Adrien Verdelhan

Latest Institution: Columbia University

All Institutions: University of Chicago; Stern School of Business, New York University; Boston University; University of Pennsylvania; NA; MIT Sloan School of Management; Massachusetts Institute of Technology (MIT); University of Washington; Columbia University; National Bureau of Economic Research


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

The Cross-Section of Currency Risk Premia and US Consumption Growth Risk

Year: 2005
Journal: American Economic Review
Authors: Hanno Lustig; Adrien Verdelhan

The Wealth-Consumption Ratio

Year: 2008
Journal: Review of Asset Pricing Studies
Authors: Hanno Lustig; Stijn Van Nieuwerburgh; Adrien Verdelhan

Common Risk Factors in Currency Markets

Year: 2008
Journal: Review of Financial Studies
Authors: Hanno Lustig; Nikolai Roussanov; Adrien Verdelhan

The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply

Year: 2008
Journal: American Economic Review
Authors: Hanno Lustig; Adrien Verdelhan

Crash Risk in Currency Markets

Year: 2009
Journal: No Journal Matched
Authors: Emmanuel Farhi; Samuel Paul Fraiberger; Xavier Gabaix; Romain Rancière; Adrien Verdelhan

Crash Risk in Currency Markets

Year: 2009
Journal: No Journal Matched
Authors: Emmanuel Farhi; Samuel P. Fraiberger; Xavier Gabaix; Romain Rancière; Adrien Verdelhan

Countercyclical Currency Risk Premia

Year: 2010
Journal: Journal of Financial Economics
Authors: Hanno Lustig; Nikolai Roussanov; Adrien Verdelhan

International Risk Cycles

Year: 2011
Journal: Journal of International Economics
Authors: Francois Gourio; Michael Siemer; Adrien Verdelhan

The Wealth-Consumption Ratio

Year: 2012
Journal: Review of Asset Pricing Studies
Authors: Hanno Lustig; Stijn Van Nieuwerburgh; Adrien Verdelhan

The Term Structure of Currency Carry Trade Risk Premia

Year: 2013
Journal: American Economic Review
Authors: Hanno Lustig; Andreas Stathopoulos; Adrien Verdelhan

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

Year: 2016
Journal: American Economic Review
Authors: Hanno Lustig; Adrien Verdelhan

Deviations from Covered Interest Rate Parity

Year: 2017
Journal: Journal of Finance
Authors: Wenxin Du; Alexander Tepper; Adrien Verdelhan


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