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Nikolai Roussanov

This is information that was supplied by Nikolai Roussanov in registering through RePEc. If you are Nikolai Roussanov , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Nikolai
Middle Name:
Last Name:Roussanov
Suffix:
RePEc Short-ID:pro355
[This author has chosen not to make the email address public]
http://finance.wharton.upenn.edu/~nroussan/
(in no particular order)
Philadelphia, Pennsylvania (United States)
http://finance.wharton.upenn.edu/

215.898.7622
215.898.6200
2300 Steinberg Hall - Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104-6367
RePEc:edi:fdupaus (more details at EDIRC)
Cambridge, Massachusetts (United States)
http://www.nber.org/

617-868-3900

1050 Massachusetts Avenue, Cambridge, Massachusetts 02138
RePEc:edi:nberrus (more details at EDIRC)
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  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. 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.
  7. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc.
  8. Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2007. "Conspicuous Consumption and Race," NBER Working Papers 13392, National Bureau of Economic Research, Inc.
  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 & Pavel Savor, 2014. "Marriage and Managers' Attitudes to Risk," Management Science, INFORMS, vol. 60(10), pages 2496-2508, October.
  4. 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.
  5. Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2009. "Conspicuous Consumption and Race," The Quarterly Journal of Economics, Oxford University Press, vol. 124(2), pages 425-467.
  6. 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.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (2) 2013-06-09 2013-09-26. Author is listed
  2. NEP-INT: International Trade (2) 2013-06-09 2013-09-28. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (2) 2013-06-09 2013-09-28. Author is listed
  4. NEP-URE: Urban & Real Estate Economics (2) 2007-09-16 2013-09-26. Author is listed
  5. NEP-BAN: Banking (1) 2013-09-26
  6. NEP-DEM: Demographic Economics (1) 2012-03-21
  7. NEP-IFN: International Finance (1) 2008-07-14
  8. NEP-MAC: Macroeconomics (1) 2013-09-26
  9. NEP-MIG: Economics of Human Migration (1) 2007-09-16
  10. NEP-PKE: Post Keynesian Economics (1) 2007-09-16
  11. NEP-RMG: Risk Management (1) 2008-07-14
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 Simple Impact Factors
  4. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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