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Roussanov, Nikolai L.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,276 |
Total
Citations
144 |
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1.
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Common Risk Factors in Currency Markets
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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)
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Posted:
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01 Jun 08
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Last Revised:
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27 Aug 12
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3,774
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73
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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)
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73
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73
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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)
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01 Jun 08
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Last Revised:
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27 Aug 12
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3,701
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73
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Carry Trade, Currency Risk
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2.
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Countercyclical Currency Risk Premia
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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)
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Posted:
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26 Jan 10
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Last Revised:
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25 Feb 13
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979
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14
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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)
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15
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14
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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)
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26 Jan 10
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Last Revised:
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25 Feb 13
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964
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14
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Exchange Rates, Forecasting, Risk Premia
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3.
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Status, Marriage, and Managers' Attitudes to Risk
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Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School Savor, Pavel G.
University of Pennsylvania - Finance Department
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Posted:
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21 Mar 11
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Last Revised:
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18 Dec 12
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505
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1
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Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School Savor, Pavel G.
University of Pennsylvania - Finance Department
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12
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1
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Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School Savor, Pavel G.
University of Pennsylvania - Finance Department
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21 Mar 11
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Last Revised:
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18 Dec 12
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493
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1
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CEOs, idiosyncratic risk, status concerns
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4.
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Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
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07 Jun 08
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Last Revised:
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13 Dec 11
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480
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16
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portfolio choice, diversification, social status, wealth distribution
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5.
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Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
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Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
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Posted:
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05 Mar 05
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Last Revised:
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28 Dec 12
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319
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5
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Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
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14
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5
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Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
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05 Mar 05
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Last Revised:
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28 Dec 12
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305
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5
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consumption-based asset pricing, conditioning information, human capital, stock return predictability, nonparametric regression, value premium, linear factor models, relative wealth concerns.
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6.
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Chen, Hui
Massachusetts Institute of Technology Michaux, Michael
University of Southern California - Marshall School of Business Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
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144
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2
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mortgage refinancing, housing collateral, liquidity constraints
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7.
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Charles, Kerwin Kofi
University of Michigan - Department of Economics & Ford School Hurst, Erik
University of Chicago - Booth School of Business Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
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75
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33
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