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Housing collateral, consumption insurance and risk premia : an empirical perspective

Lustig, Hanno; Nieuwerburgh, Stijn van - 2003

Persistent link: https://www.econbiz.de/10001793685

Housing collateral, consumption insurance and risk premia

Lustig, Hanno (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001923482

A theory of housing collateral, consumption insurance and risk premia

Lustig, Hanno; Nieuwerburgh, Stijn van - 2004

Persistent link: https://www.econbiz.de/10002496538

Housing collateral and consumption insurance across US regions

Lustig, Hanno; Nieuwerburgh, Stijn van - 2004

Persistent link: https://www.econbiz.de/10002083845

Housing collateral, consumption insurance, and risk premia : an empirical perspective

Lustig, Hanno; Nieuwerburgh, Stijn van - In: The journal of finance : the journal of the American … 60 (2005) 3, pp. 1167-1219

Persistent link: https://www.econbiz.de/10002888793

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Lustig, Hanno; Nieuwerburgh, Stijn van - 2021

In a model with housing collateral, a decrease in house prices reduces the collateral value of housing, increases household exposure to idiosyncratic risk, and increases the conditional market price of risk. This collateral mechanism can quantitatively replicate the conditional and the...

Persistent link: https://www.econbiz.de/10013224421

Long run risk, the wealth-consumption ratio, and the temporal pricing of risk

Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - In: The American economic review 100 (2010) 2, pp. 552-556

Persistent link: https://www.econbiz.de/10008748865

The cross-section and time series of stock and bond returns

Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - In: Journal of monetary economics 88 (2017), pp. 50-69

Persistent link: https://www.econbiz.de/10011799154

A Theory of Housing Collateral, Consumption Insurance and Risk Premia

Lustig, Hanno - 2004

Persistent link: https://www.econbiz.de/10012467732

Housing Collateral, Consumption Insurance and Risk Premia : An Empirical Perpective

Lustig, Hanno - 2003

In a model with housing collateral, the ratio of housing wealth to human wealth shifts the conditional distribution of asset prices and consumption growth. A decrease in house prices reduces the collateral value of housing, increases household exposure to idiosyncratic risk, and increases the...

Persistent link: https://www.econbiz.de/10012468738