Hanno Lustig

7.6k total citations · 3 hit papers
60 papers, 3.6k citations indexed

About

Hanno Lustig is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Hanno Lustig has authored 60 papers receiving a total of 3.6k indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 37 papers in Economics and Econometrics and 28 papers in General Economics, Econometrics and Finance. Recurrent topics in Hanno Lustig's work include Financial Markets and Investment Strategies (33 papers), Monetary Policy and Economic Impact (28 papers) and Housing Market and Economics (16 papers). Hanno Lustig is often cited by papers focused on Financial Markets and Investment Strategies (33 papers), Monetary Policy and Economic Impact (28 papers) and Housing Market and Economics (16 papers). Hanno Lustig collaborates with scholars based in United States, United Kingdom and Canada. Hanno Lustig's co-authors include Adrien Verdelhan, Stijn Van Nieuwerburgh, Nikolai Roussanov, Bryan Kelly, Priyank Gandhi, YiLi Chien, Bernard Herskovic, Matthias Fleckenstein, Francis A. Longstaff and Zhengyang Jiang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Hanno Lustig

55 papers receiving 3.4k citations

Hit Papers

Common Risk Factors in Cu... 2011 2026 2016 2021 2011 2015 2021 200 400 600

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Hanno Lustig United States 28 2.9k 2.3k 1.7k 760 139 60 3.6k
Egon Zakrajšek United States 27 3.0k 1.0× 2.8k 1.2× 2.5k 1.5× 726 1.0× 98 0.7× 71 4.4k
Samuel Hanson United States 24 2.8k 0.9× 1.7k 0.7× 915 0.6× 981 1.3× 144 1.0× 58 3.3k
Marco Lo Duca Germany 19 2.1k 0.7× 1.6k 0.7× 1.6k 0.9× 325 0.4× 82 0.6× 47 2.8k
Jose A. Lopez United States 24 2.3k 0.8× 1.4k 0.6× 711 0.4× 926 1.2× 82 0.6× 94 2.8k
Urban J. Jermann United States 14 1.9k 0.6× 2.1k 0.9× 1.5k 0.9× 723 1.0× 114 0.8× 44 2.9k
Adrien Verdelhan United States 22 2.6k 0.9× 1.9k 0.8× 1.8k 1.1× 326 0.4× 85 0.6× 47 3.0k
Itamar Drechsler United States 17 2.6k 0.9× 1.3k 0.6× 674 0.4× 509 0.7× 172 1.2× 28 2.8k
Grant McQueen United States 21 1.6k 0.5× 1.5k 0.6× 693 0.4× 595 0.8× 147 1.1× 38 2.1k
Claude B. Erb United States 16 2.1k 0.7× 1.9k 0.8× 1.0k 0.6× 588 0.8× 190 1.4× 35 2.8k
Andreas Schrimpf Switzerland 23 1.7k 0.6× 1.3k 0.6× 1.0k 0.6× 323 0.4× 91 0.7× 95 2.1k

Countries citing papers authored by Hanno Lustig

Since Specialization
Citations

This map shows the geographic impact of Hanno Lustig's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hanno Lustig with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hanno Lustig more than expected).

Fields of papers citing papers by Hanno Lustig

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hanno Lustig. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hanno Lustig. The network helps show where Hanno Lustig may publish in the future.

Co-authorship network of co-authors of Hanno Lustig

This figure shows the co-authorship network connecting the top 25 collaborators of Hanno Lustig. A scholar is included among the top collaborators of Hanno Lustig based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hanno Lustig. Hanno Lustig is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chen, Zefeng, Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh, & Mindy Z. Xiaolan. (2025). Exorbitant Privilege Gained and Lost: Fiscal Implications. Journal of Political Economy. 133(12). 3713–3761.
2.
Jiang, Zhengyang, Hanno Lustig, Stijn Van Nieuwerburgh, & Mindy Z. Xiaolan. (2024). What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. The Journal of Finance. 79(4). 2603–2665. 4 indexed citations
3.
Jiang, Zhengyang, Arvind Krishnamurthy, & Hanno Lustig. (2023). Dollar Safety and the Global Financial Cycle. The Review of Economic Studies. 91(5). 2878–2915. 15 indexed citations
4.
Jiang, Zhengyang, Hanno Lustig, Stijn Van Nieuwerburgh, & Mindy Z. Xiaolan. (2023). Fiscal Capacity: An Asset Pricing Perspective. Annual Review of Financial Economics. 15(1). 197–219. 6 indexed citations
5.
Jiang, Zhengyang, Arvind Krishnamurthy, & Hanno Lustig. (2021). Foreign Safe Asset Demand and the Dollar Exchange Rate. The Journal of Finance. 76(3). 1049–1089. 122 indexed citations breakdown →
6.
Jiang, Zhengyang, Arvind Krishnamurthy, & Hanno Lustig. (2021). Beyond Incomplete Spanning: Convenience Yields and Exchange Rate Disconnect. RePEc: Research Papers in Economics. 1 indexed citations
7.
Lustig, Hanno & Adrien Verdelhan. (2019). Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. American Economic Review. 109(6). 2208–2244. 37 indexed citations
8.
Jiang, Zhengyang, Arvind Krishnamurthy, & Hanno Lustig. (2018). Foreign Safe Asset Demand for US Treasurys and the Dollar. AEA Papers and Proceedings. 108. 537–541. 35 indexed citations
9.
Koijen, Ralph S. J., Hanno Lustig, & Stijn Van Nieuwerburgh. (2017). The cross-section and time series of stock and bond returns. Journal of Monetary Economics. 88. 50–69. 96 indexed citations
10.
Katz, Michael B., et al.. (2016). Are Stocks Real Assets? Sticky Discount Rates in Stock Markets. Review of Financial Studies. 30(2). 539–587. 25 indexed citations
11.
Chien, YiLi, Harold L. Cole, & Hanno Lustig. (2015). Implications of heterogeneity in preferences, beliefs and asset trading technologies in an endowment economy. Review of Economic Dynamics. 20. 215–239. 9 indexed citations
12.
Lustig, Hanno, Nikolai Roussanov, & Adrien Verdelhan. (2013). Countercyclical currency risk premia. Journal of Financial Economics. 111(3). 527–553. 224 indexed citations
13.
Lustig, Hanno, Chad Syverson, & Stijn Van Nieuwerburgh. (2010). Technological change and the growing inequality in managerial compensation☆. Journal of Financial Economics. 99(3). 601–627. 92 indexed citations
14.
Nieuwerburgh, Stijn Van, Hanno Lustig, & Ralph S. J. Koijen. (2009). The Bond Risk Premium and the Cross-Section of Equity Returns. RePEc: Research Papers in Economics. 2 indexed citations
15.
Nieuwerburgh, Stijn Van, Chad Syverson, & Hanno Lustig. (2008). IT, Corporate Payouts, and the Growing Inequality in Managerial Compensation. RePEc: Research Papers in Economics. 6 indexed citations
16.
Lustig, Hanno & Adrien Verdelhan. (2008). Comment. NBER Macroeconomics Annual. 23(1). 361–384. 3 indexed citations
17.
Lustig, Hanno, Stijn Van Nieuwerburgh, & Adrien Verdelhan. (2007). The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models. The Faculty Digital Archive (New York University). 10 indexed citations
18.
Lustig, Hanno & Stijn Van Nieuwerburgh. (2006). Exploring the Link between Housing and the Value Premium. 6 indexed citations
19.
Lustig, Hanno. (2004). How much Does Household Collateral Constrain Regional Risk Sharing? (joint with Stijn Van Nieuwerburgh) (updated February 2006). RePEc: Research Papers in Economics. 4 indexed citations
20.
Schokkaert, Erik, et al.. (1995). Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996). Brussels economic review. 149. 3–30. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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