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Hanno Lustig

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

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Other Publications

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

Review Article: Perspectives on the Future of Asset Pricing

  • Post published:February 9, 2021
  • Post category:

With Markus Brunnermeier, Emmanuel Farhi, Ralph S.J. Koijen, Arvind Krishnamurthy, Sydney C. Ludvigson, Stefan Nagel, Monika Piazzesi (2021) Vol. 34 Issue 4 Pages 2126–2160, Review of Financial Studies [Link]

Continue ReadingReview Article: Perspectives on the Future of Asset Pricing

Mind the Gap in Sovereign Debt Markets: The U.S. Treasury basis and the Dollar Risk Factor

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

with Arvind Krishnamurthy. August 29, 2019, prepared for the annual Jackson Hole Symposium. [Link]

Continue ReadingMind the Gap in Sovereign Debt Markets: The U.S. Treasury basis and the Dollar Risk Factor

Foreign Safe Asset Demand for US Treasurys and the Dollar

  • Post published:May 1, 2018
  • Post category:

With Zhengyang Jiang and Arvind Krishnamurthy (2018), AEA Papers and Proceedings, [Link]

Continue ReadingForeign Safe Asset Demand for US Treasurys and the Dollar

Inflation-Adjusted Bonds and the Inflation Risk Premium

  • Post published:March 21, 2016
  • Post category:

with Matthias Fleckenstein and Francis Longstaff, Handbook of Fixed Income, edited by Pietro Veronesi (2015), John Wiley & Sons. [Link]

Continue ReadingInflation-Adjusted Bonds and the Inflation Risk Premium

A European History lesson for Today’s Central Bankers

  • Post published:January 31, 2013
  • Post category:

International Journal of Central Banking (2013), prepared for the 4th IJCB Financial Stability Conference.

Continue ReadingA European History lesson for Today’s Central Bankers

Exchange Rates in a Stochastic Discount Factor Framework

  • Post published:June 14, 2012
  • Post category:

Handbook of Exchange Rates (2012), edited by Jessica James, Ian W. Marsh, and Lucio Sarno, John Wiley & Sons. [Link]

Continue ReadingExchange Rates in a Stochastic Discount Factor Framework

Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

  • Post published:May 1, 2010
  • Post category:

With Ralph S. J. Koijen, Stijn Van Nieuwerburgh and Adrien Verdelhan. (2010).  American Economic Review, Papers and Proceedings [Link]

Continue ReadingLong Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

Discussion of “Carry Trades and Currency Crashes”

  • Post published:January 1, 2008
  • Post category:

by Markus Brunnermeier, Stefan Nagel and Lasse Pedersen, in NBER Macro Annual 2008, edited by Daron Acemoglu, Kenneth Rogoff and Michael Woodford, University of Chicago Press.

Continue ReadingDiscussion of “Carry Trades and Currency Crashes”

Consumption Based Asset Pricing Models: Empirical Performance

  • Post published:January 1, 2008
  • Post category:

with Fatih Guvenen, in New Palgrave Dictionary of Economics (2008), Second Edition, edited by Stephen Durlauf and Lawrence Blume, Palgrave Macmillan. [Link]

Continue ReadingConsumption Based Asset Pricing Models: Empirical Performance
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