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Miniature of Government Debt in Mature Economies. Safe or Risky?
Government Debt in Mature Economies. Safe or Risky?
  • GSB Authors: Hanno Lustig
  • Date: 2024-08-20
  • Publication Type: Working Papers
Miniature of Can U.s. Treasury Markets Add and Subtract?
Can U.s. Treasury Markets Add and Subtract?
  • GSB Authors: Hanno Lustig
  • Date: 2024-08-16
  • Publication Type: Working Papers
Miniature of The U.s. Public Debt Valuation Puzzle
The U.s. Public Debt Valuation Puzzle
  • GSB Authors: Hanno Lustig
  • Date: 2024-07-30
  • Publication Type: Articles
  • Publication: Econometrica
Miniature of What Drives Variation in the U.s. Debt‐to‐output Ratio? The Dogs That Did Not Bark
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
Miniature of Spending Less After (Seemingly) Bad News
Spending Less After (Seemingly) Bad News
  • GSB Authors: Hanno Lustig
  • Date: 2024-04-29
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Convenience Yields and Exchange Rate Puzzles
Convenience Yields and Exchange Rate Puzzles
  • GSB Authors: Arvind Krishnamurthy | Hanno Lustig
  • Date: 2024-01-24
  • Publication Type: Working Papers
Miniature of Dollar Safety and the Global Financial Cycle
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
Miniature of The Rest of the World’s Dollar-Weighted Return on U.s. Treasurys
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
Miniature of What About Japan?
What About Japan?
  • GSB Authors: Hanno Lustig
  • Date: 2023-11-01
  • Publication Type: Working Papers
Miniature of Implications of Asset Market Data for Equilibrium Models of Exchange Rates
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
Miniature of What Drives Variation in the U.s. Debt/output Ratio? The Dogs That Didn’t Bark
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
Miniature of Complex Asset Markets
Complex Asset Markets
  • GSB Authors: Hanno Lustig
  • Date: 2023-07-20
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Fiscal Capacity: An Asset Pricing Perspective
Fiscal Capacity: An Asset Pricing Perspective
  • GSB Authors: Hanno Lustig
  • Date: 2023-06-20
  • Publication Type: Articles
  • Publication: Annual Review of Financial Economics
Miniature of Money Market Funds, Comment Letter to the Securities and Exchange Commission
Money Market Funds, Comment Letter to the Securities and Exchange Commission
  •   PDF
  • GSB Authors: Anat Admati | Peter DeMarzo | Hanno Lustig | Paul Pfleiderer | Amit Seru
  • Date: 2021-04-12
  • Subject: Government | Policy
  • Publication Type: Other
Miniature of Foreign Safe Asset Demand and the Dollar Exchange Rate
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
Miniature of Firm Volatility in Granular Networks
Firm Volatility in Granular Networks
  • GSB Authors: Hanno Lustig
  • Date: 2020-10-05
  • Publication Type: Articles
  • Publication: Journal of Political Economy
Miniature of Equity Is Cheap for Large Financial Institutions
Equity Is Cheap for Large Financial Institutions
  • GSB Authors: Hanno Lustig
  • Date: 2020-01-25
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Gravity in the Exchange Rate Factor Structure
Gravity in the Exchange Rate Factor Structure
  • GSB Authors: Hanno Lustig
  • Date: 2019-09-12
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
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
Miniature of Capital Share Dynamics When Firms Insure Workers
Capital Share Dynamics When Firms Insure Workers
  • GSB Authors: Hanno Lustig
  • Date: 2019-03-30
  • Publication Type: Articles
  • Publication: The Journal of Finance
Miniature of Why Are Exchange Rates So Smooth? A Household Finance Explanation
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
Miniature of The Term Structure of Currency Carry Trade Risk Premia
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
Miniature of The Cross-Section and Time Series of Stock and Bond Returns
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
Miniature of Deflation Risk
Deflation Risk
  • GSB Authors: Hanno Lustig
  • Date: 2017-02-27
  • Publication Type: Articles
  • Publication: The Review of Financial Studies
Miniature of Are Stocks Real Assets? Sticky Discount Rates in Stock Markets
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

5 fiscal policy 4 foreign exchange rates 3 asset pricing 3 market volatility 2 bond pricing 2 bonds (finance) 2 business size 2 convenience yield 2 convenience yields 2 exchange rates 2 financial markets 2 households 2 incomplete markets 2 international finance 2 investors 2 monetary policy 2 options (finance) 2 price inflation 2 rate of return on stocks 2 term structure 2 time series analysis 1 2008-2009 1 American business enterprises 1 G12 1 U.S. dollar 1 US monetary policy 1 aggregation 1 aggregation (statistics) 1 asset management 1 assets (accounting) 1 banking 1 banking industry 1 big business 1 bond risk premium 1 business cycles 1 business cycles and asset pricing 1 capital 1 carry trades (foreign exchange) 1 commerce 1 consumer confidence 1 consumer preferences 1 consumers 1 consumption (economics) 1 corporate governance 1 credit 1 crises 1 cross section of stock returns 1 cross-sectional method 1 debt 1 debt maturity 1 debt sustainability 1 decision making in investments 1 demand 1 demand for money 1 discounted cash flow 1 dollar 1 e13 1 e32 1 economic forecasting 1 economic geography 1 economic shock 1 endogeneity (econometrics) 1 endowments 1 equity (real property) 1 exchange rate puzzles 1 f44 1 federal budget 1 finance 1 financial bailouts 1 financial crises 1 financial economics 1 financial ratios 1 financial repression 1 financial risk 1 financial services industry 1 firm volatility 1 foreign exchange 1 g11 1 g12 1 g17 1 g21 1 global financial crisis 1 government budget constraint 1 government securities 1 gross domestic product 1 heterogeneous beliefs 1 idiosyncratic risk 1 idiosyncratic risk (securities) 1 insurance policies 1 interest rate risk 1 interest rates 1 international economics 1 international finance and macroeconomics 1 international risk sharing 1 investment 1 investment risk 1 location theory (geography) 1 macroeconomics 1 marginal utility 1 market capitalization 1 market pricing 1 market segmentation 1 market value 1 mispricing 1 monetary economics 1 network effect 1 policy 1 poor people 1 portfolio choice 1 portfolio management (investments) 1 portfolio restrictions 1 portfolio selection and asset pricing 1 power law (mathematics) 1 price deflation 1 public debt sustainability 1 public debts 1 rate of return 1 rate of return on bonds 1 rate of return on government securities 1 rent (economic theory) 1 return on assets 1 risk 1 risk exposure 1 risk premiums 1 risk sharing 1 safe asset demand 1 sharpe ratio 1 shopping 1 space in economics 1 statistical correlation 1 stock market participation 1 stockholders 1 suretyship & guaranty 1 surplus (economics) 1 swaps (finance) 1 unemployment statistics 1 united states economic policy 1 united states economy 1 valuation 1 value premium 1 workers' compensation