Andreas Stathopoulos

University of North Carolina (UNC) at Chapel Hill

102 Ridge Road

Chapel Hill, NC NC 27514

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 13,716

SSRN RANKINGS

Top 13,716

in Total Papers Downloads

4,508

SSRN CITATIONS
Rank 13,963

SSRN RANKINGS

Top 13,963

in Total Papers Citations

57

CROSSREF CITATIONS

28

Scholarly Papers (5)

1.
Downloads 2,282 ( 7,870)
Citation 14

The Term Structure of Currency Carry Trade Risk Premia

Number of pages: 113 Posted: 16 Oct 2013 Last Revised: 03 Nov 2018
Hanno N. Lustig, Andreas Stathopoulos and Adrien Verdelhan
Stanford Graduate School of Business, University of North Carolina (UNC) at Chapel Hill and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,245 (7,917)
Citation 14

Abstract:

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exchange rate stationarity, carry trade, UIP, currency risk premia, bond risk premia

The Term Structure of Currency Carry Trade Risk Premia

NBER Working Paper No. w19623
Number of pages: 46 Posted: 09 Nov 2013 Last Revised: 15 Aug 2021
Hanno N. Lustig, Andreas Stathopoulos and Adrien Verdelhan
Stanford Graduate School of Business, University of North Carolina (UNC) at Chapel Hill and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 37 (545,978)

Abstract:

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2.

International Correlation Risk

Number of pages: 70 Posted: 03 May 2012 Last Revised: 29 Oct 2016
Philippe Mueller, Andreas Stathopoulos and Andrea Vedolin
Warwick Business School Finance Group, University of North Carolina (UNC) at Chapel Hill and Boston University - Department of Finance & Economics
Downloads 1,408 (16,984)
Citation 31

Abstract:

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Correlation Risk, Exchange Rates, International Finance

3.

Asset Prices and Risk Sharing in Open Economies

Number of pages: 60 Posted: 20 Mar 2009 Last Revised: 22 Jun 2016
Andreas Stathopoulos
University of North Carolina (UNC) at Chapel Hill
Downloads 515 (68,251)
Citation 31

Abstract:

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Risk sharing, asset pricing, international finance, home bias, habit formation, exchange rates

4.

Portfolio Home Bias and External Habit Formation

Number of pages: 57 Posted: 17 Dec 2011 Last Revised: 02 Mar 2021
Andreas Stathopoulos
University of North Carolina (UNC) at Chapel Hill
Downloads 236 (161,927)
Citation 2

Abstract:

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Portfolio home bias, habit formation, asset pricing

5.

Global Sales, International Currencies and the Currency Denomination of Debt

Number of pages: 49 Posted: 22 Mar 2021
Ric Colacito, Yan Qian and Andreas Stathopoulos
University of North Carolina Kenan-Flagler Business School, University of North Carolina at Chapel Hill and University of North Carolina (UNC) at Chapel Hill
Downloads 67 (413,700)

Abstract:

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International bonds, exchange rates