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Hanno Lustig

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

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Publications

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).

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

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).

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).

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

Matteo Maggiori: Winner of the 2021 Fischer Black Prize

  • Post published:September 3, 2021
  • Post category:

The Journal of Finance, 76(5). [Link]

Continue ReadingMatteo Maggiori: Winner of the 2021 Fischer Black Prize

Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect

  • Post published:May 24, 2021
  • Post category:

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

Continue ReadingBeyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect
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