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Fiscal Hedging and the Yield C...
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1
Exploring the Link between Housing and the Value Premium (joint with Stijn Van Nieuwerburgh)
Lustig, Hanno
-
UCLA Department of Economics
Persistent link: https://www.econbiz.de/10005572903
Saved in:
2
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution (joint with Adrien Verdelhan, BU, forthcoming in Papers and Proceedings JEEA)
Lustig, Hanno
-
UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005359287
Saved in:
3
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street (joint with Stijn Van Nieuwerburgh)
Lustig, Hanno
-
UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005708605
Saved in:
4
Does the US government Hedge against Defense Expenditure Risk? (joint with Chris Sleet and Sevin Yeltekin)
Lustig, Hanno
-
UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005708606
Saved in:
5
Housing Collateral, Consumption Insurance and Risk Premia: an Empirical Perspective (joint with Stijn Van Nieuwerburgh), forthcoming Journal of Finance
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005708614
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6
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk (joint with Adrien Verdelhan)(updated February 2006)
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005708616
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7
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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8
Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh)
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005708638
Saved in:
9
How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006)
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005828071
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10
The Market Price of Aggregate Risk and the Wealth Distribution
Lustig, Hanno
-
UCLA Department of Economics
-
2004
Persistent link: https://www.econbiz.de/10005828079
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