| Common Risk Factors in Currency Markets H Lustig, N Roussanov, A Verdelhan Review of Financial Studies 24 (11), 3731-3777, 2011 | 1395 | 2011 |
| The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk H Lustig, A Verdelhan American Economic Review 97 (1), 89–117, 2007 | 929 | 2007 |
| Deviations from Covered Interest Rate Parity W Du, A Tepper, A Verdelhan Journal of Finance 73 (3), 915-957, 2018 | 808 | 2018 |
| A Habit‐Based Explanation of the Exchange Rate Risk Premium A Verdelhan The Journal of Finance 65 (1), 123-146, 2010 | 631 | 2010 |
| Countercyclical Currency Risk Premia H Lustig, N Roussanov, A Verdelhan Journal of Financial Economics 111 (3), 527-553, 2014 | 464 | 2014 |
| The share of systematic variation in bilateral exchange rates A Verdelhan Journal of Finance, forthcoming, 2016 | 395 | 2016 |
| Crash risk in currency markets E Farhi, SP Fraiberger, X Gabaix, R Ranciere, A Verdelhan National Bureau of Economic Research, 2009 | 310 | 2009 |
| The Wealth-Consumption Ratio H Lustig, S Van Nieuwerburgh, A Verdelhan Review of Asset Pricing Studies 3 (1), 38-94, 2013 | 230 | 2013 |
| Sovereign risk premia N Borri, A Verdelhan Manuscript, MIT, 2009 | 229 | 2009 |
| Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the US Treasury Market GJ Jiang, I Lo, A Verdelhan Journal of Financial and Quantitative Analysis 46 (02), 527-551, 2011 | 225 | 2011 |
| International Risk Cycles F Gourio, M Siemer, A Verdelhan Journal of International Economics 89, 471-484, 2013 | 220 | 2013 |
| The term structure of currency carry trade risk premia H Lustig, A Stathopoulos, A Verdelhan American Economic Review 109 (12), 4142-4177, 2019 | 165 | 2019 |
| Business Cycle Variation in the Risk-Return Trade-Off H Lustig, A Verdelhan Journal of Monetary Economics 59, 35-49, 2012 | 116 | 2012 |
| Does incomplete spanning in international financial markets help to explain exchange rates? H Lustig, A Verdelhan American Economic Review 109 (6), 2208-2244, 2019 | 101 | 2019 |
| Uncertainty and international capital flows F Gourio, M Siemer, A Verdelhan Available at SSRN 2626635, 2015 | 100 | 2015 |
| The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply H Lustig, A Verdelhan American Economic Review 101 (7), 3477–3500, 2011 | 89* | 2011 |
| The international CAPM redux F Brusa, T Ramadorai, A Verdelhan Available at SSRN 2462843, 2014 | 67 | 2014 |
| The volatility of international capital flows and foreign assets WW Dou, A Verdelhan Unpublished working paper, MIT, 2015 | 59 | 2015 |
| Long Run Risk, the Wealth-Consumption Ratio, and the Temporal Pricing of Risk RSJ Koijen, H Lustig, S Van Nieuwerburgh, A Verdelhan American Economic Review 100 (2), 552-556, 2010 | 47 | 2010 |
| Règle de Taylor: Présentation, application, limites F Drumetz, A Verdelhan Bulletin de la Banque de France 45, 81-87, 1997 | 38 | 1997 |
