International Finance publications

Below a list of all publications in the field of International Finance. For a list of all publications see the link to the right

2021

Magnus Dahlquist and Julien Penasse (2021). The Missing Risk Premium in Exchange Rates, Journal of Financial Economics, Forthcoming

 

2020

Magnus Dahlquist and Henrik Hasseltoft (2020). Economic Momentum and Currency Returns, Journal of Financial Economics, vol. 136, pp. 152-167

 

2016

Irina Zviadadze (2016). Term structure of consumption risk premia in the cross section of currency returns. Journal of Finance, vol. 72, pp. 1529-1566

Magnus Dahlquist and Henrik Hasseltoft (2016). International Bond Risk Premia. Handbook of Fixed-Income Securities, vol. Chapter 9

 

2015

Mikhail Chernov, Jeremy Graveline and Irina Zviadadze (2015). Crash risk in currency returns. Journal of Financial and Quantitative Analysis, vol. 53, pp. 137-170 

 

2013

Gustav Martinsson, James R. Brown and Bruce C. Petersen (2013). Law, Stock Markets, and Innovation. Journal of Finance, vol. 68, pp. 1517-1549

Magnus Dahlquist and Henrik Hasseltoft (2013). International Bond Risk Premia. Journal of International Economics, vol. 90, pp. 17-32