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The cross section of foreign currency risk premia and consumption growth risk
Lustig, Hanno; Verdelhan, Adrien - In: The American economic review 97 (2007) 1, pp. 89-117
Persistent link: https://www.econbiz.de/10003456015
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Why are exchange rates so smooth? : a segmented asset markets explanation
Chien, YiLi; Lustig, Hanno; Naknoi, Kanda - 2015
Persistent link: https://www.econbiz.de/10011398685
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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
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Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2014
Persistent link: https://www.econbiz.de/10010380069
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Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.; Lustig, Hanno; Nieuwerburgh, Stijn van - In: The American economic review 106 (2016) 6, pp. 1278-1319
Persistent link: https://www.econbiz.de/10011537896
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Long run risk, the wealth-consumption ratio, and the temporal pricing of risk
Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - In: The American economic review 100 (2010) 2, pp. 552-556
Persistent link: https://www.econbiz.de/10008748865
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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
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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
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Spending less after (seemingly) bad news
Garmaise, Mark J.; Levi, Yaron; Lustig, Hanno - 2020
Persistent link: https://www.econbiz.de/10012225372
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Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno; Verdelhan, Adrien - In: The American economic review 109 (2019) 6, pp. 2208-2244
Persistent link: https://www.econbiz.de/10012029309