Biblio

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Filters: Author is Lustig, Hanno  [Clear All Filters]
2014
Lustig H, Roussanov N, Verdelhan A. "Countercyclical currency risk premia." Journal of Financial Economics. 2014;111:527-553.
2011
Lustig H, Roussanov N, Verdelhan A. "Common risk factors in currency markets." Review of Financial Studies. 2011:hhr068.
2007
Lustig H, Verdelhan A. "The cross section of foreign currency risk premia and consumption growth risk." The American economic review. 2007;97:89-117.