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Firm volatility in granual networks
Herskovic, Bernard
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Kelly, Bryan T.
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Lustig, Hanno
; …
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2017
Persistent link: https://www.econbiz.de/10011739882
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The cross-section and time-series of stock and bond returns
Koijen, Ralph S. J.
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Lustig, Hanno
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Nieuwerburgh, Stijn van
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2012
Persistent link: https://www.econbiz.de/10009577595
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3
Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan
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Lustig, Hanno
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Nieuwerburgh, Stijn van
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2012
Persistent link: https://www.econbiz.de/10009577599
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The wealth-consumption ratio
Lustig, Hanno
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Nieuwerburgh, Stijn van
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Verdelhan, Adrien
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2012
Persistent link: https://www.econbiz.de/10009577601
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The irrelevance of market incompleteness for the price of aggregate risk
Krueger, Dirk
;
Lustig, Hanno
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2006
Persistent link: https://www.econbiz.de/10003394805
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