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Why does the treasury issue tips? : the tips-treasury bond puzzle
Fleckenstein, Matthias; Longstaff, Francis A.; Lustig, Hanno - 2010
Persistent link: https://www.econbiz.de/10008663044
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Is the volatility of the market price of risk due to intermittent portfolio re-balancing?
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2009
Persistent link: https://www.econbiz.de/10003889788
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2014
Persistent link: https://www.econbiz.de/10010360039
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Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno; Verdelhan, Adrien - 2016
Persistent link: https://www.econbiz.de/10011450423
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Can housing collateral explain long-run swings in asset returns?
Lustig, Hanno; Nieuwerburgh, Stijn van - 2006
Persistent link: https://www.econbiz.de/10003399544
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Firm volatility in granular networks
Kelly, Bryan T.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2013
Persistent link: https://www.econbiz.de/10010192396