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Verdelhan, Adrien


 SSRN Author Rank: 1,258 by Downloads
 

Massachusetts Institute of Technology (MIT) - Sloan School of Management


 77 Massachusetts Ave.
 E62-416
 Cambridge, MA 02142
 United States
 email address
 Research Fellow
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States
 email address

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. Verdelhan, Adrien's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
13,458
Total
Citations
627
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
01 Jun 08
Last Revised:
27 Aug 12
4,493
(834)
86

2.   Incl. Electronic Paper
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Borri, Nicola
LUISS Guido Carli University - Department of Economics
Posted:
17 Feb 09
Last Revised:
13 Oct 11
1,863
(3,866)
17

3.   Incl. Electronic Paper
Farhi, Emmanuel
Harvard University - Department of Economics
Fraiberger, Samuel P.
New York University (NYU) - Department of Economics
Gabaix, Xavier
New York University - Stern School of Business
Ranciere, Romain
International Monetary Fund (IMF)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
07 May 09
Last Revised:
09 Jun 14
1,541
(5,424)
38

4.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
26 Jan 10
Last Revised:
25 Feb 13
1,247
(7,717)
21

5.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
21 Mar 08
Last Revised:
31 Mar 13
1,168
(8,630)
30

6.  
The Share of Systematic Variation in Bilateral Exchange Rates | Show Abstract | Download |
AFA 2013 San Diego Meetings Paper
Working Paper Series
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
19 Sep 11
Last Revised:
26 Mar 13
887
(13,304)
6

7.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Stathopoulos, Andreas
University of Southern California - Marshall School of Business
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
16 Oct 13
Last Revised:
13 May 14
538
(27,285)
2

8.  
Business Cycle Variation in the Risk-Return Trade-Off | Show Abstract | Download |
Journal of Monetary Economics, Forthcoming
Working Paper Series
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
02 Sep 10
Last Revised:
13 Nov 12
457
(33,788)
6

9.  
Gourio, Francois
Boston University - Department of Economics
Siemer, Michael
Board of Governors of the Federal Reserve System
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
03 Sep 10
Last Revised:
11 Aug 11
419
(37,733)
13

10.  
A Habit-Based Explanation of the Exchange Rate Risk Premium | Show Abstract | Download |
Journal of Finance, Forthcoming
Accepted Paper Series
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
03 Mar 05
Last Revised:
26 Apr 09
383
(42,091)
68

11.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
12 Jan 05
Last Revised:
25 Oct 10
295
(57,417)
107

12.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
15 Feb 08
Last Revised:
07 Nov 10
69
(196,079)
104

13.  
Brusa, Francesca
University of Oxford - Said Business School
Ramadorai, Tarun
University of Oxford - Said Business School
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
06 Jul 14
49
(232,161)
 

14.  
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, No. 2, 2011
Accepted Paper Series
Jiang, George J.
Washington State University
Lo, Ingrid
Bank of Canada
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
18 Mar 08
Last Revised:
20 Feb 13
20
(315,166)
15

15.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
08 Aug 12
19
(319,353)
101

16.  
International Risk Cycles | Show Abstract | Download |
NBER Working Paper No. w17277
Working Paper Series
Gourio, Francois
Boston University
Siemer, Michael
Board of Governors of the Federal Reserve System
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
08 Aug 11
10
(356,564)
13


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