Books by Hanno Lustig
Countercyclical currency risk
Countercyclical currency risk premia
Common risk factors in currenc
Common risk factors in currency markets
Note on the cross-section of f
Note on the cross-section of foreign currency risk premia and consumption growth risk
The wealth-consumption ratio
The wealth-consumption ratio
Can housing collateral explain
Can housing collateral explain long-run swings in asset returns?
Fiscal hedging and the yield c
Fiscal hedging and the yield curve
The cross-section of currency
The cross-section of currency risk premia and US consumption growth risk
The market price of aggregate
The market price of aggregate risk and the wealth distribution
The returns on human capital
The returns on human capital
A theory of housing collateral
A theory of housing collateral, consumption insurance and risk premia
Housing collateral and consump
Housing collateral and consumption insurance across U.S. regions
Housing collateral, consumptio
Housing collateral, consumption insurance and risk premia