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~institution:"Edward Elgar Publishing"
~institution:"UCLA Department of Economics"
~language:"eng"
~language:"hrv"
~person:"Lustig, Hanno"
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Lustig, Hanno
Jehiel, Philippe
28
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16
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16
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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)
Lustig, Hanno
-
UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005359287
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2
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))
Lustig, Hanno
-
UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005708637
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3
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005708614
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4
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005708616
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5
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005708638
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6
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006)
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005828071
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7
The Market Price of Aggregate Risk and the Wealth Distribution
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005828079
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8
When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn)
Lustig, Hanno
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005248605
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9
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models
Lustig, Hanno
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708630
Saved in:
10
Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole )
Lustig, Hanno
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005828103
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