This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Adrien Verdelhan

Personal Details | Affiliation | Works
This is information that was supplied by Adrien Verdelhan in registering through RePEc. If you are Adrien Verdelhan , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Adrien
Middle Name:
Last Name: Verdelhan
Suffix:

RePEc Short-ID: pve80

Email:
Homepage: http://people.bu.edu/av/
Postal Address: Boston University Department of Economics 270 Bay State Road Boston, MA 02215 USA
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Emmanuel Farhi & Samuel Paul Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2009. "Crash Risk in Currency Markets," NBER Working Papers 15062, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. George J. Jiang & Ingrid Lo & Adrien Verdelhan, 2008. "Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market," Working Papers 08-22, Bank of Canada. [Downloadable!]

  4. Hanno Lustig & Adrien Verdelhan, 2008. "Note on The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," NBER Working Papers 13812, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008. "The Wealth-Consumption Ratio," NBER Working Papers 13896, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Hanno Lustig & Stijn Van Nieuwerburg & Adrien Verdelhan, 2007. "The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤," Boston University - Department of Economics - Working Papers Series WP2007-030, Boston University - Department of Economics. [Downloadable!]

  7. Hanno Lustig & Adrien Verdelhan, 2006. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2006-045, Boston University - Department of Economics. [Downloadable!]

  8. Adrien Verdelhan, 2006. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2006-047, Boston University - Department of Economics. [Downloadable!]

  9. Hanno Lustig & Adrien Verdelhan, 2005. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Boston University - Department of Economics - Working Papers Series WP2005-040, Boston University - Department of Economics. [Downloadable!]
    Published as:

  10. Adrien Verdelhan & Hanno Lustig, 2005. "The Cross-Section Of Foreign Currency Risk Premia And Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series WP2005-019, Boston University - Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  11. Hanno Lustig & Adrien Verdelhan, 2005. "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers 11104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  12. Adrien Verdelhan, 2005. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Boston University - Department of Economics - Working Papers Series WP2005-032, Boston University - Department of Economics. [Downloadable!]
    Other versions:

  13. Hanno Lustig & Adrien Verdelhan, 2004. "The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk," 2004 Meeting Papers 136c, Society for Economic Dynamics. [Downloadable!]

Articles

  1. 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. [Downloadable!]
    Other versions:

  2. Hanno Lustig & Adrien Verdelhan, 2006. "Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 644-655, 04-05. [Downloadable!] (restricted)
    Other versions:

Chapters

  1. Hanno Lustig & Adrien Verdelhan, 2008. "Comment on "Carry Trades and Currency Crashes"," NBER Chapters, in: NBER Macroeconomics Annual 2008 National Bureau of Economic Research, Inc. [Downloadable!]

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-08-14
  2. NEP-DEV: Development (1) 2007-08-14
  3. NEP-FIN: Finance (5) 2004-08-02 2005-02-13 2006-03-18 2006-03-18 2006-07-28 Author is listed
  4. NEP-FMK: Financial Markets (3) 2006-03-18 2006-07-28 2008-08-06 Author is listed
  5. NEP-HIS: Business, Economic & Financial History (1) 2007-08-14
  6. NEP-IFN: International Finance (5) 2004-08-09 2006-03-18 2006-07-28 2007-01-13 2008-07-14 Author is listed
  7. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-08-14
  8. NEP-MAC: Macroeconomics (3) 2006-03-18 2006-03-18 2008-03-25 Author is listed
  9. NEP-MST: Market Microstructure (1) 2008-08-06
  10. NEP-RMG: Risk Management (1) 2008-07-14
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2007-01-13
Did you know? You can create your own reading lists on IDEAS.

This page was last updated on 2009-6-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.