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Adrien Verdelhan · Study
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Author
Adrien Verdelhan
34 works
· latest 2019
· 7 institutions
cluster: provisional
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31
i10
34
Citations
5,874
Works here
34
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Most cited in this library
Common Risk Factors in Currency Markets
2011 · 1,079 citations
Deviations from Covered Interest Rate Parity
2018 · 722 citations
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
2007 · 528 citations
A Habit‐Based Explanation of the Exchange Rate Risk Premium
2010 · 484 citations
Countercyclical currency risk premia
2013 · 360 citations
Works
34 shown
The Term Structure of Currency Carry Trade Risk Premia
American Economic Review
·
2019
·
3 authors
122
citations
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
American Economic Review
·
2019
·
2 authors
·
Open access
76
citations
Deviations from Covered Interest Rate Parity
The Journal of Finance
·
2018
·
2 authors
·
Open access
722
citations
The Share of Systematic Variation in Bilateral Exchange Rates
The Journal of Finance
·
2017
·
1 author
257
citations
Deviations from Covered Interest Rate Parity
National Bureau of Economic Research
·
2017
·
3 authors
·
report
·
Open access
55
citations
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?
National Bureau of Economic Research
·
2016
·
2 authors
·
report
·
Open access
17
citations
Deviations from Covered Interest Rate Parity
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
62
citations
Uncertainty and International Capital Flows
SSRN Electronic Journal
·
2015
·
3 authors
·
preprint
·
Open access
82
citations
Countercyclical currency risk premia
Journal of Financial Economics
·
2013
·
3 authors
360
citations
The Wealth-Consumption Ratio
The Review of Asset Pricing Studies
·
2013
·
3 authors
143
citations
Exchange Rates in a Stochastic Discount Factor Framework
·
2012
·
2 authors
·
other
32
citations
The Share of Systematic Variation in Bilateral Exchange Rates
SSRN Electronic Journal
·
2012
·
1 author
·
preprint
·
Open access
109
citations
Countercyclical Currency Risk Premia
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
42
citations
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply
American Economic Review
·
2011
·
2 authors
·
Open access
40
citations
International risk cycles
Journal of International Economics
·
2011
·
3 authors
178
citations
Common Risk Factors in Currency Markets
Review of Financial Studies
·
2011
·
3 authors
1,079
citations
Business Cycle Variation in the Risk-Return Trade-Off
Journal of Monetary Economics
·
2011
·
2 authors
·
Open access
120
citations
Sovereign Risk Premia
SSRN Electronic Journal
·
2011
·
2 authors
·
preprint
·
Open access
90
citations
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
Journal of Financial and Quantitative Analysis
·
2010
·
3 authors
·
Open access
174
citations
Countercyclical Currency Risk Premia
National Bureau of Economic Research
·
2010
·
3 authors
·
report
·
Open access
38
citations
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
American Economic Review
·
2010
·
4 authors
·
Open access
41
citations
A Habit‐Based Explanation of the Exchange Rate Risk Premium
The Journal of Finance
·
2010
·
1 author
·
Open access
484
citations
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
81
citations
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
30
citations
International Risk Cycles
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
25
citations
Crash Risk in Currency Markets
National Bureau of Economic Research
·
2009
·
5 authors
·
report
·
Open access
187
citations
Crash Risk in Currency Markets
SSRN Electronic Journal
·
2009
·
5 authors
·
preprint
·
Open access
34
citations
Common Risk Factors in Currency Markets
National Bureau of Economic Research
·
2008
·
3 authors
·
report
·
Open access
63
citations
The Wealth-Consumption Ratio
National Bureau of Economic Research
·
2008
·
3 authors
·
report
·
Open access
49
citations
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
National Bureau of Economic Research
·
2008
·
2 authors
·
report
·
Open access
42
citations
Common Risk Factors in Currency Markets
SSRN Electronic Journal
·
2008
·
3 authors
·
preprint
·
Open access
128
citations
Common Risk Factors in Currency Markets
SSRN Electronic Journal
·
2008
·
3 authors
·
preprint
·
Open access
119
citations
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
American Economic Review
·
2007
·
2 authors
528
citations
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
265
citations