Hanno Lustig

Published Papers

• The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
  American Economic Review
• Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
  Journal of Finance
• The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
  Review of Financial Studies (2008)
• Fiscal Hedging with Nominal Assets
  Journal of Monetary Economics
• Evaluating Asset pricing Models with Limited Commitment
  Journal of the European Economic Association
• Investing in Foreign Currency is like Betting Against your Own IMRS
  Journal of the European Economic Association (P&P)
• The Market Price of Aggregate Risk and the Wealth Distribution (joint with Yi-Li Chien)
  Review of Financial Studies (forthcoming)
• Discussion of Carry Trades and Currency Crashes
  NBER Macroannual
• How Much Does Household Collateral Constrain Regional Risk Sharing?
  forthcoming Review of Economic Dynamics
• When is Market Incompleteness Irrelevant for the Market Price of Aggregate Risk (and When is it not)?
  Accepted at Journal of Economic Theory