Size Anomalies in U.S. Bank Stock Returns von GANDHI, PRIYANK, LUSTIG, HANNO

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The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk von Lustig, Hanno, Verdelhan, Adrien

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Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective von LUSTIG, HANNO N., VAN NIEUWERBURGH, STIJN G.

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Is the Volatility of the Market Price of Risk Due to Intermittent Portfolio Rebalancing? von Chien, YiLi, Cole, Harold, Lustig, Hanno

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Matteo Maggiori: Winner of the 2021 Fischer Black Prize von LUSTIG, HANNO

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Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? von Lustig, Hanno, Verdelhan, Adrien

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Foreign Safe Asset Demand and the Dollar Exchange Rate von JIANG, ZHENGYANG, KRISHNAMURTHY, ARVIND, LUSTIG, HANNO

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Common Risk Factors in Currency Markets von Lustig, Hanno, Roussanov, Nikolai, Verdelhan, Adrien

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Countercyclical currency risk premia von Lustig, Hanno, Roussanov, Nikolai, Verdelhan, Adrien

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The Term Structure of Currency Carry Trade Risk Premia von Lustig, Hanno, Stathopoulos, Andreas, Verdelhan, Adrien

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Business cycle variation in the risk-return trade-off von Lustig, Hanno, Verdelhan, Adrien

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Dollar Safety and the Global Financial Cycle von Jiang, Zhengyang, Krishnamurthy, Arvind, Lustig, Hanno

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The TIPS-Treasury Bond Puzzle von FLECKENSTEIN, MATTHIAS, LONGSTAFF, FRANCIS A., LUSTIG, HANNO

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The common factor in idiosyncratic volatility: Quantitative asset pricing implications von Herskovic, Bernard, Kelly, Bryan, Lustig, Hanno, Van Nieuwerburgh, Stijn

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The Market Price of Aggregate Risk and the Wealth Distribution von Chien, YiLi, Lustig, Hanno

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Equity Is Cheap for Large Financial Institutions von Gandhi, Priyank, Lustig, Hanno, Plazzi, Alberto

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Discussion of ‘Microeconomic uncertainty, international trade and aggregate fluctuations’ von Lustig, Hanno

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Spending Less after (Seemingly) Bad News von GARMAISE, MARK J., LEVI, YARON, LUSTIG, HANNO

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Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees von Kelly, Bryan, Lustig, Hanno, Van Nieuwerburgh, Stijn

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Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk von Koijen, Ralph S.J., Lustig, Hanno, Van Nieuwerburgh, Stijn, Verdelhan, Adrien

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