Thomas Andreas Maurer

Personal Details

First Name:	Thomas
Middle Name:	Andreas
Last Name:	Maurer
Suffix:
RePEc Short-ID:	pma1457
	[This author has chosen not to make the email address public]

Affiliation

Olin School of Business
Washington University in St. Louis

St. Louis, Missouri (United States)
http://www.olin.wustl.edu/
RePEc:edi:oswusus (more details at EDIRC)

Citations

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Articles

1. Thomas A. Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2019. "Pricing Risks Across Currency Denominations," Management Science, INFORMS, vol. 65(11), pages 5308-5336, November.

   Cited by:

   1. Gurdip Bakshi & Xiaohui Gao & George Panayotov, 2021. "A Theory of Dissimilarity Between Stochastic Discount Factors," Management Science, INFORMS, vol. 67(7), pages 4602-4622, July.
   2. Maurer, Thomas & Tran, Ngoc-Khanh, 2021. "Entangled risks in incomplete FX markets," Journal of Financial Economics, Elsevier, vol. 142(1), pages 146-165.
   3. Korsaye, Sofonias Alemu & Trojani, Fabio & Vedolin, Andrea, 2023. "The global factor structure of exchange rates," Journal of Financial Economics, Elsevier, vol. 148(1), pages 21-46.
   4. Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
      • Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019. "Business Cycles and Currency Returns," CEPR Discussion Papers 14015, C.E.P.R. Discussion Papers.
      • Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020. "Business cycles and currency returns," Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
   5. Arash Aloosh & Geert Bekaert, 2019. "Currency Factors," NBER Working Papers 25449, National Bureau of Economic Research, Inc.
      • Bekaert, Geert & Aloosh, Arash, 2019. "Currency Factors," CEPR Discussion Papers 13464, C.E.P.R. Discussion Papers.
      • Arash Aloosh & Geert Bekaert, 2022. "Currency Factors," Management Science, INFORMS, vol. 68(6), pages 4042-4064, June.
   6. Geert Bekaert & George Panayotov, 2019. "Good Carry, Bad Carry," NBER Working Papers 25420, National Bureau of Economic Research, Inc.
      • Bekaert, Geert & Panayotov, George, 2020. "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(4), pages 1063-1094, June.
      • Bekaert, Geert & Panayotov, George, 2019. "Good Carry, Bad Carry," CEPR Discussion Papers 13463, C.E.P.R. Discussion Papers.
   7. Ronald C. Anderson & Mikael C. Bergbrant & Delroy M. Hunter & David M. Reeb, 2023. "Are founding families less willing to bear risk? Evidence from the currency exposure and internationalization strategy of family firms," Financial Management, Financial Management Association International, vol. 52(1), pages 41-66, March.
   8. Xiaoyi Li & Hui Yu & Caihong Sun, 2025. "Financial hedging incentive contracts in global supply chains: A distributionally robust approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 46(1), pages 698-712, January.
   9. Jun Wei, 2020. "Optimal Combination of Currency Assets and Algorithm Simulation under Exchange Rate Risk," Complexity, Hindawi, vol. 2020, pages 1-10, November.
   10. Bergbrant, Mikael C. & Francis, Bill B. & Hunter, Delroy M., 2024. "How does currency risk impact firms? New evidence from bank loan contracts," Journal of Corporate Finance, Elsevier, vol. 84(C).
   11. Zuzana Rowland & George Lazaroiu & Ivana Podhorská, 2020. "Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate," Risks, MDPI, vol. 9(1), pages 1-21, December.

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