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The term structure of currency carry trade risk premia
Lustig, Hanno; Stathopoulos, Andreas; Verdelhan, Adrien - In: The American economic review 109 (2019) 12, pp. 4142-4177
Persistent link: https://www.econbiz.de/10012200455
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Interest rates under falling stars
Bauer, Michael D.; Rudebusch, Glenn D. - In: The American economic review 110 (2020) 5, pp. 1316-1354
Persistent link: https://www.econbiz.de/10012391812
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Option-based credit spreads
Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - In: The American economic review 108 (2018) 2, pp. 454-488
Persistent link: https://www.econbiz.de/10011821049
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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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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
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Is the volatility of market price of risk due to intermittent portfolio rebalancing?
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: The American economic review 102 (2012) 6, pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
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Financial innovation and asset price volatility
Kubler, Felix; Schmedders, Karl - In: The American economic review 102 (2012) 3, pp. 147-151
Persistent link: https://www.econbiz.de/10009705251
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Long run risks, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: The American economic review 100 (2010) 2, pp. 542-546
Persistent link: https://www.econbiz.de/10008747993
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Dynamic asset pricing in a system of local housing markets
Bayer, Patrick J.; Ellickson, Bryan; Ellickson, Paul B. - In: The American economic review 100 (2010) 2, pp. 368-372
Persistent link: https://www.econbiz.de/10008748237
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Term premia and inflation uncertainty : empirical evidence from an international panel dataset
Wright, Jonathan H. - In: The American economic review 101 (2011) 4, pp. 1514-1534
Persistent link: https://www.econbiz.de/10009232416