3641 Locust Walk
Philadelphia, PA 19104-6365
1050 Massachusetts Avenue
Cambridge, MA 02138
University of Pennsylvania - The Wharton School
in Total Papers Downloads
in Total Papers Citations
Carry Trade, Currency Risk
Exchange Rates, Forecasting, Risk Premia
mortgage refinancing, home equity, housing collateral, liquidity constraints, household consumption and saving decisions, leverage
portfolio choice, diversification, social status, wealth distribution
currency risk premia, international trade, commodity markets, return predictability, Baltic Dry Index
consumption-based asset pricing, conditioning information, human capital, stock return predictability, nonparametric regression, value premium, linear factor models, relative wealth concerns.
long-run growth, oil prices, shale oil, fracking, horizontal drilling, mimicking portfolios
CEOs, idiosyncratic risk, status concerns
shipping, trade costs, carry trade, currency risk premia, exchange rates, international risk sharing, commodity trade
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.640 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you