Hanno Lustig

Senior Fellow, Stanford Institute for Economic Policy Research; The Mizuho Financial Group Professor of Finance at Stanford University

Fellow, International Macroeconomics and Finance
Fellow, Asset Pricing

Website: https://hlustig.people.stanford.edu/

Twitter: @HannoLustig

Hanno Lustig has worked at the intersection of macroeconomics and finance. Recently, his research has focused on understanding the forces that determine exchange rates in currency markets. His research has shown how currencies have different risk characteristics that are determined by a country's role in the global economy. These risk characteristics help to understand the behavior of exchange rates. In addition, Lustig has explored the impact of government guarantees on the pricing of tail risk borne by large financial institutions. More recently, Lustig has also worked on understanding the determinants of a firm's volatility (volatility of sales, cash flows, stock returns etc).