Andreas Stathopoulos

University of Washington

Seattle, WA 98195

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 12,658

SSRN RANKINGS

Top 12,658

in Total Papers Downloads

3,015

CITATIONS
Rank 16,308

SSRN RANKINGS

Top 16,308

in Total Papers Citations

21

Scholarly Papers (4)

Nominal Exchange Rate Stationarity and Long-Term Bond Returns

Number of pages: 88 Posted: 16 Oct 2013 Last Revised: 17 Jan 2016
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 1,344 (10,383)
Citation 1

Abstract:

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: 73 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 15 (482,109)
Citation 1

Abstract:

2.

International Correlation Risk

Number of pages: 70 Posted: 03 May 2012 Last Revised: 29 Oct 2016
Philippe Mueller, Andreas Stathopoulos and Andrea Vedolin
London School of Economics & Political Science (LSE) - Department of Finance, University of Washington and London School of Economics and Political Science
Downloads 739 (14,774)
Citation 8

Abstract:

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 296 (57,730)
Citation 12

Abstract:

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

4.

Portfolio Home Bias and External Habit Formation

Number of pages: 40 Posted: 17 Dec 2011 Last Revised: 02 Dec 2016
Andreas Stathopoulos
University of Washington
Downloads 135 (149,303)
Citation 1

Abstract:

Portfolio home bias, habit formation, asset pricing