Adrien Verdelhan

Adrien Verdelhan

Massachusetts Institute of Technology - Cambridge / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1386456
person_outline Adrien Verdelhan's MOST POPULAR ARTICLES
1-) Common Risk Factors in Currency MarketsH Lustig, N Roussanov, A VerdelhanReview of Financial Studies 24 (11), 3731-3777, 201112112011
2-) The Cross Section of Foreign Currency Risk Premia and Consumption Growth RiskH Lustig, A VerdelhanAmerican Economic Review 97 (1), 89–117, 20078352007
3-) Deviations from Covered Interest Rate ParityW Du, A Tepper, A VerdelhanJournal of Finance 73 (3), 915-957, 20186192018
4-) A Habit‐Based Explanation of the Exchange Rate Risk PremiumA VerdelhanThe Journal of Finance 65 (1), 123-146, 20106392010
5-) Countercyclical Currency Risk PremiaH Lustig, N Roussanov, A VerdelhanJournal of Financial Economics 111 (3), 527-553, 20144792014