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1

Deviations from Covered Interest Rate Parity

DU, WENXIN, TEPPER, ALEXANDER, VERDELHAN, ADRIEN

Journal:

The Journal of Finance

Year:

2018

Language:

english

File:

PDF, 1.35 MB

english, 2018

2

Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market

Jiang, George J., Lo, Ingrid, Verdelhan, Adrien

Journal:

Journal of Financial and Quantitative Analysis

Year:

2011

Language:

english

File:

PDF, 350 KB

english, 2011

3

Common Risk Factors in Currency Markets

Hanno Lustig, Nikolai Roussanov and Adrien Verdelhan

Journal:

Review of Financial Studies

Year:

2011

Language:

english

File:

PDF, 3.38 MB

english, 2011

4

Countercyclical currency risk premia

Lustig, Hanno, Roussanov, Nikolai, Verdelhan, Adrien

Journal:

Journal of Financial Economics

Year:

2014

Language:

english

File:

PDF, 845 KB

english, 2014

5

Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?

Lustig, Hanno, Verdelhan, Adrien

Journal:

American Economic Review

Year:

2019

Language:

english

File:

PDF, 816 KB

english, 2019

6

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply

Hanno Lustig and Adrien Verdelhan

Journal:

American Economic Review

Year:

2011

Language:

english

File:

PDF, 2.44 MB

english, 2011

7

A Habit-Based Explanation of the Exchange Rate Risk Premium

ADRIEN VERDELHAN

Journal:

The Journal of Finance

Year:

2010

Language:

english

File:

PDF, 2.18 MB

english, 2010

8

Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

Koijen, Ralph S.J, Lustig, Hanno, Van Nieuwerburgh, Stijn, Verdelhan, Adrien

Journal:

American Economic Review

Year:

2010

Language:

english

File:

PDF, 93 KB

english, 2010

9

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply

Lustig, Hanno, Verdelhan, Adrien

Journal:

American Economic Review

Year:

2011

Language:

english

File:

PDF, 1.11 MB

english, 2011

10

Crash Risk in Currency Markets

Farhi, Emmanuel, Fraiberger, Samuel P., Gabaix, Xavier, Ranciere, Romain, Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 315 KB

english, 2009

11

A Habit-Based Explanation of the Exchange Rate Risk Premium

ADRIEN VERDELHAN

Journal:

The Journal of Finance

Year:

2010

Language:

english

File:

PDF, 198 KB

english, 2010

12

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

Hanno Lustig and Adrien Verdelhan

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 3.79 MB

english, 2007

13

Business cycle variation in the risk-return trade-off

Lustig, Hanno, Verdelhan, Adrien

Journal:

Journal of Monetary Economics

Year:

2012

Language:

english

File:

PDF, 283 KB

english, 2012

14

International risk cycles

Gourio, François, Siemer, Michael, Verdelhan, Adrien

Journal:

Journal of International Economics

Year:

2013

Language:

english

File:

PDF, 808 KB

english, 2013

15

PAPERS AND PROCEEDINGS OF THE One Hundred Twenty Second Annual Meeting OF THE AMERICAN ECONOMIC ASSOCIATION || Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

Ralph S.J. Koijen, Hanno Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan

Journal:

American Economic Review

Year:

2010

Language:

english

File:

PDF, 634 KB

english, 2010

16

The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

Lustig, Hanno, Verdelhan, Adrien

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 252 KB

english, 2007

17

The Share of Systematic Variation in Bilateral Exchange Rates

VERDELHAN, ADRIEN

Journal:

The Journal of Finance

Year:

2017

Language:

english

File:

PDF, 330 KB

english, 2017

18

Uncertainty and International Capital Flows

Gourio, Francois, Siemer, Michael, Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.18 MB

english, 2015

19

The Term Structure of Currency Carry Trade Risk Premia

Lustig, Hanno N., Stathopoulos, Andreas, Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.19 MB

english, 2013

20

INVESTING IN FOREIGN CURRENCY IS LIKE BETTING ON YOUR INTERTEMPORAL MARGINAL RATE OF SUBSTITUTION

Hanno Lustig, Adrien Verdelhan

Journal:

Journal of the European Economic Association

Year:

2006

Language:

english

File:

PDF, 83 KB

english, 2006

21

Comment

Hanno Lustig and Adrien Verdelhan

Journal:

NBER Macroeconomics Annual

Year:

2008

Language:

english

File:

PDF, 537 KB

english, 2008

22

Papers and Proceedings of the Twentieth Annual Congress of the European Economic Association || Investing in Foreign Currency is Like Betting on Your Intertemporal Marginal Rate of Substitution

Hanno Lustig and Adrien Verdelhan

Journal:

Journal of the European Economic Association

Year:

2006

Language:

english

File:

PDF, 925 KB

english, 2006

23

Common Risk Factors in Currency Markets

Lustig, Hanno, Roussanov, Nikolai, Verdelhan, Adrien

Journal:

Review of Financial Studies

Year:

2011

Language:

english

File:

PDF, 264 KB

english, 2011

24

The Share of Systematic Variation in Bilateral Exchange Rates

Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 858 KB

english, 2012

25

Deviations from Covered Interest Rate Parity

Du, Wenxin, Tepper, Alexander, Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 4.13 MB

english, 2016

26

Information Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market

Lo, Ingrid, Verdelhan, Adrien, Jiang, George J.

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 350 KB

english, 2008

27

Countercyclical Currency Risk Premia

Lustig, Hanno N., Roussanov, Nikolai L., Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 472 KB

english, 2012

28

Business Cycle Variation in the Risk-Return Trade-Off

Lustig, Hanno N., Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 409 KB

english, 2011

29

International Risk Cycles

Gourio, Francois, Siemer, Michael, Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 415 KB

english, 2011

30

The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

Lustig, Hanno N., Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 585 KB

english, 2006

31

Sovereign Risk Premia

Borri, Nicola, Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 323 KB

english, 2011

32

Common Risk Factors in Currency Markets

Lustig, Hanno N., Roussanov, Nikolai L., Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 613 KB

english, 2009

33

Common Risk Factors in Currency Markets

Lustig, Hanno N., Roussanov, Nikolai L., Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 570 KB

english, 2011

34

Common Risk Factors in Currency Markets

Lustig, Hanno N., Roussanov, Nikolai L., Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2008

File:

PDF, 438 KB

2008

35

Common Risk Factors in Currency Markets

Lustig, Hanno N., Roussanov, Nikolai L., Verdelhan, Adrien

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 438 KB

english, 2008