Author Page for Hanno Lustig

1.

The U.S. Public Debt Valuation Puzzle

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Citation 6

1

The U.S. Public Debt Valuation Puzzle

NBER Working Paper No. w26583

Number of pages: 69 Posted: 24 Dec 2019 Last Revised: 19 Feb 2023

Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan

Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance

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Citation 1

Abstract:

2.

Post-FOMC Announcement Drift in U.S. Bond Markets

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Citation 5

1

Post-Fomc Announcement Drift in U.S. Bond Markets

NBER Working Paper No. w25127

Number of pages: 86 Posted: 08 Oct 2018 Last Revised: 27 Feb 2022

Jordan Brooks, Michael Katz and Hanno Lustig

AQR Capital Management, LLC, AQR Capital Management, LLC and Stanford University

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Abstract:

3.

Foreign Safe Asset Demand and the Dollar Exchange Rate

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Citation 90

1

Foreign Safe Asset Demand and the Dollar Exchange Rate

NBER Working Paper No. w24439

Number of pages: 98 Posted: 26 Mar 2018 Last Revised: 12 Apr 2023

Zhengyang Jiang, Arvind Krishnamurthy and Hanno Lustig

Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University

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Abstract:

4.

Spending Less After (Seemingly) Bad News

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Citation 2

1

Spending Less after (Seemingly) Bad News

NBER Working Paper No. w27010

Number of pages: 50 Posted: 20 Apr 2020 Last Revised: 21 Apr 2023

Mark J. Garmaise, Yaron Levi and Hanno Lustig

University of California, Los Angeles (UCLA) - Anderson School of Management, University of Southern California - Marshall School of Business and Stanford University

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Abstract:

5.

Manufacturing Risk-free Government Debt

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Citation 8

1

Manufacturing Risk-Free Government Debt

CESifo Working Paper No. 8902

Number of pages: 68 Posted: 03 Mar 2021

Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan

Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance

Downloads 53 (655,238)

Citation 1

Abstract:

6.

Quantifying U.S. Treasury Investor Optimism

Columbia Business School Research Paper Forthcoming

Number of pages: 29 Posted: 01 Mar 2021 Last Revised: 14 Jun 2021

Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan

Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance

Downloads 266 (197,976)

Hanno Lustig

Stanford University

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Scholarly Papers (6)

The U.S. Public Debt Valuation Puzzle

The U.S. Public Debt Valuation Puzzle

Abstract:

Post-FOMC Announcement Drift in U.S. Bond Markets

Post-Fomc Announcement Drift in U.S. Bond Markets

Abstract:

Foreign Safe Asset Demand and the Dollar Exchange Rate

Foreign Safe Asset Demand and the Dollar Exchange Rate

Abstract:

Spending Less After (Seemingly) Bad News

Spending Less after (Seemingly) Bad News

Abstract:

Manufacturing Risk-free Government Debt

Manufacturing Risk-Free Government Debt

Abstract:

Quantifying U.S. Treasury Investor Optimism

Abstract: