Adrien Verdelhan : Citation Profile


Are you Adrien Verdelhan?

Massachusetts Institute of Technology (MIT)
National Bureau of Economic Research (NBER)
Banque de France

14

H index

19

i10 index

1304

Citations

RESEARCH PRODUCTION:

15

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 76
   Journals where Adrien Verdelhan has often published
   Relations with other researchers
   Recent citing documents: 328.    Total self citations: 16 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve80
   Updated: 2020-07-04    RAS profile: 2019-02-12    
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Relations with other researchers


Works with:

Gourio, Francois (2)

Lustig, Hanno (2)

Siemer, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Adrien Verdelhan.

Is cited by:

Sarno, Lucio (61)

Nitschka, Thomas (30)

Schrimpf, Andreas (28)

Engel, Charles (26)

Kollmann, Robert (23)

Hassan, Tarek (22)

Schmeling, Maik (20)

Wagner, Christian (19)

Chernov, Mikhail (18)

Sakemoto, Ryuta (17)

Schneider, Paul (15)

Cites to:

Rogoff, Kenneth (14)

Burnside, Craig (13)

Eichenbaum, Martin (12)

Gabaix, Xavier (11)

Rebelo, Sergio (11)

Backus, David (10)

Hansen, Lars (10)

Bekaert, Geert (9)

Kehoe, Patrick (9)

Harvey, Campbell (8)

Hodrick, Robert (8)

Main data


Where Adrien Verdelhan has published?


Journals with more than one article published# docs
Journal of Finance3
American Economic Review3

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics6
Research Papers / Stanford University, Graduate School of Business3
2010 Meeting Papers / Society for Economic Dynamics2

Recent works citing Adrien Verdelhan (2018 and 2017)


YearTitle of citing document
2017Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment. (2017). Podolskij, Mark ; Hounyo, Ulrich ; Christensen, Kim. In: CREATES Research Papers. RePEc:aah:create:2017-30.

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2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

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2019The Term Structure of Currency Carry Trade Risk Premia. (2019). Verdelhan, Adrien ; Stathopoulos, Andreas ; Lustig, Hanno. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:12:p:4142-77.

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2019Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R. In: Working Papers. RePEc:apc:wpaper:156.

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2017High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Papers. RePEc:arx:papers:1704.08175.

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2018A six-factor asset pricing model. (2018). Shijin, Santhakumar ; Roy, Rahul. In: Papers. RePEc:arx:papers:1810.07790.

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2019iCurrency?. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1911.01272.

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2019Predicting intraday jumps in stock prices using liquidity measures and technical indicators. (2019). Azencott, Robert ; Zhu, Hongliang ; Kong, AO. In: Papers. RePEc:arx:papers:1912.07165.

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2020Coronavirus: Case for Digital Money?. (2020). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2005.10154.

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2019Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns. (2019). Guidolin, Massimo ; Füss, Roland ; Koeppel, Christian ; Fuess, Roland. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19116.

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2018Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:18-22.

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2019Bank foreign currency funding and currency markets: the case of Mexico post GFC. (2019). Georgia, Bush. In: Working Papers. RePEc:bdm:wpaper:2019-01.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2018International Spillovers of Monetary Policy: Evidence from France and Italy. (2018). Schmidt, Julia ; Marinelli, Giuseppe ; Carpinelli, Luisa ; Caccavaio, Marianna. In: Working papers. RePEc:bfr:banfra:689.

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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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2019Global Liquidity and Impairment of Local Monetary Policy. (2019). Peydro, Jose-Luis ; Gulen, Eda ; Fendolu, Salih. In: Working Papers. RePEc:bge:wpaper:1131.

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2017Safety, Liquidity, and the Natural Rate of Interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Del Negro, Marco ; Giannoni, Marc P. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-01:p:235-316.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018An intermediation-based model of exchange rates. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: BIS Working Papers. RePEc:bis:biswps:743.

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2019From carry trades to trade credit: financial intermediation by non-financial corporations. (2019). Saffie, Felipe ; Hardy, Bryan. In: BIS Working Papers. RePEc:bis:biswps:773.

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2019Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems. (2019). Zhu, Feng ; Engel, Charles. In: BIS Working Papers. RePEc:bis:biswps:805.

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2019The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826.

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2020Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities. (2020). Serena Garralda, Jose Maria ; Mayordomo, Sergio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:843.

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2019International Risk-Sharing and Optimal Monetary Policy in a Small Commodity-Exporting Economy. (2019). Charnavoki, Valery. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:3-27.

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2018Financial risk exposure of returns to education: Panel evidence from Korea*. (2018). Lee, Jaeram ; Ihm, Jungjoon . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:83-97.

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2017A Short Review of the Recent Literature on Uncertainty. (2017). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:1:p:68-78.

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2018Macroeconomic Policies in a Low Interest Rate Environment: Back to Keynes?. (2018). Pellegrino, Giovanni ; Lim, Guay ; Castelnuovo, Efrem. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:1:p:70-86.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

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2018The global financial cycle, bank capital flows and monetary policy. Evidence from Norway. (2018). Alstadheim, Ragna ; Blandhol, Christine. In: Working Paper. RePEc:bno:worpap:2018_02.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0741.

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2018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746.

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2019The cost of clearing fragmentation. (2019). Menkveld, Albert ; Vasios, Michalis ; Huang, Wenqian ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0800.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2020Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_007.

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2018Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas. (2018). Park, Cheolbeom. In: Working Papers. RePEc:bok:wpaper:1808.

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2018Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1826.

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2020Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate. (2020). Kim, Hyeongwoo. In: Working Papers. RePEc:bok:wpaper:2005.

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2020Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P. In: Working Papers. RePEc:bol:bodewp:wp1141.

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2019Exchange Rate Risk and Business Cycles. (2019). Lloyd, Simon ; Marin, E A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1996.

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2017The Cross-Section of Labor Leverage and Equity Returns*. (2017). Kehrig, Matthias ; Gourio, Francois ; Donangelo, Andres ; Palacios, Miguel. In: Working Papers. RePEc:cen:wpaper:17-70.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7124.

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2018Global Investors, the Dollar, and U.S. Credit Conditions. (2018). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7288.

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2019Net Capital Flows and Portfolio Diversification. (2019). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Wu, Min ; Bobic, Vida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7883.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1816.

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2017Desviaciones de la paridad cubierta de tasas de interés: experiencia internacional y el caso de Chile. (2017). Vergara, Rodrigo ; Morales, Catalina . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:3:p:082-100.

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2020Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:865.

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2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries. (2017). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek. In: Working Papers. RePEc:cnb:wpaper:2017/13.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015470.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11911.

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2017The Quanto Theory of Exchange Rates. (2017). Martin, Ian ; Kremens, Lukas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11970.

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2017The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Heipertz, Jonas ; Mihov, Ilian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12137.

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2017Firm-level political risk: Measurement and effects. (2017). Hassan, Tarek ; Van Lent, Laurence ; Tahoun, Ahmed ; Hollander, Stephan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12436.

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2018Currency Risk Factors in a Recursive Multicountry Economy. (2018). Gavazzoni, Federico ; Ready, Robert ; Croce, Mariano Massimiliano ; Colacito, Riccardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12610.

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2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13003.

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2018Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090.

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2018Rare Disasters, Financial Development, and Sovereign Debt. (2018). Rebelo, Sergio ; Yang, Jinqiang ; Wang, Neng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13202.

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2018Global Investors, the Dollar, and U.S. Credit Conditions. (2018). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13237.

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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2018Conditional dynamics and the multi-horizon risk-return trade-off. (2018). Chernov, Mikhail ; Lundeby, Stig ; Lochstoer, Lars . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13365.

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2019Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835.

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2019Covered Interest Parity deviations: Macrofinancial determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13886.

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2019Risk-Free Interest Rates. (2019). van Binsbergen, Jules H ; Grotteria, Marco ; Diamond, William . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13899.

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2019Persistent Government Debt and Aggregate Risk Distribution. (2019). Raymond, Steve ; Nguyen, Thien ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13922.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2020Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities. (2020). Gambacorta, Leonardo ; Mayordomo, Sergio ; Garralda, Jose-Maria Serena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14419.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2017Measures of Global Uncertainty and Carry-Trade Excess Returns. (2017). Mark, Nelson ; Berg, Kimberly. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_002.

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2017Liquidity in FX spot and forward markets. (2017). Sushko, Vladyslav ; Krohn, Ingomar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

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2018Global Positioning Risk and FX Trading Strategies. (2018). Menkhoff, Lukas ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_020.

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2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2017FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK. (2017). Inekwe, John ; Nkwoma, Inekwe John . In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:02:p:384-405_00.

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2018Estimating a Latent Risk Premium in Exchange Rate Futures. (2018). de Vries, Casper ; Bernoth, Kerstin ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1733.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2018Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries. (2018). Araki, Michael E ; Antonio, ; Klotzle, Marcelo Cabus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00310.

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2017Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel. (2017). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248464.

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2019Role of cross currency swap markets in funding and investment decisions. (2019). Odonnell, Seamus ; Lizarazo, Christian ; le Queau, Lea ; Katsalirou, Irene ; Jurado, Raquel ; Herrala, Niko ; Brophy, Thomas. In: Occasional Paper Series. RePEc:ecb:ecbops:2019228.

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2017Structural asymmetries and financial imbalances in the eurozone. (2017). Smets, Frank ; Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20172076.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

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2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2019Unemployment dynamics in emerging countries: Monetary policy and external shocks. (2019). Horvath, Jaroslav ; Zhong, Jiansheng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:31-49.

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2018Optimal combination of currency strategies. (2018). Laborda, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:129-140.

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2018Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets. (2018). Hui, Cho-Hoi ; Chau, Po-Hon ; Lo, Chi-Fai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:109-128.

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2019External financial liabilities and real exchange rate jumps. (2019). Zhu, Jiaqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:202-220.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2019Firm characteristics and jump dynamics in stock prices around earnings announcements. (2019). Qi, John ; Zhou, Haigang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302980.

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2020Predictability in international stock returns using currency fluctuations and forward rate forecasts. (2020). Yost-Bremm, Chris ; Huang, Emily J ; Han, Xue ; Wang, Jiexin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303195.

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2017Informativeness of trade size in foreign exchange markets. (2017). Gradojevic, Nikola ; Erdemlioglu, Deniz ; Genay, Ramazan. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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More than 100 citations found, this list is not complete...

Works by Adrien Verdelhan:


YearTitleTypeCited
2010Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk In: American Economic Review.
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article12
2011The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply In: American Economic Review.
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article20
2008The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
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2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk In: American Economic Review.
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article262
2006The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk..(2006) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 262
paper
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2005Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution. In: Boston University - Department of Economics - Working Papers Series.
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2001Le policy-mix de la zone euro. Une évaluation de limpact des chocs monétaires et budgétaires In: Economie & Prévision.
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