Showing 1 - 15 results of 15 for search 'Verdelhan, Adrien', query time: 0.04s Refine Results
  1. 1
    The Share of Systematic Variation in Bilateral Exchange Rates

    The Share of Systematic Variation in Bilateral Exchange Rates by Verdelhan, Adrien Frederic

    Published 2019
    Get full text
    Article
  2. 2
    A Habit-Based Explanation of the Exchange Rate Risk Premium

    A Habit-Based Explanation of the Exchange Rate Risk Premium by Verdelhan, Adrien Frederic

    Published 2013
    Get full text
    Get full text
    Article
  3. 3
    Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?

    Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? by Lustig, Hanno, Verdelhan, Adrien

    Published 2021
    Get full text
    Article
  4. 4
    Business cycle variation in the risk-return trade-off

    Business cycle variation in the risk-return trade-off by Lustig, Hanno, Verdelhan, Adrien Frederic

    Published 2017
    Get full text
    Get full text
    Article
  5. 5
    The cross section of foreign currency risk premia and consumption growth risk: Reply

    The cross section of foreign currency risk premia and consumption growth risk: Reply by Hanno, Lustig, Verdelhan, Adrien Frederic

    Published 2013
    Get full text
    Get full text
    Article
  6. 6
    The Term Structure of Currency Carry Trade Risk Premia

    The Term Structure of Currency Carry Trade Risk Premia by Lustig, Hanno, Stathopoulos, Andreas, Verdelhan, Adrien

    Published 2021
    Get full text
    Article
  7. 7
    International risk cycles

    International risk cycles by Gourio, François, Siemer, Michael, Verdelhan, Adrien Frederic

    Published 2017
    Get full text
    Get full text
    Article
  8. 8
    Countercyclical currency risk premia

    Countercyclical currency risk premia by Lustig, Hanno, Roussanov, Nikolai, Verdelhan, Adrien Frederic

    Published 2018
    Get full text
    Get full text
    Article
  9. 9
    Deviations from Covered Interest Rate Parity

    Deviations from Covered Interest Rate Parity by Du, Wenxin, Tepper, Alexander, Verdelhan, Adrien Frederic

    Published 2020
    Get full text
    Article
  10. 10
    Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market

    Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market by Jiang, George J., Lo, Ingrid, Verdelhan, Adrien Frederic

    Published 2012
    Get full text
    Get full text
    Article
  11. 11
    The Wealth-Consumption Ratio

    The Wealth-Consumption Ratio by Verdelhan, Adrien Frederic, Lustig, Hanno, Van Nieuwerburgh, Stijn

    Published 2014
    Get full text
    Get full text
    Article
  12. 12
    Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk

    Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk by Koijen, Ralph S. J., Lustig, Hanno, Nieuwerburgh, Stijn Van, Verdelhan, Adrien Frederic

    Published 2011
    Get full text
    Get full text
    Article
  13. 13
    What are the local spillover effects of innovation?

    What are the local spillover effects of innovation? by Bidanda, Maya

    Published 2022
    Other Authors: “…Verdelhan, Adrien…”
    Get full text
    Thesis
  14. 14
    Essays in Financial Economics

    Essays in Financial Economics by Elias, Leonardo Ariel

    Published 2022
    Other Authors: “…Verdelhan, Adrien…”
    Get full text
    Get full text
    Thesis
  15. 15
    Jünger Can't Borrow: Demographic Imbalances and Currency Risk Premia

    Jünger Can't Borrow: Demographic Imbalances and Currency Risk Premia by Adams, Patrick Augustine

    Published 2022
    Other Authors: “…Verdelhan, Adrien…”
    Get full text
    Thesis

Search Tools: