Hanno Lustig

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