NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Adrien Verdelhan

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

November 2013The Term Structure of Currency Carry Trade Risk Premia
with Hanno Lustig, Andreas Stathopoulos: w19623
August 2011International Risk Cycles
with François Gourio, Michael Siemer: w17277

Published: Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013. "International risk cycles," Journal of International Economics, Elsevier, vol. 89(2), pages 471-484. citation courtesy of

September 2010Countercyclical Currency Risk Premia
with Hanno Lustig, Nikolai Roussanov: w16427

Published: Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014. "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, vol. 111(3), pages 527-553. citation courtesy of

June 2009Crash Risk in Currency Markets
with Emmanuel Farhi, Samuel Paul Fraiberger, Xavier Gabaix, Romain Ranciere: w15062
June 2008Common Risk Factors in Currency Markets
with Hanno Lustig, Nikolai Roussanov: w14082

Published: Rev. Financ. Stud. (2011) doi: 10.1093/rfs/hhr068 First published online: August 30, 2011

March 2008The Wealth-Consumption Ratio
with Hanno Lustig, Stijn Van Nieuwerburgh: w13896

Published: Rev Asset Pric Stud (2013) 3 (1): 38-94. doi: 10.1093/rapstu/rat002 First published online: April 11, 2013

February 2008The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
with Hanno Lustig: w13812

Published: Hanno Lustig & Adrien Verdelhan, 2011. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply," American Economic Review, American Economic Association, vol. 101(7), pages 3477-3500, December. citation courtesy of

February 2005The Cross-Section of Currency Risk Premia and US Consumption Growth Risk
with Hanno Lustig: w11104

Published: Hanno Lustig & Adrien Verdelhan, 2007. "The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk," American Economic Review, American Economic Association, vol. 97(1), pages 89-117, March.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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