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 85 0 0 1 397
A Habit-Based Explanation of the Exchange Rate Risk Premium 0 0 0 109 0 0 1 418
A Habit-Based Explanation of the Exchange Rate Risk Premium 0 0 0 98 1 2 5 400
A Habit-Based Explanation of the Exchange Rate Risk Premium 0 0 0 29 0 0 0 211
Common Risk Factors in Currency Markets 0 0 3 29 0 1 9 185
Common Risk Factors in Currency Markets 0 1 3 319 0 2 13 1,186
Countercyclical Currency Risk Premia 0 0 0 96 0 0 2 362
Crash Risk in Currency Markets 0 1 5 42 0 3 14 241
Crash Risk in Currency Markets 0 0 0 133 0 0 2 517
Crash Risk in Currency Markets 0 0 1 185 0 0 2 521
Deviations from Covered Interest Rate Parity 0 3 7 96 1 8 25 301
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 23 0 0 2 73
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 21 0 0 1 59
Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? 0 0 0 2 1 3 7 24
Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market 0 0 1 154 0 0 1 397
International Disaster Risk, Business Cycles, and Exchange Rates 0 0 0 22 0 0 1 73
International Risk Cycles 0 0 0 125 0 0 1 326
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 45 0 0 1 367
Nominal Exchange Rate Stationarity and Long-Term Bond Returns 1 1 2 31 2 2 4 131
Nominal Exchange Rate Stationarity and Long-Term Bond Returns 0 0 1 17 1 1 4 42
Sovereign Risk Premia 0 0 2 77 0 0 7 303
THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK 0 0 0 139 0 1 4 439
The Cross-Section of Currency Risk Premia and US Consumption Growth Risk 0 0 0 105 0 0 1 494
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 26 0 0 1 146
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 0 0 86 0 0 4 299
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply 0 0 1 140 0 0 2 360
The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk 0 0 1 52 0 0 1 218
The Share of Systematic Variation in Bilateral Exchange Rates 1 2 3 65 1 2 8 232
The Term Structure of Currency Carry Trade Risk Premia 0 1 1 24 0 1 1 78
The Term Structure of Currency Carry Trade Risk Premia 0 0 0 51 0 5 7 152
The Term Structure of Currency Carry Trade Risk Premia 0 1 4 46 0 1 8 140
The Wealth-Consumption Ratio 0 0 0 32 0 0 2 109
The Wealth-Consumption Ratio 0 0 0 87 0 1 3 556
The Wealth-Consumption Ratio: A Litmus Test for Consumption-based Asset Pricing Models¤ 0 0 0 99 1 1 2 294
Uncertainty and International Capital Flows 0 0 2 172 0 6 34 461
Total Working Papers 2 10 37 2,862 8 40 181 10,512


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 0 2 141 0 0 9 511
Business cycle variation in the risk-return trade-off 0 1 5 65 0 1 10 248
Common Risk Factors in Currency Markets 0 4 22 171 1 10 73 762
Countercyclical currency risk premia 0 0 2 78 0 1 7 371
Deviations from Covered Interest Rate Parity 0 1 9 129 0 9 49 497
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market 0 0 0 52 0 0 3 177
International risk cycles 0 0 2 119 2 2 13 509
Investing in Foreign Currency is like Betting on your Intertemporal Marginal Rate of Substitution 0 0 0 47 0 1 1 451
Le policy-mix de la zone euro. Une évaluation de l'impact des chocs monétaires et budgétaires 0 0 3 5 0 0 4 41
Le policy-mix de la zone euro. Une évaluation de l'impact des chocs monétaires et budgétaires 0 0 2 3 0 0 4 15
Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk 0 0 1 60 0 0 3 205
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk 0 1 4 205 0 2 11 738
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply 0 1 2 91 0 1 15 433
The Share of Systematic Variation in Bilateral Exchange Rates 0 4 10 54 1 6 17 189
The Wealth-Consumption Ratio 0 0 2 11 0 0 5 68
Total Journal Articles 0 12 66 1,231 4 33 224 5,215


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 0 0 1 289
Total Chapters 0 0 0 118 0 0 1 289


Statistics updated 2024-09-04