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

Hanno Lustig and Adrien Verdelhan ()

2004 Meeting Papers from Society for Economic Dynamics

Date: 2004
New Economics Papers: this item is included in nep-fin and nep-ifn
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Related works:
Journal Article: The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk (2007)
Working Paper: The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2006)
Working Paper: The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2006)
Working Paper: THE CROSS-SECTION OF FOREIGN CURRENCY RISK PREMIA AND CONSUMPTION GROWTH RISK (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed004:136c

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