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Government Debt in Mature Economies. Safe or Risky?
- GSB Authors: Hanno Lustig
- Date: 2024-08-20
- Publication Type: Working Papers

Can U.s. Treasury Markets Add and Subtract?
- GSB Authors: Hanno Lustig
- Date: 2024-08-16
- Publication Type: Working Papers

The U.s. Public Debt Valuation Puzzle
- GSB Authors: Hanno Lustig
- Date: 2024-07-30
- Publication Type: Articles
- Publication: Econometrica

What Drives Variation in the U.s. Debt‐to‐output Ratio? The Dogs That Did Not Bark
- GSB Authors: Hanno Lustig
- Date: 2024-06-11
- Publication Type: Articles
- Publication: The Journal of Finance

Spending Less After (Seemingly) Bad News
- GSB Authors: Hanno Lustig
- Date: 2024-04-29
- Publication Type: Articles
- Publication: The Journal of Finance

Convenience Yields and Exchange Rate Puzzles
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2024-01-24
- Publication Type: Working Papers

Dollar Safety and the Global Financial Cycle
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2023-11-26
- Publication Type: Articles
- Publication: The Review of Economic Studies

The Rest of the World’s Dollar-Weighted Return on U.s. Treasurys
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2023-11-23
- Publication Type: Articles
- Publication: IMF Economic Review

What About Japan?
- GSB Authors: Hanno Lustig
- Date: 2023-11-01
- Publication Type: Working Papers

Implications of Asset Market Data for Equilibrium Models of Exchange Rates
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2023-11-01
- Publication Type: Working Papers

What Drives Variation in the U.s. Debt/output Ratio? The Dogs That Didn’t Bark
- GSB Authors: Hanno Lustig
- Date: 2023-10-11
- Publication Type: Working Papers

Complex Asset Markets
- GSB Authors: Hanno Lustig
- Date: 2023-07-20
- Publication Type: Articles
- Publication: The Journal of Finance

Fiscal Capacity: An Asset Pricing Perspective
- GSB Authors: Hanno Lustig
- Date: 2023-06-20
- Publication Type: Articles
- Publication: Annual Review of Financial Economics
Money Market Funds, Comment Letter to the Securities and Exchange Commission
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PDF - GSB Authors: Anat Admati | Peter DeMarzo | Hanno Lustig | Paul Pfleiderer | Amit Seru
- Date: 2021-04-12
- Subject: Government | Policy
- Publication Type: Other

Foreign Safe Asset Demand and the Dollar Exchange Rate
- GSB Authors: Arvind Krishnamurthy | Hanno Lustig
- Date: 2021-02-02
- Publication Type: Articles
- Publication: The Journal of Finance

Firm Volatility in Granular Networks
- GSB Authors: Hanno Lustig
- Date: 2020-10-05
- Publication Type: Articles
- Publication: Journal of Political Economy

Equity Is Cheap for Large Financial Institutions
- GSB Authors: Hanno Lustig
- Date: 2020-01-25
- Publication Type: Articles
- Publication: The Review of Financial Studies

Gravity in the Exchange Rate Factor Structure
- GSB Authors: Hanno Lustig
- Date: 2019-09-12
- Publication Type: Articles
- Publication: The Review of Financial Studies

Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
- GSB Authors: Hanno Lustig
- Date: 2019-06-01
- Publication Type: Articles
- Publication: The American Economic Review

Capital Share Dynamics When Firms Insure Workers
- GSB Authors: Hanno Lustig
- Date: 2019-03-30
- Publication Type: Articles
- Publication: The Journal of Finance

Why Are Exchange Rates So Smooth? A Household Finance Explanation
- GSB Authors: Hanno Lustig
- Date: 2019-02-20
- Publication Type: Articles
- Publication: Journal of Monetary Economics

The Term Structure of Currency Carry Trade Risk Premia
- GSB Authors: Hanno Lustig
- Date: 2019-01-19
- Publication Type: Articles
- Publication: The American Economic Review

The Cross-Section and Time Series of Stock and Bond Returns
- GSB Authors: Hanno Lustig
- Date: 2017-05-22
- Publication Type: Articles
- Publication: Journal of Monetary Economics

Deflation Risk
- GSB Authors: Hanno Lustig
- Date: 2017-02-27
- Publication Type: Articles
- Publication: The Review of Financial Studies

Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
- GSB Authors: Hanno Lustig
- Date: 2016-09-22
- Publication Type: Articles
- Publication: The Review of Financial Studies