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Hanno Lustig

The Mizuho Financial Group Professor of Finance, Graduate School of Business, Stanford University

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Publications

Implications of Asset Market Data for Equilibrium Models of Exchange Rates

  • Post published:November 1, 2023
  • Post category:

(with Zhengyang Jiang and Arvind Krishnamurthy) [Link]

Continue ReadingImplications of Asset Market Data for Equilibrium Models of Exchange Rates

What about Japan?

  • Post published:November 1, 2023
  • Post category:

(with YiLi Chien and Harold L. Cole) [Link]

Continue ReadingWhat about Japan?

Fiscal Capacity: An Asset Pricing Perspective

  • Post published:March 1, 2023
  • Post category:

with Zhengyang Jiang, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan (2022), Review of Financial Economics (accepted). Link: https://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110921-103651PDF: https://gsb-faculty.stanford.edu/hanno-lustig/files/2023/07/lecture_UCLA_May_2023_final.pdf

Continue ReadingFiscal Capacity: An Asset Pricing Perspective

Measuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis

  • Post published:March 1, 2023
  • Post category:

with Zhengyang Jiang, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan (2022), Brookings Papers on Economic Activity [Link]

Continue ReadingMeasuring U.S. Fiscal Capacity using Discounted Cash Flow Analysis

Spending Less After (Seemingly) Bad News

  • Post published:March 1, 2023
  • Post category:

with Mark J. Garmaise and Yaron Levi (2022), Journal of Finance (accepted). [Link]

Continue ReadingSpending Less After (Seemingly) Bad News

Complex Asset Markets

  • Post published:March 1, 2023
  • Post category:

with Andrea Eisfeldt and Lei Zhang (2022), Journal of Finance (accepted). Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2980584

Continue ReadingComplex Asset Markets

Financial and Total Wealth Inequality with Declining Interest Rates

  • Post published:July 12, 2022
  • Post category:

(with Greenwald, Daniel and Leombroni, Matteo, and Van Nieuwerburgh, Stijn) [Link]

Continue ReadingFinancial and Total Wealth Inequality with Declining Interest Rates

Exorbitant Privilege Gained and Lost: Fiscal Implications

  • Post published:April 28, 2022
  • Post category:

(with Zefeng Chen, Zhengyang Jiang, Stijn Van Nieuwerburgh, Mindy Z. Xiaolan) [Link]

Continue ReadingExorbitant Privilege Gained and Lost: Fiscal Implications

The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys

  • Post published:September 21, 2021
  • Post category:

(with Jiang, Zhengyang and Krishnamurthy, Arvind) [Link]

Continue ReadingThe Rest of the World’s Dollar-Weighted Return on U.S. Treasurys

What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn’t Bark

  • Post published:September 16, 2021
  • Post category:

(with Jiang, Zhengyang and Van Nieuwerburgh, Stijn and Xiaolan, Mindy Z.) [Link]

Continue ReadingWhat Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn’t Bark
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