Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.
7 Key Publications
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Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008. -
Böhm, H., Schaumburg, J. and Tonzer, L. (2022). Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe IMF Economic Review, :. -
Custodio João, I., Lucas, A., Schaumburg, J. and Schwaab, B. (2022). Dynamic clustering of multivariate panel data Journal of Econometrics, :. -
Boonen, T. and Liu, F. (2022). Insurance with heterogeneous preferences Journal of Mathematical Economics, :. -
Daniel, K., Klos, A. and Rottke, S. (2022). The Dynamics of Disagreement Review of Financial Studies, :. -
Markiewicz, A., Verhoeks, R., Verschoor, W. and Zwinkels, R. (2022). Inattentive Search for Currency Fundamentals IMF Economic Review, :.