Adrien Verdelhan : Citation Profile

Are you Adrien Verdelhan?

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

17

H index

19

i10 index

2349

Citations

RESEARCH PRODUCTION:

15

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 138
   Journals where Adrien Verdelhan has often published
   Relations with other researchers
   Recent citing documents: 201.    Total self citations: 21 (0.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve80
   Updated: 2023-11-04    RAS profile: 2019-02-12    
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Relations with other researchers

Works with:

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 (82)

Engel, Charles (44)

Schrimpf, Andreas (41)

Hassan, Tarek (41)

Nitschka, Thomas (37)

Sakemoto, Ryuta (28)

Chernov, Mikhail (28)

Schmeling, Maik (27)

Wagner, Christian (25)

Byrne, Joseph (24)

Kollmann, Robert (24)

Cites to:

Burnside, Craig (18)

Campbell, John (17)

Eichenbaum, Martin (17)

Rogoff, Kenneth (16)

Rebelo, Sergio (16)

Cochrane, John (15)

Lustig, Hanno (14)

Harvey, Campbell (13)

Bekaert, Geert (13)

Gabaix, Xavier (12)

Hansen, Lars (12)

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
NBER Working Papers / National Bureau of Economic Research, Inc10
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics6
Research Papers / Stanford University, Graduate School of Business3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
2010 Meeting Papers / Society for Economic Dynamics2

Recent works citing Adrien Verdelhan (2023 and 2022)

YearTitle of citing document
2022Scrambling for Dollars: International Liquidity, Banks and Exchange Rates. (2022). Engel, Charles ; Bigio, Saki ; Bianchi, Javier. In: Working Papers. RePEc:apc:wpaper:182.

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2023Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888.

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2022Real Exchange Rate Decompositions. (2022). Fontaine, Jean-Sebastien ; Feunou, Bruno ; Krohn, Ingomar. In: Discussion Papers. RePEc:bca:bocadp:22-6.

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2022Monetary Policy and Redistribution in Open Economies. (2022). Guo, Xing ; Perez, Diego ; Ottonello, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:22-6.

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2023A Behavioral New Keynesian Model of a Small Open Economy Under Limited Foresight. (2023). Xie, Yinxi ; Na, Seunghoon. In: Staff Working Papers. RePEc:bca:bocawp:23-44.

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2023.

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2022Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy. (2022). Soto, Paul E ; Peydro, Jose-Luis ; Pieros, Martha Lopez ; Fabiani, Andrea. In: Working Papers. RePEc:bge:wpaper:1319.

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2022Dollar beta and stock returns. (2022). SHIM, ILHYOCK ; Shin, Hyun Song ; Bruno, Valentina. In: BIS Working Papers. RePEc:bis:biswps:1000.

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2022Emerging market bond flows and exchange rate returns. (2022). Valente, Giorgio ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:1042.

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2023Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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2022At what price should Bordeaux wines be released?. (2022). Weisskopf, Jeanphilippe ; Masset, Philippe. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:392-412.

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2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

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2023Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81.

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2022Monetary Policy Spillovers through Invoicing Currencies. (2022). Zhang, Tony. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:129-161.

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2022Common Risk Factors in Cryptocurrency. (2022). Wu, XI ; Tsyvinski, Aleh ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1133-1177.

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2023Beyond Basis Basics: Liquidity Demand and Deviations from the Law of One Price. (2023). Vasudevan, Kaushik ; Moskowitz, Tobias J ; Hazelkorn, Todd M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:301-345.

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2023Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730.

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2022Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647.

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2022The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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2022.

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2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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2023Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2022Central bank swap lines: micro-level evidence. (2022). Wang, Junxuan ; Viswanath-Natraj, Ganesh ; Mueller, Philippe ; Ferrara, Gerardo. In: Bank of England working papers. RePEc:boe:boeewp:0977.

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2022Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market. (2022). Nathan, Daniel ; Hertrich, Markus. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.10.

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2023The U.S. Dollar as an International Currency and Its Economic Effects: Working Paper 2023-04. (2023). Fried, Daniel. In: Working Papers. RePEc:cbo:wpaper:58764.

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2022Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065.

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2023The Financial Channel of the Exchange Rate and Global Trade. (2023). Schmidt-Eisenlohr, Tim ; Ma, Sai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10495.

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2022Dynamics of Subjective Risk Premia. (2022). Xu, Zhengyang ; Nagel, Stefan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9693.

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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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2023Granular Corporate Hedging Under Dominant Currency. (2023). Alfaro, Laura ; Varela, Liliana ; Calani, Mauricio. In: Discussion Papers. RePEc:cfm:wpaper:2315.

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2022Effectiveness of Central Bank Swap Lines in Alleviating the Mispricing of FX Swaps at the Start of the COVID-19 Pandemic. (2022). Schellekens, Kai ; Duijm, Patty. In: Working Papers. RePEc:dnb:dnbwpp:752.

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2022Boosting carry with equilibrium exchange rate estimates. (2022). Kwas, Marek ; Ca, Michele ; Michele Ca, ; Beckmann, Joscha ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20222731.

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2023Innovation, industry equilibrium, and discount rates. (2023). Zucchi, Francesca ; Bustamante, Maria Cecilia. In: Working Paper Series. RePEc:ecb:ecbwps:20232835.

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2022Dividend sentiment, catering incentives, and return predictability. (2022). Zhang, Chendi ; Lei, Zicheng ; Kumar, Alok. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002509.

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2023Macroeconomic outcomes in disaster-prone countries. (2023). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001791.

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2022Managing macroeconomic fluctuations with flexible exchange rate targeting. (2022). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000161.

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2022Momentum and the Cross-section of Stock Volatility. (2022). Liu, Jiadong ; Kearney, Fearghal ; Fan, Minyou. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002287.

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2022Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414.

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2022Emerging market responses to external shocks: A cross-country analysis. (2022). Hallam, Bahar Sungurtekin. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001948.

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2022Exchange rate predictability, risk premiums, and predictive system. (2022). Park, Cheolbeom ; Bak, Yuhyeon. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002632.

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2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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2022Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923.

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2022News and intraday jumps: Evidence from regularization and class imbalance. (2022). Poli, Francesco ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000900.

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

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2022Functional time series approach to analyzing asset returns co-movements. (2022). Xia, Yingcun ; Saart, Patrick W. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:127-151.

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2022The saving, human wealth and asset pricing nexus: Evidence from around the world. (2022). Shijin, Santhakumar ; Roy, Rahul. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000395.

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2022The Mussa puzzle: A generalization. (2022). Petracchi, Cosimo. In: European Economic Review. RePEc:eee:eecrev:v:149:y:2022:i:c:s0014292122001295.

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2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

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2023Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307.

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2023Global political risk and international stock returns. (2023). Zenios, Stavros A ; Pagliardi, Giovanni ; Gala, Vito D. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:78-102.

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2022Does previous carry trade position affect following investors decision-making and carry returns?. (2022). Li, BO ; Chen, SU ; Zhang, Ziyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s105752192200031x.

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2022Are carry, momentum and value still there in currencies?. (2022). Sharma, Tripti ; O'Reilly, Philip ; O'Brien, John ; Kyziropoulos, Panagiotis E ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002058.

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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Factor investing and currency portfolio management. (2023). Cerrato, Mario ; Zhang, Zhekai ; Li, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001424.

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2022Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. (2022). Pradhan, H K ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002166.

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2022The network structure of overnight index swap rates. (2022). Uddin, Ajim ; Taylor, Stephen ; Fang, Ming. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004141.

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2022The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model. (2022). Cui, Xin ; Xu, Boyu ; LI, Qifang ; Bao, Haohua ; Su, Zhifang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000307.

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2022The dollar’s ”Convenience Yield”. (2022). Robe, Michel A. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001477.

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2022Do terrorist attacks matter for currency excess returns?. (2022). Yin, Libo ; Wu, You ; Han, Liyan ; Liu, Yiye. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003130.

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2022Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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2023The moment restrictions for the durable consumption model with recursive utility revisited. (2023). Okubo, Masakatsu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006304.

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2022Spread position as a leading economic indicator. (2022). Park, Yang-Ho. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000586.

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2022The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials. (2022). Uribe, Martin ; Schmitt-Grohe, Stephanie. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001409.

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2022A reconsideration of the failure of uncovered interest parity for the U.S. dollar. (2022). Xiang, Nan ; Wang, Mengqi ; Kazakova, Katya ; Engel, Charles. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000344.

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2022Currency volatility and global technological innovation. (2022). HSU, Po-Hsuan ; Xu, QI ; Wang, Zigan ; Taylor, Mark P. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000393.

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2022Global banks, dollar funding, and regulation. (2022). Aldasoro, Iñaki ; Eren, Egemen ; Ehlers, Torsten. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000411.

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2022News, sentiment and capital flows. (2022). Arulraj-Cordonier, Rachel ; Benhima, Kenza. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000538.

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2022Large international corporate bonds: Investor behavior and firm responses. (2022). Schmukler, Sergio ; Williams, Tomas ; Larrain, Mauricio ; Calomiris, Charles W. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000563.

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2022The stealth erosion of dollar dominance and the rise of nontraditional reserve currencies. (2022). Simpson-Bell, Chima ; Eichengreen, Barry ; Arslanalp, Serkan. In: Journal of International Economics. RePEc:eee:inecon:v:138:y:2022:i:c:s0022199622000885.

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2022Capital controls, domestic macroprudential policy and the bank lending channel of monetary policy. (2022). López, Martha ; Soto, Paul E ; Peydro, Jose-Luis ; Pieros, Martha Lopez ; Fabiani, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s002219962200109x.

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2022Interest rate uncertainty and sovereign default risk. (2022). Sosa-Padilla, Cesar ; Johri, Alok ; Khan, Shahed. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001131.

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2023The open-economy ELB: Contractionary monetary easing and the trilemma. (2023). Sandri, Damiano ; Cavallino, Paolo. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001234.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2023Exchange rate risk, banks currency mismatches, and credit supply. (2023). Brauning, Falk ; Abbassi, Puriya. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000119.

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2022Common and idiosyncratic movements in Latin-American exchange rates. (2022). Romero, Jose Vicente ; Gamboa-Estrada, Fredy. In: International Economics. RePEc:eee:inteco:v:171:y:2022:i:c:p:174-190.

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2022Currency carry trade: The decline in performance after the 2008 Global Financial Crisis. (2022). Zhang, QI ; Qi, Zhen ; Paseka, Alexander ; Fan, Zhenzhen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001670.

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2022Covered interest rate parity deviations in the Asia-Pacific. (2022). Rajaguru, Gulasekaran ; Brailsford, Tim ; Bilson, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000178.

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2022The yen–dollar risk premium: A story of regime shifts in bond markets. (2022). Hyde, Stuart ; Liu, Liu ; Cho, Sungjun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000221.

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2022Conditionally-hedged currency carry trades. (2022). Suh, Sangwon ; Ho, Jin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000737.

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2023Geopolitical risk and the dynamics of international capital flows. (2023). Xu, Yang ; Vigne, Samuel ; Han, Liyan ; Feng, Chaonan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001652.

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2023Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts. (2023). Hertrich, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001822.

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2022Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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2022On the performance of cryptocurrency funds. (2022). Babiak, Mykola ; Bianchi, Daniele. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200067x.

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2022Return decomposition over the business cycle. (2022). Cenesizoglu, Tolga. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001881.

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2022Option-based intermediary leverage. (2022). Meyerhof, Paul ; Lorenz, Friedrich ; Gruenthaler, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002503.

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2023Currency carry trades and global funding risk. (2023). Suominen, Matti ; Nissinen, Juuso ; Filipe, Sara Ferreira. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000158.

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2022Endogenous habits and equilibrium asset prices. (2022). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:279-300.

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2022Positive information shocks, investor behavior and stock price crash risk. (2022). Sensoy, Ahmet ; Wu, Yiyao ; Yao, Shouyu ; Nguyen, Duc Khuong ; Cui, Xin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:493-518.

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2022Cross-border valuation using the International CAPM and the constant perpetual growth model. (2022). Obrien, Thomas J. In: Journal of Economics and Business. RePEc:eee:jebusi:v:119:y:2022:i:c:s0148619521000606.

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2022Risk-free interest rates. (2022). Grotteria, Marco ; Diamond, William F ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:1-29.

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2022The level, slope, and curve factor model for stocks. (2022). Clarke, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:159-187.

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2022Government policy approval and exchange rates. (2022). Liu, Yang ; Shaliastovich, Ivan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:303-331.

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2022Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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2022The missing risk premium in exchange rates. (2022). Penasse, Julien ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:697-715.

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2022Dissecting currency momentum. (2022). Zhang, Shaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:154-173.

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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.
[Full Text][Citation analysis]		article17
2011The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply In: American Economic Review.
[Full Text][Citation analysis]		article33
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: 33		paper
2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk In: American Economic Review.
[Full Text][Citation analysis]		article418
2006The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk..(2006) In: Working papers.
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This paper has another version. Agregated cites: 418		paper
2005THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 418		paper
2006The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 418		paper
2004The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 418		paper
2008Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2010A Habit?Based Explanation of the Exchange Rate Risk Premium In: Journal of Finance.
[Full Text][Citation analysis]		article244
2005A Habit-Based Explanation of the Exchange Rate Risk Premium.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 244		paper
2006A Habit-Based Explanation of the Exchange Rate Risk Premium.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 244		paper
2006A Habit-Based Explanation of the Exchange Rate Risk Premium.(2006) In: 2006 Meeting Papers.
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This paper has another version. Agregated cites: 244		paper
2006A Habit-Based Explanation of the Exchange Rate Risk Premium.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 244		paper
2018The Share of Systematic Variation in Bilateral Exchange Rates In: Journal of Finance.
[Full Text][Citation analysis]		article76
2012The Share of Systematic Variation in Bilateral Exchange Rates.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		paper
2018Deviations from Covered Interest Rate Parity In: Journal of Finance.
[Full Text][Citation analysis]		article272
2017Deviations from Covered Interest Rate Parity.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 272		paper
2005Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution. In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper19
2006Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution.(2006) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2007The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper20
2001Le policy-mix de la zone euro. Une évaluation de limpact des chocs monétaires et budgétaires In: Economie & Prévision.
[Full Text][Citation analysis]		article4
2001Le policy-mix de la zone euro. Une évaluation de limpact des chocs monétaires et budgétaires.(2001) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2009Crash Risk in Currency Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper130
2009Crash Risk in Currency Markets.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 130		paper
2015Crash Risk in Currency Markets.(2015) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130		paper
2012The Wealth-Consumption Ratio In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper61
2008The Wealth-Consumption Ratio.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
2013The Wealth-Consumption Ratio.(2013) In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		article
2011Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article103
2016Nominal Exchange Rate Stationarity and Long-Term Bond Returns In: Research Papers.
[Full Text][Citation analysis]		paper7
2017Nominal Exchange Rate Stationarity and Long-Term Bond Returns.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2016Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? In: Research Papers.
[Full Text][Citation analysis]		paper9
2016Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2016Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?.(2016) In: 2016 Meeting Papers.
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This paper has another version. Agregated cites: 9		paper
2017The Term Structure of Currency Carry Trade Risk Premia In: Research Papers.
[Full Text][Citation analysis]		paper16
2013The Term Structure of Currency Carry Trade Risk Premia.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2014The Term Structure of Currency Carry Trade Risk Premia.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 16		paper
2013International risk cycles In: Journal of International Economics.
[Full Text][Citation analysis]		article120
2011International Risk Cycles.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120		paper
2014Countercyclical currency risk premia In: Journal of Financial Economics.
[Full Text][Citation analysis]		article152
2010Countercyclical Currency Risk Premia.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152		paper
2012Business cycle variation in the risk-return trade-off In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article36
2009Comment on Carry Trades and Currency Crashes In: NBER Chapters.
[Full Text][Citation analysis]		chapter1
2005The Cross-Section of Currency Risk Premia and US Consumption Growth Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2008Common Risk Factors in Currency Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper491
2011Common Risk Factors in Currency Markets.(2011) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 491		article
2008Common Risk Factors in Currency Markets.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 491		paper
2010Sovereign Risk Premia In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper67
2010International Disaster Risk, Business Cycles, and Exchange Rates In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper1
2015Uncertainty and International Capital Flows In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper32

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