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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
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Are stocks real assets? : sticky discount rates in stock markets
Katz, Michael; Lustig, Hanno; Nielsen, Lars N. - In: The review of financial studies 30 (2017) 2, pp. 539-587
Persistent link: https://www.econbiz.de/10011746139
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Equity is cheap for large financial institutions
Gandhi, Priyank; Lustig, Hanno; Plazzi, Alberto - In: The review of financial studies 33 (2020) 9, pp. 4231-4271
Persistent link: https://www.econbiz.de/10012387369
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Gravity in the exchange rate factor structure
Lustig, Hanno; Richmond, Robert J. - In: The review of financial studies 33 (2020) 8, pp. 3492-3540
Persistent link: https://www.econbiz.de/10012249740
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The market price of aggregate risk and the wealth distribution
Chien, YiLi; Lustig, Hanno - In: The review of financial studies 23 (2010) 4, pp. 1596-1650
Persistent link: https://www.econbiz.de/10003959878
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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