Adrien Verdelhan

Douglas Drane Career Development Professor in Information Technology and Management

Assistant Professor of Finance

Adrien Verdelhan

Adrien Verdelhan is an Assistant Professor of Finance at the MIT Sloan School of Management.

His research focuses on measures of systematic risk in financial markets, particularly in currency and sovereign bond markets. Verdelhan’s work in international finance shows when and why exchange rates are risky, thus shedding light on the most well-known and puzzling currency trading strategy: the carry trade. His research has been published in the American Economic Review, the Journal of Finance, and the Review of Financial Studies, among others.

He is currently a Research Fellow of the National Bureau of Economic Research and was elected Teacher of the Year in 2011 by MIT Sloan students.

He holds a PhD in economics from the University of Chicago.

Current Research Focus: Current projects include the measure of the share of systematic risk in bilateral exchange rates at high and low frequencies, the link between exchange rates and returns on long-term bonds, the impact of risk premia on the tax vs. government debt trade-off, the optimal size of international capital flows in a world with time-varying aggregate risk, as well as the quantity and price of currency risk in international equity markets.

General Expertise: Arbitrage pricing theory; Bond markets; Bond pricing; Derivatives; Exchange rates; Federal Reserve; Macroeconomics

  

For more background on this faculty member's research and academic initiatives, please visit the MIT Sloan faculty directory.

Contact Information

Office: E62-621

Tel: (617) 253-5123

Fax: (617) 258-6855

E-mail: adrienv@mit.edu

http://web.mit.edu/adrienv/www/

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Research Papers

http://mitsloan.mit.edu/faculty/publications.php?in_spseqno=41248&co_list=F

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