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Lustig, Hanno
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Lustig, Hanno
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1
Common Risk Factors in Currency Markets
by
Roussano, Nikolai
,
Lustig
,
Hanno
Published 2011
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2
Business cycle variation in the risk-return trade-off
by
Lustig
,
Hanno
,
Verdelhan, Adrien Frederic
Published 2017
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3
Countercyclical currency risk premia
by
Lustig
,
Hanno
,
Roussanov, Nikolai
,
Verdelhan, Adrien Frederic
Published 2018
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4
The Wealth-Consumption Ratio
by
Verdelhan, Adrien Frederic
,
Lustig
,
Hanno
,
Van Nieuwerburgh, Stijn
Published 2014
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5
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
by
Koijen, Ralph S. J.
,
Lustig
,
Hanno
,
Nieuwerburgh, Stijn Van
,
Verdelhan, Adrien Frederic
Published 2011
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