Andreas Stathopoulos

University of Washington

Seattle, WA 98195

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 12,523

SSRN RANKINGS

Top 12,523

in Total Papers Downloads

4,169

SSRN CITATIONS
Rank 16,051

SSRN RANKINGS

Top 16,051

in Total Papers Citations

34

CROSSREF CITATIONS

28

Scholarly Papers (4)

1.
Downloads 2,111 ( 7,437)
Citation 8

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 Washington and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2,078 (7,476)
Citation 7

Abstract:

Loading...

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
Hanno N. Lustig, Andreas Stathopoulos and Adrien Verdelhan
Stanford Graduate School of Business, University of Washington and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 33 (505,415)

Abstract:

Loading...

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 Washington and Boston University - Department of Finance & Economics
Downloads 1,367 (15,036)
Citation 22

Abstract:

Loading...

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 Washington
Downloads 481 (64,219)
Citation 30

Abstract:

Loading...

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

4.

Portfolio Home Bias and External Habit Formation

Number of pages: 61 Posted: 17 Dec 2011 Last Revised: 22 Sep 2017
Andreas Stathopoulos
University of Washington
Downloads 210 (158,757)
Citation 2

Abstract:

Loading...

Portfolio home bias, habit formation, asset pricing