"Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market."

Jiang, George J., Ingrid Lo and Adrien Verdelhan. Journal of Financial and Quantitative Analysis Vol. 46, No. 2 (2011): 527-551. Download Paper .

"Long-Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk."

Koijen, Ralph, Hanno Lustig, Stijn Van Nieuwerburgh and Adrien Verdelhan. American Economic Review, Papers and Proceedings Vol. 100, No. 2 (2010): 552-556. Download Paper.

"A Habit-Based Explanation of the Exchange Rate Risk Premium."

Verdelhan, Adrien. Journal of Finance Vol. 65, No. 1 (2010): 123-145. Download Paper.

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

Lustig, Hanno and Adrien Verdelhan. American Economic Review Vol. 97, No. 1 (2007): 89-117.

"Deviations from Covered Interest Rate Parity."

Du, Wenxin, Alexander Tepper, and Adrien Verdelhan. Journal of Finance.