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Nikolai Roussanov

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Personal Details

First Name: Nikolai
Middle Name:
Last Name: Roussanov
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RePEc Short-ID: pro355

Email: [This author has chosen not to make the email address public]
Homepage: http://finance.wharton.upenn.edu/~nroussan/
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Affiliation

(in no particular order)

Works

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Working papers

  1. Nikolai Roussanov & Robert Ready, 2012. "Commodity Trade and the Carry Trade: a Tale of Two Countries," 2012 Meeting Papers 817, Society for Economic Dynamics.
  2. Nikolai Roussanov & Pavel G. Savor, 2012. "Status, Marriage, and Managers' Attitudes To Risk," NBER Working Papers 17904, National Bureau of Economic Research, Inc.
  3. Nikolai Roussanov & Michael Michaux & Hui Chen, 2011. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," 2011 Meeting Papers 1369, Society for Economic Dynamics.
  4. Nikolai Roussanov, 2010. "Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns," NBER Working Papers 16073, National Bureau of Economic Research, Inc.
  5. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010. "Countercyclical Currency Risk Premia," NBER Working Papers 16427, National Bureau of Economic Research, Inc.
  6. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc.
  7. Wharton School & Nikolai Roussanov, 2008. "Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status," 2008 Meeting Papers 924, Society for Economic Dynamics.
  8. Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2007. "Conspicuous Consumption and Race," NBER Working Papers 13392, National Bureau of Economic Research, Inc.

Articles

  1. Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014. "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, vol. 111(3), pages 527-553.
  2. Roussanov, Nikolai, 2014. "Composition of wealth, conditioning information, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 111(2), pages 352-380.
  3. Nikolai Roussanov, 2010. "Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status," Journal of Finance, American Finance Association, vol. 65(5), pages 1755-1788, October.
  4. Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2009. "Conspicuous Consumption and Race," The Quarterly Journal of Economics, MIT Press, vol. 124(2), pages 425-467, May.
  5. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 0. "Common Risk Factors in Currency Markets," Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3731-3777.

Chapters

  1. Hansen, Lars Peter & Heaton, John & Lee, Junghoon & Roussanov, Nikolai, 2007. "Intertemporal Substitution and Risk Aversion," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 61 Elsevier.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-09-26
  2. NEP-DEM: Demographic Economics (1) 2012-03-21
  3. NEP-DGE: Dynamic General Equilibrium (2) 2013-06-09 2013-09-26. Author is listed
  4. NEP-IFN: International Finance (1) 2008-07-14
  5. NEP-INT: International Trade (2) 2013-06-09 2013-09-28. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2013-09-26
  7. NEP-MIG: Economics of Human Migration (1) 2007-09-16
  8. NEP-OPM: Open Economy Macroeconomics (2) 2013-06-09 2013-09-28. Author is listed
  9. NEP-PKE: Post Keynesian Economics (1) 2007-09-16
  10. NEP-RMG: Risk Management (1) 2008-07-14
  11. NEP-URE: Urban & Real Estate Economics (2) 2007-09-16 2013-09-26. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Recursive Impact Factor
  3. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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Co-authorship network on CollEc

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