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Hanno Lustig

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

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Working Papers

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

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

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

  • Post published:March 15, 2021
  • Post category:

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

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

What Determines the Government’s Funding Costs when r=g? Unpleasant Fiscal Asset Pricing Arithmetic

  • Post published:March 1, 2021
  • Post category:

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

Continue ReadingWhat Determines the Government’s Funding Costs when r=g? Unpleasant Fiscal Asset Pricing Arithmetic

Quantifying U.S. Treasury Investor Optimism

  • Post published:January 19, 2021
  • Post category:

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

Continue ReadingQuantifying U.S. Treasury Investor Optimism

Bond Convenience Yields in the Eurozone Currency Union

  • Post published:December 22, 2020
  • Post category:

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

Continue ReadingBond Convenience Yields in the Eurozone Currency Union

Manufacturing Risk-free Government Debt

  • Post published:December 14, 2020
  • Post category:

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

Continue ReadingManufacturing Risk-free Government Debt
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