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The Common Factor in Idiosyncr...
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Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)
Lustig, Hanno
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UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005572903
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2
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006)
Lustig, Hanno
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UCLA Department of Economics
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2004
Persistent link: https://www.econbiz.de/10005828071
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3
The Market Price of Aggregate Risk and the Wealth Distribution
Lustig, Hanno
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UCLA Department of Economics
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2004
Persistent link: https://www.econbiz.de/10005828079
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4
Macro Implications of Household Finance (joint with YiLi Chien and Harold Cole )
Lustig, Hanno
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UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005828103
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5
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh)
Lustig, Hanno
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UCLA Department of Economics
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2005
Persistent link: https://www.econbiz.de/10005708605
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6
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)
Lustig, Hanno
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UCLA Department of Economics
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2005
Persistent link: https://www.econbiz.de/10005708606
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7
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance
Lustig, Hanno
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UCLA Department of Economics
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2004
Persistent link: https://www.econbiz.de/10005708614
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8
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)
Lustig, Hanno
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UCLA Department of Economics
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2004
Persistent link: https://www.econbiz.de/10005708616
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9
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models
Lustig, Hanno
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005708630
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10
Fiscal Hedging and the Yield Curve(joint with Chris Sleet, CMU, and Sevin Yeltekin (CMU))
Lustig, Hanno
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UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005708637
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