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Equity is cheap for large financial institutions : the international evidence
Gandhi, Priyank; Lustig, Hanno; Plazzi, Alberto - 2016 - This version: June 11, 2016
In most countries, equity is a cheap source of funding for a country's largest financial institutions. On average, the stocks of the top 10% financial companies in a country account for over a quarter of total market capitalization, but these stocks earn returns that are significantly lower than...
Persistent link: https://www.econbiz.de/10011515871
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Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"
Lustig, Hanno - In: Journal of monetary economics 69 (2015), pp. 39-41
Persistent link: https://www.econbiz.de/10011326721
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Circular aspects of exchange rates and market structure
Aksoy, Yunus; Lustig, Hanno - 1998
Persistent link: https://www.econbiz.de/10000657267
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Evaluating asset pricing models with limited commitment using household consumption data
Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 715-726
Persistent link: https://www.econbiz.de/10003725672
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Fiscal hedging with nominal assets
Lustig, Hanno; Sleet, Christopher; Yeltekin, Şevin - In: Journal of monetary economics 55 (2008) 4, pp. 710-727
Persistent link: https://www.econbiz.de/10003764354
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Investing in foreign currency is like betting on your intertemporal marginal rate of substitution
Lustig, Hanno; Verdelhan, Adrien - In: Journal of the European Economic Association 4 (2006) 2/3, pp. 644-655
Persistent link: https://www.econbiz.de/10003353562
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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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Exchange rates, prices and international trade in a model of endogeneous market structure
Aksoy, Yunus; Lustig, Hanno - In: The Manchester School 75 (2007) 2, pp. 160-192
Persistent link: https://www.econbiz.de/10003416272
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Exchange rates, prices and international trade in a model of endogenous market structure
Aksoy, Yunus (contributor); Lustig, Hanno (contributor) - 2006
Persistent link: https://www.econbiz.de/10003372525
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Evaluation asset pricing models with limited commitment using household consumption data
Krueger, Dirk (contributor); Lustig, Hanno (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003376995