The market price of aggregate risk and the wealth distribution

von Lustig, Hanno
Veröffentlicht 2005

A European history lesson for today's central bankers

von Lustig, Hanno
Veröffentlicht in International journal of central banking (2013)

Re-examining the synchronization of European business cycles

von Lustig, Hanno
Veröffentlicht 1997

On the short and long term real effects of nominal exchange rates

von Aksoy, Yunus
Veröffentlicht 2002

The cross-section of currency risk premia and consumption growth risk

von Lustig, Hanno
Veröffentlicht 2005

Investing in foreign currency is like betting on your intertemporal marginal rate of substitution

von Lustig, Hanno
Veröffentlicht in European Economic Association Journal of the European Economic Association (2006)

Sticky prices and the nominal effects of real shocks

von Dewachter, Hans
Veröffentlicht 1998

A cross-country comparison of CPI as a measure of inflation

von Dewachter, Hans
Veröffentlicht 1997

Sticky prices and the nominal effects of real shocks

von Dewachter, Hans
Veröffentlicht 1998

Circular aspects of exchange rates and market structure

von Aksoy, Yunus
Veröffentlicht 1998

Exchange rates, prices and international trade in a model of endogeneous market structure

von Aksoy, Yunus
Veröffentlicht in Manchester School of Economic Studies The Manchester School (2007)

When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?

von Krueger, Dirk
Veröffentlicht in Journal of economic theory (2010)

Does incomplete spanning in international financial markets help to explain exchange rates?

von Lustig, Hanno
Veröffentlicht 2016

On the short and long term real effects of nominal exchange rates

von Aksoy, Yunus
Veröffentlicht 2002

Optimal monetary policy with collateralized household debt and borrowing constraints

von Monacelli, Tommaso
Veröffentlicht in Asset prices and monetary policy (2008)

Business cycle variation in the risk-return trade-off

von Lustig, Hanno
Veröffentlicht in Journal of monetary economics (2012)

Circular aspects of exchange rates and market structure

von Aksoy, Yunus
Veröffentlicht 1998

Size anomalies in US bank stock returns

von Gandhi, Priyank
Veröffentlicht in The journal of finance (2015)

The market price of aggregate risk and the wealth distribution

von Chien, YiLi
Veröffentlicht in The review of financial studies (2010)

Does incomplete spanning in international financial markets help to explain exchange rates?

von Lustig, Hanno
Veröffentlicht in The American economic review (2019)