Adrien Verdelhan
Adrien Verdelhan
Associate Professor, MIT Sloan
Verified email at mit.edu
Title
Cited by
Cited by
Year
Common Risk Factors in Currency Markets
H Lustig, N Roussanov, A Verdelhan
Review of Financial Studies 24 (11), 3731-3777, 2011
10762011
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
H Lustig, A Verdelhan
American Economic Review 97 (1), 89–117, 2007
7762007
A Habit‐Based Explanation of the Exchange Rate Risk Premium
A Verdelhan
The Journal of Finance 65 (1), 123-146, 2010
5482010
Deviations from Covered Interest Rate Parity
W Du, A Tepper, A Verdelhan
Journal of Finance 73 (3), 915-957, 2018
4562018
Countercyclical Currency Risk Premia
H Lustig, N Roussanov, A Verdelhan
Journal of Financial Economics 111 (3), 527-553, 2014
3382014
Crash risk in currency markets
E Farhi, SP Fraiberger, X Gabaix, R Ranciere, A Verdelhan
National Bureau of Economic Research, 2009
2722009
The share of systematic variation in bilateral exchange rates
A Verdelhan
Journal of Finance, forthcoming, 2016
2612016
International Risk Cycles
F Gourio, M Siemer, A Verdelhan
Journal of International Economics 89, 471-484, 2013
1952013
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the US Treasury Market
GJ Jiang, I Lo, A Verdelhan
Journal of Financial and Quantitative Analysis 46 (02), 527-551, 2011
1892011
Sovereign risk premia
N Borri, A Verdelhan
Manuscript, MIT, 2009
1882009
The Wealth-Consumption Ratio
H Lustig, S Van Nieuwerburgh, A Verdelhan
Review of Asset Pricing Studies 3 (1), 38-94, 2013
1812013
The term structure of currency carry trade risk premia
H Lustig, A Stathopoulos, A Verdelhan
American Economic Review 109 (12), 4142-77, 2019
982019
Business Cycle Variation in the Risk-Return Trade-Off
H Lustig, A Verdelhan
Journal of Monetary Economics 59, 35-49, 2012
932012
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply
H Lustig, A Verdelhan
American Economic Review 101 (7), 3477–3500, 2011
75*2011
Uncertainty and international capital flows
F Gourio, M Siemer, A Verdelhan
Available at SSRN 2626635, 2015
722015
Does incomplete spanning in international financial markets help to explain exchange rates?
H Lustig, A Verdelhan
American Economic Review 109 (6), 2208-44, 2019
612019
The international CAPM redux
F Brusa, T Ramadorai, A Verdelhan
Available at SSRN 2462843, 2014
572014
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
RSJ Koijen, H Lustig, S Van Nieuwerburgh, A Verdelhan
American Economic Review 100 (2), 552-556, 2010
422010
The volatility of international capital flows and foreign assets
WW Dou, A Verdelhan
Unpublished working paper, MIT, 2015
372015
Nominal exchange rate stationarity and long-term bond returns
H Lustig, A Stathopoulos, A Verdelhan
Available at SSRN, 2016
292016
The system can't perform the operation now. Try again later.
Articles 1–20