Adrien Verdelhan

5.7k total citations · 2 hit papers
47 papers, 3.0k citations indexed

About

Adrien Verdelhan is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Adrien Verdelhan has authored 47 papers receiving a total of 3.0k indexed citations (citations by other indexed papers that have themselves been cited), including 42 papers in Finance, 33 papers in General Economics, Econometrics and Finance and 24 papers in Economics and Econometrics. Recurrent topics in Adrien Verdelhan's work include Monetary Policy and Economic Impact (33 papers), Financial Markets and Investment Strategies (24 papers) and Global Financial Crisis and Policies (20 papers). Adrien Verdelhan is often cited by papers focused on Monetary Policy and Economic Impact (33 papers), Financial Markets and Investment Strategies (24 papers) and Global Financial Crisis and Policies (20 papers). Adrien Verdelhan collaborates with scholars based in United States, United Kingdom and Belgium. Adrien Verdelhan's co-authors include Hanno Lustig, Nikolai Roussanov, Hanno N. Lustig, Alexander Tepper, Wenxin Du, François Gourio, Michael Siemer, Ingrid Lo, George J. Jiang and Stijn Van Nieuwerburgh and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Adrien Verdelhan

46 papers receiving 2.8k citations

Hit Papers

Common Risk Factors in Currency Markets 2011 2026 2016 2021 2011 2018 200 400 600

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Adrien Verdelhan United States 22 2.6k 1.9k 1.8k 326 91 47 3.0k
Marie Hoerova Germany 16 2.1k 0.8× 1.6k 0.8× 1.0k 0.6× 385 1.2× 100 1.1× 47 2.6k
Marco Lo Duca Germany 19 2.1k 0.8× 1.6k 0.8× 1.6k 0.9× 325 1.0× 63 0.7× 47 2.8k
Andreas Schrimpf Switzerland 23 1.7k 0.6× 1.3k 0.7× 1.0k 0.6× 323 1.0× 222 2.4× 95 2.1k
Christopher Otrok United States 16 1.4k 0.5× 1.7k 0.9× 1.7k 0.9× 218 0.7× 23 0.3× 38 2.3k
Kate Phylaktis United Kingdom 25 1.5k 0.6× 1.6k 0.8× 1.3k 0.7× 299 0.9× 75 0.8× 91 2.1k
Craig S. Hakkio United States 19 1.5k 0.6× 2.2k 1.1× 2.1k 1.2× 173 0.5× 82 0.9× 49 2.7k
Olivier de Bandt France 21 1.1k 0.4× 1.1k 0.5× 817 0.5× 395 1.2× 95 1.0× 60 1.8k
Ilan Goldfajn Brazil 21 1.9k 0.7× 1.3k 0.6× 1.5k 0.8× 145 0.4× 24 0.3× 49 2.3k
Eli M. Remolona Switzerland 22 1.8k 0.7× 914 0.5× 705 0.4× 440 1.3× 65 0.7× 71 2.0k
Aris Protopapadakis United States 14 961 0.4× 983 0.5× 684 0.4× 290 0.9× 95 1.0× 31 1.4k

Countries citing papers authored by Adrien Verdelhan

Since Specialization
Citations

This map shows the geographic impact of Adrien Verdelhan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Adrien Verdelhan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Adrien Verdelhan more than expected).

Fields of papers citing papers by Adrien Verdelhan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Adrien Verdelhan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Adrien Verdelhan. The network helps show where Adrien Verdelhan may publish in the future.

Co-authorship network of co-authors of Adrien Verdelhan

This figure shows the co-authorship network connecting the top 25 collaborators of Adrien Verdelhan. A scholar is included among the top collaborators of Adrien Verdelhan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Adrien Verdelhan. Adrien Verdelhan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lustig, Hanno & Adrien Verdelhan. (2019). Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. American Economic Review. 109(6). 2208–2244. 37 indexed citations
2.
Du, Wenxin, Alexander Tepper, & Adrien Verdelhan. (2018). Deviations from Covered Interest Rate Parity. The Journal of Finance. 73(3). 915–957. 351 indexed citations breakdown →
3.
Du, Wenxin, Alexander Tepper, & Adrien Verdelhan. (2016). Deviations from Covered Interest Rate Parity. SSRN Electronic Journal. 26 indexed citations
4.
Siemer, Michael, Adrien Verdelhan, & François Gourio. (2015). Uncertainty and International Capital Flows. RePEc: Research Papers in Economics. 2 indexed citations
5.
Ramadorai, Tarun, et al.. (2014). The International CAPM Redux. SSRN Electronic Journal. 21 indexed citations
6.
Lustig, Hanno, Nikolai Roussanov, & Adrien Verdelhan. (2013). Countercyclical currency risk premia. Journal of Financial Economics. 111(3). 527–553. 224 indexed citations
7.
Lustig, Hanno, Stijn Van Nieuwerburgh, & Adrien Verdelhan. (2013). The Wealth-Consumption Ratio. RePEc: Research Papers in Economics. 3(1). 38–94. 79 indexed citations
8.
Borri, Nicola & Adrien Verdelhan. (2011). Sovereign Risk Premia. SSRN Electronic Journal. 39 indexed citations
9.
Verdelhan, Adrien & Nicola Borri. (2011). Sovereign Risk Premia. SSRN Electronic Journal. 2 indexed citations
10.
Lustig, Hanno N., Nikolai Roussanov, & Adrien Verdelhan. (2011). Countercyclical Currency Risk Premia. SSRN Electronic Journal. 34 indexed citations
11.
Lustig, Hanno & Adrien Verdelhan. (2011). The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Reply. American Economic Review. 101(7). 3477–3500. 33 indexed citations
12.
Nieuwerburgh, Stijn Van, Hanno N. Lustig, & Adrien Verdelhan. (2011). The Wealth-Consumption Ratio. SSRN Electronic Journal. 9 indexed citations
13.
Gourio, François, Michael Siemer, & Adrien Verdelhan. (2011). International Risk Cycles. SSRN Electronic Journal. 22 indexed citations
14.
Farhi, Emmanuel, Samuel P. Fraiberger, Xavier Gabaix, Romain G. Rancière, & Adrien Verdelhan. (2009). Crash Risk in Currency Markets. SSRN Electronic Journal. 18 indexed citations
15.
Lustig, Hanno N., Nikolai Roussanov, & Adrien Verdelhan. (2009). Common Risk Factors in Currency Markets. SSRN Electronic Journal. 4 indexed citations
16.
Jiang, George J., Adrien Verdelhan, & Ingrid Lo. (2008). Information Shocks and Bond Price Jumps Evidence from the U.S. Treasury Market. SSRN Electronic Journal. 2 indexed citations
17.
Lustig, Hanno & Adrien Verdelhan. (2008). Comment. NBER Macroeconomics Annual. 23(1). 361–384. 3 indexed citations
18.
Lustig, Hanno, Stijn Van Nieuwerburgh, & Adrien Verdelhan. (2007). The Wealth-Consumption Ratio: A Litmus Test for Consumption-Based Asset Pricing Models. The Faculty Digital Archive (New York University). 10 indexed citations
19.
Lustig, Hanno N. & Adrien Verdelhan. (2006). The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk. SSRN Electronic Journal. 153 indexed citations
20.
Verdelhan, Adrien, et al.. (2001). Le policy-mix de la zone euro. Économie & prévision. n o 148(2). 23–40.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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