Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective

By Hanno Lustig, Stijn Van Nieuwerburgh. 2003

520 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/e04576b287bc7b10d8685ea536139453950a488d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Stijn Van Nieuwerburgh
2. Hanno Lustig
3. Liang Peng
4. Michael A. Sklarz
5. N. Miller
6. Bryan T. Kelly
7. Bernard Herskovic

In Economics and Econometrics

1. Stijn Van Nieuwerburgh
2. Hanno Lustig
3. Bryan T. Kelly
4. Bernard Herskovic
5. Liang Peng
6. N. Miller
7. Michael A. Sklarz
8. A. Verdelhan

Citations in the corpus

• How Much Does Household Collateral Constrain Regional Risk Sharing (2010, methodology): “We refer the reader to Lustig and Van Nieuwerburgh (2005) for details of the estimation.”
• Margin-Based Asset Pricing and Deviations from the Law of One Price (2011, unknown): “(1997), Geanakoplos (1997), Kiyotaki and Moore (1997), Caballero and Krishnamurthy (2001), Lustig and Van Nieuwerburgh (2005) , Coen-Pirani (2005), Fostel and Geanakoplos (2008)) and the possibility of arbitrage in equilibrium (Basak and Croitoru (2000, 2006), Geanakoplos (2003)).”
• Good Times or Bad Times? Investors' Uncertainty and Stock Returns (2009, unknown): “30 See also Lustig and Van Nieuwerburgh (2005) and Santos and Veronesi (2006). Bansal, Dittmar, and Lundblad (2005) and Parker and Julliard (2005) use the long-run growth rate in nondurable consumption to explain average returns.”