Concepedia

Adrien Verdelhan

AV

41

Publications

5.2K

Citations

28

H-Index

2005

Active since

Affiliations

National Bureau of Economic Research(Current)

Massachusetts Institute of Technology

University of California, Los Angeles

University of Pennsylvania

Federal Reserve

Adrien Verdelhan is an author at National Bureau of Economic Research specializing in business, economics, and finance.

Top concepts

Publications per year

2005–2021

41

Publications

41

Common Risk Factors in Currency Markets

Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan · Review of Financial Studies · 2011 · 1K citations

Deviations from Covered Interest Rate Parity

Wenxin Du, Alexander Tepper, Adrien Verdelhan · The Journal of Finance · 2018 · 645 citations · Full text

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The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk

Hanno Lustig, Adrien Verdelhan · American Economic Review · 2007 · 558 citations

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Countercyclical currency risk premia

Hanno Lustig, Nikolai Roussanov, Adrien Verdelhan · Journal of Financial Economics · 2013 · 372 citations · Full text

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The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk

Hanno N. Lustig, Adrien Verdelhan · SSRN Electronic Journal · 2006 · 277 citations · Full text

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