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Measuring US fiscal capacity using discounted cash flow analysis
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - In: Brookings papers on economic activity : BPEA (2022), pp. 157-209
Persistent link: https://www.econbiz.de/10014324937
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Fiscal capacity : an asset pricing perspective
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - In: Annual review of financial economics 15 (2023), pp. 197-219
Persistent link: https://www.econbiz.de/10014426279
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Exorbitant privilege gained and lost : fiscal implications
Chen, Zefeng; Jiang, Zhengyang; Lustig, Hanno; … - 2022
Persistent link: https://www.econbiz.de/10013203312
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Measuring U.S. fiscal capacity using discounted cash flow analysis
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - 2022
Persistent link: https://www.econbiz.de/10013203318
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Financial and total wealth inequality with declining interest rates
Greenwald, Daniel L.; Leombroni, Matteo; Lustig, Hanno; … - 2021
Persistent link: https://www.econbiz.de/10012505152
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The U.S. public debt valuation puzzle
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - 2021
Persistent link: https://www.econbiz.de/10012505162
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Manufacturing risk-free government debt
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - 2021
Persistent link: https://www.econbiz.de/10012586820
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The US public debt valuation puzzle
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 4, pp. 1309-1347
Persistent link: https://www.econbiz.de/10015048053
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What drives variation in the US debt-to-output ratio? : the dogs that did not bark
Jiang, Zhengyang; Lustig, Hanno; Nieuwerburgh, Stijn van; … - In: The journal of finance : the journal of the American … 79 (2024) 4, pp. 2603-2665
Persistent link: https://www.econbiz.de/10015048205
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The Common Factor in Idiosyncratic Volatility : Quantitative Asset Pricing Implications
Herskovic, Bernard - 2014
We show that firms' idiosyncratic volatility obeys a strong factor structure and that shocks to the common factor in idiosyncratic volatility (CIV) are priced. Stocks in the lowest CIV-beta quintile earn average returns 5.4% per year higher than those in the highest quintile. The CIV factor...
Persistent link: https://www.econbiz.de/10012458588