Fiscal Risk?," GSIA Working Papers 2006-E70, Carnegie Mellon University, Tepper School of Business. [Downloadable!]

  37. Hanno Lustig, . "Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)," UCLA Economics Online Papers 389, UCLA Department of Economics. [Downloadable!]


Articles

  1. Lustig, Hanno & Sleet, Christopher & Yeltekin, Sevin, 2008. "Fiscal hedging with nominal assets," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 710-727, May. [Downloadable!] (restricted)
    Other versions:

  2. Hanno Lustig & Stijn Van Nieuwerburgh, 2008. "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(5), pages 2097-2137, September. [Downloadable!] (restricted)
    Other versions:

  3. Dirk Krueger & Hanno Lustig & Fabrizio Perri, 2008. "Evaluating Asset Pricing Models with Limited Commitment Using Household Consumption Data," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 715-726, 04-05. [Downloadable!] (restricted)
    Other versions:

  4. Hanno Lustig & Adrien Verdelhan, 2007. "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk," American Economic Review, American Economic Association, vol. 97(1), pages 89-117, March. [Downloadable!]
    Other versions:

  5. Hanno Lustig & Adrien Verdelhan, 2006. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 644-655, 04-05. [Downloadable!] (restricted)
    Other versions:

  6. Hanno N. Lustig & Stijn G. Van Nieuwerburgh, 2005. "Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective," Journal of Finance, American Finance Association, vol. 60(3), pages 1167-1219, 06. [Downloadable!] (restricted)
    Other versions:


Chapters

  1. Hanno Lustig & Adrien Verdelhan, 2008. "Comment on "Carry Trades and Currency Crashes"," NBER Chapters, in: NBER Macroeconomics Annual 2008 National Bureau of Economic Research, Inc. [Downloadable!]


NEP Fields

34 papers by this author were announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (7) 2004-10-21 2006-02-19 2006-04-01 2006-12-09 2006-12-22 2009-01-31 2009-09-26 Author is listed
  2. NEP-CBA: Central Banking (2) 2006-10-14 2008-04-21
  3. NEP-CFN: Corporate Finance (1) 2005-02-20
  4. NEP-COM: Industrial Competition (1) 2008-04-21
  5. NEP-DGE: Dynamic General Equilibrium (12) 2001-11-21 2002-11-18 2004-06-07 2004-12-12 2005-02-20 2005-09-11 2006-11-04 2006-12-09 2006-12-22 2007-11-10 2008-01-05 2009-01-31 Author is listed
  6. NEP-FIN: Finance (10) 2004-08-02 2004-08-02 2004-08-02 2004-12-12 2004-12-15 2005-02-13 2005-02-20 2005-10-15 2005-12-01 2006-03-18 Author is listed
  7. NEP-FMK: Financial Markets (3) 2006-03-18 2006-04-01 2006-10-14
  8. NEP-IAS: Insurance Economics (6) 2003-09-08 2004-08-02 2004-08-02 2004-12-12 2006-04-01 2006-12-09 Author is listed
  9. NEP-IFN: International Finance (6) 2004-08-09 2004-08-09 2006-02-19 2006-03-18 2008-04-21 2008-07-14 Author is listed
  10. NEP-INT: International Trade (1) 2006-10-14
  11. NEP-LAB: Labour Economics (1) 2009-01-31
  12. NEP-MAC: Macroeconomics (7) 2005-10-15 2006-03-18 2006-04-01 2006-11-04 2008-01-05 2008-03-25 2009-01-31 Author is listed
  13. NEP-MIC: Microeconomics (1) 2008-04-21
  14. NEP-MON: Monetary Economics (1) 2005-10-15
  15. NEP-OPM: Open MacroEconomics (1) 2008-04-21
  16. NEP-PBE: Public Economics (1) 2005-10-15
  17. NEP-RMG: Risk Management (4) 2004-08-02 2004-08-02 2006-12-22 2008-07-14
  18. NEP-UPT: Utility Models & Prospect Theory (2) 2006-11-04 2006-12-09
  19. NEP-URE: Urban & Real Estate Economics (7) 2003-09-08 2004-06-07 2004-08-02 2004-08-02 2004-12-12 2006-07-09 2006-12-22 Author is listed

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This page was last updated on 2009-11-2.


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