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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
(
2013
)
4
,
pp. 1596-1595
Persistent link: https://www.econbiz.de/10010114046
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2
A MULTIPLIER APPROACH TO UNDERSTANDING THE MACRO IMPLICATIONS OF HOUSEHOLD FINANCE
Chien, YiLi
;
Cole, Harold
;
Lustig, Hanno
-
2007
Persistent link: https://www.econbiz.de/10007887033
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3
Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing?
Chien, YiLi
;
Cole, Harold
;
Lustig, Hanno
- In:
The American economic review
102
(
2012
)
6
,
pp. 2859-2897
Persistent link: https://www.econbiz.de/10010036001
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4
Insider Trades and Demand by Institutional and Individual Investors
Chien, YiLi
;
Lustig, Hanno
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1544-1544
Persistent link: https://www.econbiz.de/10008397292
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5
IS THE VOLATILITY OF THE MARKET PRICE OF RISK DUE TO INTERMITTENT PORTFOLIO RE-BALANCING?
Chien, Yi-Li
;
Cole, Harold L.
;
Lustig, Hanno
-
2009
Persistent link: https://www.econbiz.de/10008320762
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6
Perks in long-term contracts
Chien, YiLi
;
Kim, Minseong
;
Song, Joon
- In:
The Korean economic review
29
(
2013
)
1
,
pp. 161-188
Persistent link: https://www.econbiz.de/10010160433
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A European history lesson for today's central bankers
Lustig, Hanno
- In:
International journal of central banking : IJCB
9
(
2013
)
1
,
pp. 109-120
Persistent link: https://www.econbiz.de/10010118082
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8
Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective
Lustig, Hanno N.
;
Van Nieuwerburgh, Stijn G.
- In:
The journal of finance : the journal of the American …
60
(
2005
)
3
,
pp. 1167-1220
Persistent link: https://www.econbiz.de/10006547411
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9
WHY DOES THE TREASURY ISSUE TIPS? THE TIPS-TREASURY BOND PUZZLE
Fleckenstein, Matthias
;
Longstaff, Francis A
;
Lustig, Hanno
-
2010
Persistent link: https://www.econbiz.de/10008705794
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10
HOW DOES THE U.S. GOVERNMENT FINANCE FISCAL SHOCKS?
Berndt, Antje
;
Lustig, Hanno
;
Yeltekin, Sevin
-
2010
Persistent link: https://www.econbiz.de/10008717032
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