Access Statistics for Adrien Verdelhan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Habit-Based Explanation of the Exchange Rate Risk Premium 0 0 0 29 0 4 11 150
A Habit-Based Explanation of the Exchange Rate Risk Premium 0 1 1 105 1 5 14 400
A Habit-Based Explanation of the Exchange Rate Risk Premium 0 0 0 85 1 4 9 340
A Habit-Based Explanation of the Exchange Rate Risk Premium 0 1 1 95 0 4 9 365
Common Risk Factors in Currency Markets 0 0 3 26 0 2 31 158
Common Risk Factors in Currency Markets 0 0 1 313 1 2 23 1,137
Countercyclical Currency Risk Premia 0 0 2 95 1 4 12 334
Crash Risk in Currency Markets 0 2 4 34 6 16 42 166
Crash Risk in Currency Markets 0 0 0 182 2 3 13 502
Crash Risk in Currency Markets 0 0 1 129 3 6 28 494
Deviations from Covered Interest Rate Parity 0 3 14 68 4 10 42 174
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 1 2 0 0 2 8
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 4 6 14 65
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 1 20 0 1 12 46
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 0 151 1 1 5 387
International Disaster Risk, Business Cycles, and Exchange Rates 0 0 1 22 0 2 6 67
International Risk Cycles 0 0 1 123 2 6 10 309
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 0 0 3 359
Nominal Exchange Rate Stationarity and Long-Term Bond Returns 0 2 6 14 2 6 29 69
Nominal Exchange Rate Stationarity and Long-Term Bond Returns 0 0 1 14 3 3 9 22
Sovereign Risk Premia 0 2 3 54 3 16 36 226
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 1 2 11 424
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 0 103 2 2 8 486
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 1 2 14 136
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 1 85 2 4 17 278
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 0 0 0 137 1 2 8 345
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 0 50 1 5 18 204
The Share of Systematic Variation in Bilateral Exchange Rates 0 0 3 58 3 5 18 203
The Term Structure of Currency Carry Trade Risk Premia 0 0 1 51 2 2 14 133
The Term Structure of Currency Carry Trade Risk Premia 0 0 1 36 1 3 16 98
The Term Structure of Currency Carry Trade Risk Premia 0 0 3 20 2 2 20 41
The Wealth-Consumption Ratio 0 0 0 31 2 2 13 105
The Wealth-Consumption Ratio 0 0 0 86 2 3 19 529
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 0 1 4 285
Uncertainty and International Capital Flows 0 3 14 119 3 13 61 262
Total Working Papers 0 14 64 2,669 57 149 601 9,307


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Habit‐Based Explanation of the Exchange Rate Risk Premium 0 1 3 125 2 9 34 397
Business cycle variation in the risk-return trade-off 0 0 8 52 3 3 19 209
Common Risk Factors in Currency Markets 3 7 19 115 8 23 110 524
Countercyclical currency risk premia 0 0 6 67 5 9 34 297
Deviations from Covered Interest Rate Parity 2 7 28 59 6 19 127 225
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 0 52 0 0 7 154
International risk cycles 2 5 17 102 5 13 57 425
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 1 47 0 0 10 442
Le policy-mix de la zone euro. Une évaluation de l'impact des chocs monétaires et budgétaires 0 0 0 1 0 0 5 30
Le policy-mix de la zone euro. Une évaluation de l'impact des chocs monétaires et budgétaires 0 0 0 0 0 0 7 9
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 1 59 0 1 10 189
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 2 6 190 6 14 47 674
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 0 5 71 1 3 19 364
The Share of Systematic Variation in Bilateral Exchange Rates 0 0 7 18 3 10 52 87
The Wealth-Consumption Ratio 0 0 1 5 3 3 20 40
Total Journal Articles 7 22 102 963 42 107 558 4,066


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment on "Carry Trades and Currency Crashes" 0 0 0 118 2 2 8 285
Total Chapters 0 0 0 118 2 2 8 285


Statistics updated 2020-09-04