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Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk
Koijen, Ralph S J; Lustig, Hanno; Van Nieuwerburgh, Stijn; … - In: The American economic review 100 (2010) 2, pp. 552-557
Persistent link: https://www.econbiz.de/10008426275
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The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk
Lustig, Hanno; Verdelhan, Adrien - In: The American economic review 97 (2007) 1, pp. 89-117
Persistent link: https://www.econbiz.de/10007724442
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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. 3477-3477
Persistent link: https://www.econbiz.de/10009827061
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Long run risk, the wealth-consumption ratio, and the temporal pricing of risk
Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - In: The American economic review 100 (2010) 2, pp. 552-556
Persistent link: https://www.econbiz.de/10008748865
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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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The cross section of foreign currency risk premia and consumption growth risk
Lustig, Hanno; Verdelhan, Adrien - In: The American economic review 97 (2007) 1, pp. 89-117
Persistent link: https://www.econbiz.de/10003456015
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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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Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno; Verdelhan, Adrien - In: The American economic review 109 (2019) 6, pp. 2208-2244
Persistent link: https://www.econbiz.de/10012029309
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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