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D-Index & Metrics

Economics and Finance

D-Index
45
Citations
9732
World Ranking
1744
National Ranking
1031

Overview

Hanno Lustig is affiliated with Stanford University in the United States and specializes in the fields of Economics, Econometrics, and Finance. Their research contributions span several subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Tourism, Leisure and Hospitality Management, and Accounting.

The research topics covered by Lustig focus on areas such as Monetary Policy and Economic Impact, Financial Markets and Investment Strategies, Fiscal Policies and Political Economy, Housing Market and Economics, Global Financial Crisis and Policies, Banking stability, regulation, efficiency, and Economic theories and models.

The list of recent papers by Lustig includes:

  • Foreign Safe Asset Demand and the Dollar Exchange Rate (2021), The Journal of Finance
  • Firm Volatility in Granular Networks (2020), Journal of Political Economy
  • Review Article: Perspectives on the Future of Asset Pricing (2020), Review of Financial Studies
  • The U.S. Public Debt Valuation Puzzle (2024), Econometrica
  • Dollar Safety and the Global Financial Cycle (2023), The Review of Economic Studies

Frequent coauthors in Lustig's research include Zhengyang Jiang, Stijn Van Nieuwerburgh, Mindy Z. Xiaolan, Arvind Krishnamurthy, and YiLi Chien.

The most frequent publication venues for Lustig's work are:

  • SSRN Electronic Journal
  • The Journal of Finance
  • Journal of Political Economy
  • Review of Financial Studies
  • Zenodo (CERN European Organization for Nuclear Research)

Best Publications

  • Common Risk Factors in Currency Markets

    Hanno Lustig;Nikolai Roussanov;Adrien Verdelhan

  • The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

    Hanno Lustig;Adrien Verdelhan

  • Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

    Hanno N. Lustig;Stijn G. Van Nieuwerburgh

  • The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications

    Bernard Herskovic;Bryan T Kelly;Hanno Lustig;Stijn Van Nieuwerburgh

  • Countercyclical currency risk premia

    Hanno Lustig;Hanno Lustig;Nikolai Roussanov;Nikolai Roussanov;Adrien Verdelhan;Adrien Verdelhan

  • The Cross-Section and Time-Series of Stock and Bond Returns

    Ralph S.J. Koijen;Hanno Lustig;Stijn Van Nieuwerburgh

  • Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees

    Bryan T Kelly;Hanno Lustig;Stijn Van Nieuwerburgh

  • Foreign Safe Asset Demand and the Dollar Exchange Rate

    Zhengyang Jiang;Arvind Krishnamurthy;Hanno Lustig

  • The TIPS-treasury bond puzzle

    Matthias Fleckenstein;Francis A. Longstaff;Hanno Lustig

  • The Wealth-Consumption Ratio

    Hanno Lustig;Stijn Van Nieuwerburgh;Adrien Verdelhan

  • Common Risk Factors in Currency Markets

    Hanno N. Lustig;Hanno N. Lustig;Nikolai L. Roussanov;Nikolai L. Roussanov;Adrien Verdelhan

  • Size Anomalies in U.S. Bank Stock Returns

    Priyank Gandhi;Hanno Lustig

  • The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

    Hanno N. Lustig;Hanno N. Lustig;Adrien Verdelhan;Adrien Verdelhan

  • Technological change and the growing inequality in managerial compensation.

    Hanno Lustig;Chad Syverson;Stijn Van Nieuwerburgh

  • The Returns on Human Capital:Good News on Wall Street is Bad News on Main Street

    Hanno Lustig;Stijn Van Nieuwerburgh

  • The Term Structure of Currency Carry Trade Risk Premia

    Hanno Lustig;Andreas Stathopoulos;Adrien Verdelhan

  • The Returns on Human Wealth: Good News on Wall Street is Bad News on Main Street

    Stijn Van Nieuwerburgh;Hanno Lustig

  • The Cross-Section and Time-Series of Stock and Bond Returns

    Ralph Koijen;Hanno Lustig;Stijn Van Nieuwerburgh

  • The Market Price of Aggregate Risk and the Wealth Distribution

    Hanno Lustig;Yi-Li Chien

  • Why Does the Treasury Issue TIPS? The TIPS-Treasury Bond Puzzle

    Matthias Fleckenstein;Francis Longstaff;Hanno Lustig

  • Can Housing Collateral Explain Long-Run Swings in Asset Returns?

    Hanno Lustig;Stijn Van Nieuwerburgh

  • THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK

    Hanno Lustig;Adrien Verdelhan

  • A Multiplier Approach to Understanding the Macro Implications of Household Finance

    YiLi Chien;Harold Cole;Hanno Lustig

  • When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (and when is it not)

    Dirk Krueger;Dirk Krueger;Hanno Lustig

  • Fiscal hedging with nominal assets

    Hanno Lustig;Christopher Sleet;Şevin Yeltekin

  • Firm Volatility in Granular Networks

    Bryan Kelly;Stijn Van Nieuwerburgh

Frequent Co-Authors

Stijn Van Nieuwerburgh
Stijn Van Nieuwerburgh Columbia University
Harold L. Cole
Harold L. Cole University of Pennsylvania
Dirk Krueger
Dirk Krueger University of Pennsylvania
Ralph S. J. Koijen
Ralph S. J. Koijen University of Chicago
Francis A. Longstaff
Francis A. Longstaff University of California, Los Angeles
Chad Syverson
Chad Syverson University of Chicago
Fabrizio Perri
Fabrizio Perri Federal Reserve Bank of Minneapolis
Stefan Nagel
Stefan Nagel University of Chicago
Michael C. Ashton
Michael C. Ashton Brock University

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