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Hanno Lustig

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

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Journal Articles

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

Foreign Safe Asset Demand and the Dollar Exchange Rate

  • Post published:February 2, 2021
  • Post category:

With Zhengyang Jiang, Arvind Krishnamurthy (2021), Journal of Finance (accepted). [Link]

Continue ReadingForeign Safe Asset Demand and the Dollar Exchange Rate

Firm Volatility in Granular Networks

  • Post published:June 1, 2020
  • Post category:

With Bernard Herksovic, Bryan Kelly, and Stijn Van Nieuwerburgh (2020), Journal of Political Economy (accepted). [Link]

Continue ReadingFirm Volatility in Granular Networks

Why are Exchange Rates so Smooth? A Household Finance Explanation

  • Post published:June 1, 2020
  • Post category:

With YiLi Chien and Kanda Naknoi, 2019, Journal of Monetary Economics (accepted), [PDF] [Link]

Continue ReadingWhy are Exchange Rates so Smooth? A Household Finance Explanation

Capital Share Dynamics when Firms Insure Workers

  • Post published:July 15, 2019
  • Post category:

With Barney Hartman-Glaeser and Mindy Z. Xialan (2019), Journal of Finance (accepted). [Link] [slides] [appendix]

Continue ReadingCapital Share Dynamics when Firms Insure Workers

Does Incomplete Spanning Help to Explain Exchange Rates?

  • Post published:June 1, 2019
  • Post category:

with Adrien Verdelhan (2019),  American Economic Review. [Link] [slides]

Continue ReadingDoes Incomplete Spanning Help to Explain Exchange Rates?

Gravity in the Exchange Rate Factor Structure

  • Post published:April 1, 2019
  • Post category:

With Robert Richmond (2019), Review of Financial Studies (accepted), [Link]

Continue ReadingGravity in the Exchange Rate Factor Structure
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