Andreas Stathopoulos

University of Washington

Seattle, WA 98195

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 12,015

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3,909

CITATIONS
Rank 21,534

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Top 21,534

in Total Papers Citations

30

Scholarly Papers (4)

1.
Downloads 1,907 ( 7,747)
Citation 1

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 1,875 (7,826)
Citation 1

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
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 32 (466,613)

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 Washington and Boston University - Department of Finance & Economics
Downloads 1,339 (13,785)
Citation 8

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 Washington
Downloads 461 (60,907)
Citation 15

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: 61 Posted: 17 Dec 2011 Last Revised: 22 Sep 2017
Andreas Stathopoulos
University of Washington
Downloads 202 (149,413)
Citation 2

Abstract:

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Portfolio home bias, habit formation, asset pricing