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~person:"Lustig, Hanno"
~subject:"Bond"
~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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Lustig, Hanno
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26
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20
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18
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17
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16
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ECONIS (ZBW)
13
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1
The term structure of currency carry trade risk premia
Lustig, Hanno
;
Stathopoulos, Andreas
;
Verdelhan, Adrien
- In:
The American economic review
109
(
2019
)
12
,
pp. 4142-4177
Persistent link: https://www.econbiz.de/10012200455
Saved in:
2
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
3
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
4
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
5
Countercyclical currency risk premia
Lustig, Hanno
;
Roussanov, Nikolai
;
Verdelhan, Adrien
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 527-553
Persistent link: https://www.econbiz.de/10010375937
Saved in:
6
Is the volatility of market price of risk due to intermittent portfolio rebalancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
- In:
The American economic review
102
(
2012
)
6
,
pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
Saved in:
7
The cross section of foreign currency risk premia and consumption growth risk: reply
Lustig, Hanno
;
Verdelhan, Adrien
- In:
The American economic review
101
(
2011
)
7
,
pp. 3477-3500
Persistent link: https://www.econbiz.de/10009538750
Saved in:
8
The cross section of foreign currency risk premia and consumption growth risk : comment
Burnside, Craig
- In:
The American economic review
101
(
2011
)
7
,
pp. 3456-3476
Persistent link: https://www.econbiz.de/10009538751
Saved in:
9
Common risk factors in currency markets
Lustig, Hanno
;
Roussanov, Nikolai
;
Verdelhan, Adrien
- In:
The review of financial studies
24
(
2011
)
11
,
pp. 3731-3777
Persistent link: https://www.econbiz.de/10009381413
Saved in:
10
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
Krueger, Dirk
;
Lustig, Hanno
- In:
Journal of economic theory
145
(
2010
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003946292
Saved in:
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