Common risk factors in currency markets H Lustig, N Roussanov, A Verdelhan Review of Financial Studies 24 (11), 3731-3777, 2011 | 1381 | 2011 |
The cross section of foreign currency risk premia and consumption growth risk H Lustig, A Verdelhan American Economic Review 97 (1), 89-117, 2007 | 920 | 2007 |
Housing collateral, consumption insurance, and risk premia: An empirical perspective HN Lustig, SG Van Nieuwerburgh The Journal of Finance 60 (3), 1167-1219, 2005 | 794 | 2005 |
Countercyclical currency risk premia H Lustig, N Roussanov, A Verdelhan Journal of Financial Economics, 0 | 458* | |
Size Anomalies in US Bank Stock Returns P Gandhi, H Lustig Journal of Finance, 2012 | 446* | 2012 |
The common factor in idiosyncratic volatility: Quantitative asset pricing implications B Herskovic, BT Kelly, H Lustig, S Van Nieuwerburgh Journal of Financial Economics, 2014 | 442 | 2014 |
The TIPS‐Treasury Bond Puzzle M Fleckenstein, FA Longstaff, H Lustig Journal of Finance, 2014 | 379* | 2014 |
Too-systemic-to-fail: What option markets imply about sector-wide government guarantees BT Kelly, H Lustig, S Van Nieuwerburgh American Economic Review, 2011 | 322* | 2011 |
The cross-section and time-series of stock and bond returns RSJ Koijen, H Lustig, S Van Nieuwerburgh National Bureau of Economic Research, 2010 | 319* | 2010 |
The market price of aggregate risk and the wealth distribution YL Chien, H Lustig The Review of Financial Studies 23 (4), 1596-1650, 2010 | 297* | 2010 |
Foreign safe asset demand and the dollar exchange rate Z Jiang, A Krishnamurthy, H Lustig Journal of Finance, 2020 | 293 | 2020 |
The Wealth-Consumption Ratio S Van Nieuwerburgh, H Lustig, A Verdelhan Review of Asset Pricing Studies 3 (1), 38-94, 2013 | 235* | 2013 |
The Term Structure of Currency Carry Trade Risk Premia HN Lustig, A Stathopoulos, A Verdelhan American Economic Review, 2016 | 189* | 2016 |
Firm volatility in granular networks S Van Nieuwerburgh, H Lustig, B Kelly accepted Journal of Political Economy, 2014 | 180* | 2014 |
The returns on human capital: Good news on wall street is bad news on main street H Lustig, S Van Nieuwerburgh Review of Financial Studies 21 (5), 2097-2137, 2005 | 175 | 2005 |
How much does household collateral constrain regional risk sharing? H Lustig, S Van Nieuwerburgh Review of Economic Dynamics 13 (2), 265-294, 2010 | 164* | 2010 |
Fiscal hedging with nominal assets H Lustig, C Sleet, Ş Yeltekin Journal of Monetary Economics 55 (4), 710-727, 2008 | 156 | 2008 |
Technological change and the growing inequality in managerial compensation H Lustig, C Syverson, S Van Nieuwerburgh Journal of Financial Economics 99 (3), 601-627, 2011 | 154 | 2011 |
When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)? D Krueger, H Lustig Journal of Economic Theory 145 (1), 1-41, 2010 | 144 | 2010 |
Dollar safety and the global financial cycle Z Jiang, A Krishnamurthy, H Lustig Review of Economic Studies, rdad108, 2023 | 140 | 2023 |