Lukas Kremens

University of Washington

WA

United States

SCHOLARLY PAPERS

6

DOWNLOADS

543

SSRN CITATIONS
Rank 25,718

SSRN RANKINGS

Top 25,718

in Total Papers Citations

28

CROSSREF CITATIONS

9

Scholarly Papers (6)

1.
Downloads 183 (204,565)
Citation 18

The Quanto Theory of Exchange Rates

Number of pages: 47 Posted: 14 Apr 2017
Lukas Kremens and Ian Martin
University of Washington and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 183 (204,525)

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exchange rate, currency, forecasting, predictability, carry trade, quanto contracts

The Quanto Theory of Exchange Rates

CEPR Discussion Paper No. DP11970
Number of pages: 50 Posted: 25 Apr 2017
Lukas Kremens and Ian Martin
University of Washington and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 0
Citation 15
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carry trade, currency, Exchange rate, exchange rate forecast, Forecasting, predictability, quanto contracts

2.

Currency Redenomination Risk

Number of pages: 69 Posted: 01 Mar 2018 Last Revised: 24 Oct 2019
Lukas Kremens
University of Washington
Downloads 128 (274,087)
Citation 1

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Redenomination Risk, Credit Default Swaps, Sovereign Debt, Contagion, Exchange Rates

3.

Scale or Yield? A Present-Value Identity

Number of pages: 60 Posted: 08 Jun 2021 Last Revised: 02 Aug 2021
London School of Economics & Political Science (LSE) - Department of Finance, University of Washington, UCLA - Anderson School of Management and London School of Economics
Downloads 101 (323,839)

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4.

Positioning Risk

Number of pages: 43 Posted: 17 Jul 2020
Lukas Kremens
University of Washington
Downloads 90 (348,599)

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Foreign exchange, endogenous risk,

5.

Sovereign Bond Restructuring: Commitment vs. Flexibility

Number of pages: 39 Posted: 18 Feb 2021
Jason Donaldson, Lukas Kremens and Giorgia Piacentino
Washington University in St. Louis, University of Washington and Columbia University
Downloads 34 (548,702)

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Restructuring, sovereign debt, hold-out problem, exchange offers

6.

The Present Value of Future Market Power

Number of pages: 32
London School of Economics & Political Science (LSE) - Department of Finance, London Business School, University of Washington and London Business School
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markups, valuation, superstar, present value