"Risk Factors, Order Flows, and Exchange Rate Dynamics."

Fourel, Valere, Dagfinn Rime, Lucio Sarno, Maik Schmeling, and Adrien Verdelhan, MIT Sloan Working Paper 6548-18. Cambridge, MA: MIT Sloan School of Management, April 2018.

"The Volatility of International Capital Flows and Foreign Assets."

Wei Dou, Winston, and Adrien Verdelhan, Working Paper. September 2016.

"The International CAPM Redux."

Brusa, Francesca, Tarun Ramadorai and Adrien Verdelhan, Working Paper. July 2015.

"Sovereign Risk Premia."

Borri, Nicola and Adrien Verdelhan, MIT Sloan Working Paper 5872-11. Cambridge, MA: MIT Sloan School of Management, May 2015. Appendix. Data.

"Crash Risk in Currency Markets."

Farhi, Emmanuel, Samuel Fraiberger, Xavier Gabaix, Romain Ranciere and Adrien Verdelhan, Working Paper. March 2015.

"Nominal Exchange Rate Stationarity and Long-Term Bond Returns."

Lustig, Hanno, Andreas Stathopoulos and Adrien Verdelhan, Working Paper. May 2014.

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