"Countercyclical Currency Risk Premia."

Lustig, Hanno, Nikolai Roussanov and Adrien Verdelhan. Journal of Financial Economics Vol. 111, No. 3 (2014): 527-553. Download Paper.

"The Wealth-Consumption Ratio."

Lustig, Hanno, Stijn Van Nieuwerburgh and Adrien Verdelhan. Review of Asset Pricing Studies Vol. 3, No. 1 (2013): 38-94. Download Paper.

"International Risk Cycles."

Gourio, Francois, Michael Siemer and Adrien Verdelhan. Journal of International Economics Vol. 89, No. 2 (2013): 471-484.

"Business Cycle Variation in the Risk-Return Trade-Off."

Lustig, Hanno and Adrien Verdelhan. Journal of Monetary Economics Vol. 59, (2012): 35-49. Appendix. Download Paper.

"The Cross-Section of Foreign Currency Risk Premia and US Consumption Growth Risk: Reply."

Lustig, Hanno and Adrien Verdelhan. American Economic Review Vol. 101, No. 7 (2011): 3477-3500. Download Paper.

"Common Risk Factors in Currency Markets."

Lustig, Hanno, Nick Roussanov and Adrien Verdelhan. Review of Financial Studies Vol. 24, No. 11 (2011): 3731-3777. Download Paper.