"International Risk Cycles."

Gourio, Francois, Michael Siemer and Adrien Verdelhan. Journal of International Economics Vol. 89, No. 2 (2013): 471-484.

"Business Cycle Variation in the Risk-Return Trade-Off."

Lustig, Hanno and Adrien Verdelhan. Journal of Monetary Economics Vol. 59, (2012): 35-49.

"The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk: Reply."

Lustig, Hanno and Adrien Verdelhan. American Economic Review Vol. 101, No. 7 (2011): 3477-3500.

"Common Risk Factors in Currency Markets."

Lustig, Hanno, Nick Roussanov and Adrien Verdelhan. Review of Financial Studies Vol. 24, No. 11 (2011): 3731-3777.

"Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market."

Jiang, George J., Ingrid Lo and Adrien Verdelhan. Journal of Financial and Quantitative Analysis Vol. 46, No. 2 (2011): 527-551.

"Long-Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk."

Koijen, Ralph, Hanno Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan. American Economic Review, Papers and Proceedings Vol. 100, No. 2 (2010): 552-556.

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