Hanno Lustig

Hanno Lustig

Stanford University

H-index: 41

North America-United States

About Hanno Lustig

Hanno Lustig, With an exceptional h-index of 41 and a recent h-index of 36 (since 2020), a distinguished researcher at Stanford University, specializes in the field of asset pricing, international finance, macroeconomics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Convenience Yields and Exchange Rate Puzzles

Fiscal capacity: An asset pricing perspective

Complex asset markets

Learning About the Federal Budget Process

Dollar safety and the global financial cycle

Can US Treasury Markets Add and Subtract?

What about Japan?

The fiscal case for Europe to ‘go Dutch’on defence

Hanno Lustig Information

University

Position

Mizuho Financial Group Professor of Finance, Stanford Graduate School of Business

Citations(all)

9480

Citations(since 2020)

4674

Cited By

6806

hIndex(all)

41

hIndex(since 2020)

36

i10Index(all)

61

i10Index(since 2020)

48

Email

University Profile Page

Stanford University

Google Scholar

View Google Scholar Profile

Hanno Lustig Skills & Research Interests

asset pricing

international finance

macroeconomics

Top articles of Hanno Lustig

Title

Journal

Author(s)

Publication Date

Convenience Yields and Exchange Rate Puzzles

Zhengyang Jiang

Arvind Krishnamurthy

Hanno Lustig

Jialu Sun

2024/1/29

Fiscal capacity: An asset pricing perspective

Zhengyang Jiang

Hanno Lustig

Stijn Van Nieuwerburgh

Mindy Z Xiaolan

2023/11/1

Complex asset markets

The Journal of Finance

Andrea L Eisfeldt

Hanno Lustig

Lei Zhang

2023/10

Learning About the Federal Budget Process

Roberto Gómez-Cram

Howard Kung

Hanno Lustig

2023/9/18

Dollar safety and the global financial cycle

Review of Economic Studies

Zhengyang Jiang

Arvind Krishnamurthy

Hanno Lustig

2023/11/26

Can US Treasury Markets Add and Subtract?

Available at SSRN

Roberto Gomez Cram

Howard Kung

Hanno N Lustig

2023/9/12

What about Japan?

Yi-Li Chien

Harold L Cole

Hanno Lustig

2023/11/13

The fiscal case for Europe to ‘go Dutch’on defence

Supporting Ukraine: More critical than ever

Hanno Lustig

2023

Implications of Asset Market Data for Equilibrium Models of Exchange Rates

Zhengyang Jiang

Arvind Krishnamurthy

Hanno Lustig

2023/11/13

Exorbitant privilege gained and lost: Fiscal implications

Zefeng Chen

Zhengyang Jiang

Hanno Lustig

Stijn Van Nieuwerburgh

Mindy Z Xiaolan

2022/5/23

Measuring US fiscal capacity using discounted cash flow analysis

Zhengyang Jiang

Hanno Lustig

Stijn Van Nieuwerburgh

Mindy Z Xiaolan

2022/4/1

The rest of the world’s dollar-weighted return on us treasurys

IMF Economic Review

Zhengyang Jiang

Arvind Krishnamurthy

Hanno Lustig

2023/11/23

Beyond incomplete spanning: Convenience yields and exchange rate disconnect

Zhengyang Jiang

Arvind Krishnamurthy

Hanno N Lustig

Jialu Sun

2021/5/24

Perspectives on the future of asset pricing

The review of financial studies

Markus Brunnermeier

Emmanuel Farhi

Ralph SJ Koijen

Arvind Krishnamurthy

Sydney C Ludvigson

...

2021/4/1

Financial and total wealth inequality with declining interest rates

Daniel L Greenwald

Matteo Leombroni

Hanno Lustig

Stijn Van Nieuwerburgh

2021/3/29

What drives variation in the US debt/output ratio? The dogs that didn't bark

Zhengyang Jiang

Hanno Lustig

Stijn Van Nieuwerburgh

Mindy Z Xiaolan

2021/10/11

What determines the government’s funding costs when r= g? Unpleasant fiscal asset pricing arithmetic

Unpleasant Fiscal Asset Pricing Arithmetic (March 1, 2021)

Zhengyang Jiang

Hanno N Lustig

Stijn Van Nieuwerburgh

Mindy Z Xiaolan

2021/3/1

Matteo Maggiori: Winner of the 2021 Fischer Black Prize

The Journal of Finance

Hanno Lustig

2021/10

Quantifying US treasury investor optimism

Columbia Business School Research Paper Forthcoming

Zhengyang Jiang

Hanno Lustig

Stijn Van Nieuwerburgh

Mindy Z Xiaolan

2021

Manufacturing Risk-free Government Debt

Zhengyang Jiang

Hanno Lustig

Stijn Van Nieuwerburgh

Mindy Z Xiaolan

2020/9/7

See List of Professors in Hanno Lustig University(Stanford University)

Co-Authors

H-index: 60
Francis Longstaff

Francis Longstaff

University of California, Los Angeles

H-index: 47
Stijn Van Nieuwerburgh

Stijn Van Nieuwerburgh

Columbia University in the City of New York

H-index: 47
Arvind Krishnamurthy

Arvind Krishnamurthy

Stanford University

H-index: 42
Dirk Krueger

Dirk Krueger

University of Pennsylvania

H-index: 38
Chad Syverson

Chad Syverson

University of Chicago

H-index: 38
Harold Cole

Harold Cole

University of Pennsylvania

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