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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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The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh)
Lustig, Hanno - UCLA Department of Economics - 2005
Persistent link: https://www.econbiz.de/10005708605
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Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)
Lustig, Hanno - UCLA Department of Economics - 2005
Persistent link: https://www.econbiz.de/10005708606
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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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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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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
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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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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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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