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

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

"Crash Risk in Currency Markets."

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

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

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

"Countercyclical Currency Risk Premia."

Lustig, Hanno, Nikolai Roussanov and Adrien Verdelhan. Journal of Financial Economics Vol. 111, No. 3 (2014): 527-553.

"The Wealth-Consumption Ratio."

Lustig, Hanno, Stijn Van Nieuwerburgh and Adrien Verdelhan. Review of Asset Pricing Studies Vol. 3, No. 1 (2013): 38-94.

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