Details about Nikolai Roussanov

Access statistics for papers by Nikolai Roussanov.

Last updated 2019-02-02. Update your information in the RePEc Author Service.

Short-id: pro355

Working Papers

2022

1. Getting to the Core: Inflation Risks Within and Across Asset Classes
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

2. Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2018

3. Marketing Mutual Funds
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
4. Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
   See also Journal Article in Journal of Monetary Economics (2018)

2016

5. Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)

2013

6. Commodity Trade and the Carry Trade: a Tale of Two Countries
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
   Also in 2012 Meeting Papers, Society for Economic Dynamics (2012) View citations (3)
   See also Journal Article in Journal of Finance (2017)
7. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
   Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)

2012

8. Status, Marriage, and Managers' Attitudes To Risk
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2010

9. Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article in Journal of Financial Economics (2014)
10. Countercyclical Currency Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
    See also Journal Article in Journal of Financial Economics (2014)

2008

11. Common Risk Factors in Currency Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (35)
    Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (31)
    See also Journal Article in Review of Financial Studies (2011)
12. Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
    2008 Meeting Papers, Society for Economic Dynamics View citations (2)
    See also Journal Article in Journal of Finance (2010)

2007

13. Conspicuous Consumption and Race
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (28)
    See also Journal Article in The Quarterly Journal of Economics (2009)

Journal Articles

2018

1. Short-run pain, long-run gain? Recessions and technological transformation
   Journal of Monetary Economics, 2018, 97, (C), 29-44 View citations (9)
   See also Working Paper (2018)

2017

2. After the tide: Commodity currencies and global trade
   Journal of Monetary Economics, 2017, 85, (C), 69-86 View citations (10)
3. Commodity Trade and the Carry Trade: A Tale of Two Countries
   Journal of Finance, 2017, 72, (6), 2629-2684 View citations (37)
   See also Working Paper (2013)

2014

4. Composition of wealth, conditioning information, and the cross-section of stock returns
   Journal of Financial Economics, 2014, 111, (2), 352-380 View citations (11)
   See also Working Paper (2010)
5. Countercyclical currency risk premia
   Journal of Financial Economics, 2014, 111, (3), 527-553 View citations (120)
   See also Working Paper (2010)
6. Marriage and Managers' Attitudes to Risk
   Management Science, 2014, 60, (10), 2496-2508 View citations (32)

2011

7. Common Risk Factors in Currency Markets
   Review of Financial Studies, 2011, 24, (11), 3731-3777 View citations (438)
   See also Working Paper (2008)

2010

8. Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status
   Journal of Finance, 2010, 65, (5), 1755-1788 View citations (72)
   See also Working Paper (2008)

2009

9. Conspicuous Consumption and Race
   The Quarterly Journal of Economics, 2009, 124, (2), 425-467 View citations (229)
   See also Working Paper (2007)

Chapters

2007

1. Intertemporal Substitution and Risk Aversion
   Chapter 61 in Handbook of Econometrics, 2007, vol. 6A View citations (68)