Andreas Stathopoulos

University of Washington

Seattle, WA 98195

United States

SCHOLARLY PAPERS

4

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CITATIONS
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22

Scholarly Papers (4)

Nominal Exchange Rate Stationarity and Long-Term Bond Returns

Number of pages: 88 Posted: 16 Oct 2013 Last Revised: 06 Sep 2017
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 1,398 (10,072)
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 18 (476,124)
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 Boston University - Department of Finance & Economics
Downloads 739 (14,164)
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 (57,043)
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: 61 Posted: 17 Dec 2011 Last Revised: 03 Aug 2017
Andreas Stathopoulos
University of Washington
Downloads 135 (147,791)
Citation 1

Abstract:

Portfolio home bias, habit formation, asset pricing