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~person:"Verdelhan, Adrien"
~source:"econis"
~subject:"CAPM"
~type_genre:"Article in journal"
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CAPM
Exchange rate risk
5
Risikoprämie
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Verdelhan, Adrien
Jarrow, Robert A.
5
Lustig, Hanno
4
Andreasen, Martin Møller
3
Backus, David
3
Chiarella, Carl
3
Linetsky, Vadim
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Madan, Dilip B.
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Pirjol, Dan
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Qin, Likuan
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Rebonato, Riccardo
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Wu, Chunchi
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The American economic review
2
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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The cross section of foreign currency risk premia and consumption growth risk: reply
Lustig, Hanno
;
Verdelhan, Adrien
- In:
The American economic review
101
(
2011
)
7
,
pp. 3477-3500
Persistent link: https://www.econbiz.de/10009538750
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2
The cross section of foreign currency risk premia and consumption growth risk : comment
Burnside, Craig
- In:
The American economic review
101
(
2011
)
7
,
pp. 3456-3476
Persistent link: https://www.econbiz.de/10009538751
Saved in:
3
A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 123-146
Persistent link: https://www.econbiz.de/10003923938
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