NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Adrien Verdelhan

MIT Sloan School of Management
100 Main Street, E62-621
Cambridge, MA 02142
Tel: 617/253-5123

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP , IFM
NBER Affiliation: Research Associate

NBER Working Papers and Publications

February 2017Deviations from Covered Interest Rate Parity
with Wenxin Du, Alexander Tepper: w23170
February 2016Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
with Hanno Lustig: w22023
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:

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.

 
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