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Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh) Author info | Abstract | Publisher info | Download info | Related research | Statistics Hanno Lustig
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Paper provided by UCLA Department of Economics in its series UCLA Economics Online Papers with number
322.
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Date of creation: 10 Oct 2004Date of revision:
Handle: RePEc:cla:uclaol:322Contact details of provider: Web page: http://www.econ.ucla.edu/
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Fama, Eugene F & French, Kenneth R, 1992.
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Hanno Lustig & Stijn Van Nieuwerburgh, 2004.
"How Much Does Household Collateral Constrain Regional Risk Sharing? ,"
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"Quantitative Asset Pricing Implications of Endogenous Solvency Constraints ,"
Rodney L. White Center for Financial Research Working Papers
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