Concepedia

Hanno Lustig

HL

62

Publications

6.4K

Citations

36

H-Index

1997

Active since

Affiliations

National Bureau of Economic Research(Current)

Anderson University - South Carolina

New York University

University of California, Los Angeles

Stanford University

Hanno Lustig is an author at National Bureau of Economic Research specializing in business, finance, and economics.

Top concepts

Publications per year

1997–2024

62

Publications

62

Common Risk Factors in Currency Markets

Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan · Review of Financial Studies · 2011 · 1K citations

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

Hanno Lustig, Adrien Verdelhan · American Economic Review · 2007 · 558 citations

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The common factor in idiosyncratic volatility: Quantitative asset pricing implications

Bernard Herskovic, Bryan Kelly, Hanno Lustig et al. · Journal of Financial Economics · 2015 · 422 citations

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Countercyclical currency risk premia

Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan · Journal of Financial Economics · 2013 · 372 citations · Full text

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Foreign Safe Asset Demand and the Dollar Exchange Rate

Zhengyang Jiang, Arvind Krishnamurthy, Hanno Lustig · The Journal of Finance · 2021 · 312 citations · Full text

, , +17

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