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Gravity in FX R-Squared
by
Lustig, Hanno
2017
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Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
by
Lustig, Hanno
2016
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Electronic
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The Common Factor in Idiosyncratic Volatility Quantitative Asset Pricing Implications
by
Herskovic, Bernard
2014
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Firm Volatility in Granular Networks
by
Kelly, Bryan
2013
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The Term Structure of Currency Carry Trade Risk Premia
by
Lustig, Hanno
2013
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Countercyclical Currency Risk Premia
by
Lustig, Hanno
2010
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Technological Change and the Growing Inequality in Managerial Compensation
by
Lustig, Hanno
2009
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Common Risk Factors in Currency Markets
by
Lustig, Hanno
2008
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Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
by
Lustig, Hanno
2008
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Wealth-Consumption Ratio
by
Lustig, Hanno
2008
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