Robert J. Richmond

New York University (NYU) - Department of Finance

Stern School of Business

44 West 4th Street

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates

Stanford University Graduate School of Business Research Paper No. 15-54
Number of pages: 66 Posted: 30 Oct 2015 Last Revised: 10 Oct 2017
Hanno N. Lustig and Robert J. Richmond
Stanford Graduate School of Business and New York University (NYU) - Department of Finance
Downloads 479 (48,827)

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Exchange Rates, Factor Models, Gravity Equation, Home Bias

Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates

NBER Working Paper No. w23773
Number of pages: 60 Posted: 11 Sep 2017
Hanno N. Lustig and Robert J. Richmond
Stanford Graduate School of Business and New York University (NYU) - Department of Finance
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2.

Trade Network Centrality and Currency Risk Premia

Number of pages: 60 Posted: 23 May 2015 Last Revised: 23 Aug 2016
Robert J. Richmond
New York University (NYU) - Department of Finance
Downloads 109 (23,471)

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Exchange Rates, Currency Risk Premia, Carry Trade, UIP, Trade, Networks