Adrien Verdelhan

Best Publications

• Common Risk Factors in Currency Markets

  Hanno Lustig;Nikolai Roussanov;Adrien Verdelhan

  1434
  Citations

• Deviations from Covered Interest Rate Parity

  Wenxin Du;Alexander Tepper;Adrien Verdelhan

  863
  Citations

• The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

  Unknown

  680
  Citations

• Crash Risk in Currency Markets

  Emmanuel Farhi;Samuel Paul Fraiberger;Xavier Gabaix;Romain Ranciere

  582
  Citations

• Countercyclical currency risk premia

  Hanno Lustig;Hanno Lustig;Nikolai Roussanov;Nikolai Roussanov;Adrien Verdelhan;Adrien Verdelhan

  493
  Citations

• The Share of Systematic Variation in Bilateral Exchange Rates

  Adrien Verdelhan

  448
  Citations

• Crash Risk in Currency Markets

  Emmanuel Farhi;Samuel Paul Fraiberger;Xavier Gabaix;Romain Ranciere

  290
  Citations

• Crash Risk in Currency Markets

  Emmanuel Farhi;Emmanuel Farhi;Samuel Paul Fraiberger;Samuel Paul Fraiberger;Xavier Gabaix;Romain Ranciere

  284
  Citations

• International risk cycles

  François Gourio;Michael Siemer;Adrien Frederic Verdelhan

  261
  Citations

• The Wealth-Consumption Ratio

  Hanno Lustig;Stijn Van Nieuwerburgh;Adrien Verdelhan

  251
  Citations

• Common Risk Factors in Currency Markets

  Hanno N. Lustig;Hanno N. Lustig;Nikolai L. Roussanov;Nikolai L. Roussanov;Adrien Verdelhan

  239
  Citations

• Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market

  George J. Jiang;Ingrid Lo;Adrien Frederic Verdelhan

  210
  Citations

• The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

  Hanno N. Lustig;Hanno N. Lustig;Adrien Verdelhan;Adrien Verdelhan

  203
  Citations

• The Term Structure of Currency Carry Trade Risk Premia

  Hanno Lustig;Andreas Stathopoulos;Adrien Verdelhan

  174
  Citations

• Common Risk Factors in Currency Markets

  Unknown

  131
  Citations

• THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK

  Hanno Lustig;Adrien Verdelhan

  126
  Citations

• Countercyclical Currency Risk Premia

  Hanno N. Lustig;Hanno N. Lustig;Nikolai L. Roussanov;Nikolai L. Roussanov;Adrien Verdelhan;Adrien Verdelhan

  71
  Citations

• Sovereign Risk Premia

  Nicola Borri;Adrien Verdelhan;Adrien Verdelhan

  70
  Citations

• Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates

  Hanno Lustig;Adrien Verdelhan

  59
  Citations

• Uncertainty and International Capital Flows

  François Gourio;Michael Siemer;Adrien Verdelhan;Adrien Verdelhan

  51
  Citations