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Nikolai Roussanov

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/
Terminal Degree: (from RePEc Genealogy)

Affiliation

(50%) Finance Department
Wharton School of Business
University of Pennsylvania

Philadelphia, Pennsylvania (United States)
http://finance.wharton.upenn.edu/
RePEc:edi:fdupaus (more details at EDIRC)

(50%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Xiang Fang & Yang Liu & Nikolai Roussanov, 2022. "Getting to the Core: Inflation Risks Within and Across Asset Classes," NBER Working Papers 30169, National Bureau of Economic Research, Inc.
  2. Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel, 2020. "Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours," NBER Working Papers 27744, National Bureau of Economic Research, Inc.
  3. Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel, 2018. "Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation," NBER Working Papers 24373, National Bureau of Economic Research, Inc.
  4. Nikolai Roussanov & Hongxun Ruan & Yanhao Wei, 2018. "Marketing Mutual Funds," NBER Working Papers 25056, National Bureau of Economic Research, Inc.
  5. Erik Gilje & Robert Ready & Nikolai Roussanov, 2016. "Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution," NBER Working Papers 22914, National Bureau of Economic Research, Inc.
  6. Nikolai Roussanov & Pavel G. Savor, 2012. "Status, Marriage, and Managers' Attitudes To Risk," NBER Working Papers 17904, National Bureau of Economic Research, Inc.
  7. Nikolai Roussanov & Robert Ready, 2012. "Commodity Trade and the Carry Trade: a Tale of Two Countries," 2012 Meeting Papers 817, Society for Economic Dynamics.
  8. Nikolai Roussanov & Michael Michaux & Hui Chen, 2011. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," 2011 Meeting Papers 1369, Society for Economic Dynamics.
  9. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2010. "Countercyclical Currency Risk Premia," NBER Working Papers 16427, National Bureau of Economic Research, Inc.
  10. 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.
  11. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2008. "Common Risk Factors in Currency Markets," NBER Working Papers 14082, National Bureau of Economic Research, Inc.
  12. 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.
  13. Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov, 2007. "Conspicuous Consumption and Race," NBER Working Papers 13392, National Bureau of Economic Research, Inc.

Articles

  1. Kopytov, Alexandr & Roussanov, Nikolai & Taschereau-Dumouchel, Mathieu, 2018. "Short-run pain, long-run gain? Recessions and technological transformation," Journal of Monetary Economics, Elsevier, vol. 97(C), pages 29-44.
  2. Robert Ready & Nikolai Roussanov & Colin Ward, 2017. "Commodity Trade and the Carry Trade: A Tale of Two Countries," Journal of Finance, American Finance Association, vol. 72(6), pages 2629-2684, December.
  3. Ready, Robert & Roussanov, Nikolai & Ward, Colin, 2017. "After the tide: Commodity currencies and global trade," Journal of Monetary Economics, Elsevier, vol. 85(C), pages 69-86.
  4. 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.
  5. Nikolai Roussanov & Pavel Savor, 2014. "Marriage and Managers' Attitudes to Risk," Management Science, INFORMS, vol. 60(10), pages 2496-2508, October.
  6. Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014. "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, vol. 111(3), pages 527-553.
  7. Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan, 2011. "Common Risk Factors in Currency Markets," Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3731-3777.
  8. 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.
  9. 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.

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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  9. Number of Journal Pages, Weighted by Simple Impact Factor
  10. Number of Journal Pages, Weighted by Recursive Impact Factor
  11. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  12. Euclidian citation score
  13. Breadth of citations across fields

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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 (4) 2013-06-09 2013-09-26 2018-04-02 2022-07-25
  2. NEP-FMK: Financial Markets (2) 2018-10-15 2022-07-25
  3. NEP-IFN: International Finance (2) 2008-07-14 2022-07-25
  4. NEP-INT: International Trade (2) 2013-06-09 2013-09-28
  5. NEP-OPM: Open Economy Macroeconomics (2) 2013-06-09 2013-09-28
  6. NEP-URE: Urban & Real Estate Economics (2) 2007-09-16 2013-09-26
  7. NEP-BAN: Banking (1) 2013-09-26
  8. NEP-COM: Industrial Competition (1) 2018-10-15
  9. NEP-DEM: Demographic Economics (1) 2012-03-21
  10. NEP-ENE: Energy Economics (1) 2017-01-01
  11. NEP-INO: Innovation (1) 2018-04-02
  12. NEP-LAB: Labour Economics (1) 2018-04-02
  13. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2020-09-21
  14. NEP-MIG: Economics of Human Migration (1) 2007-09-16
  15. NEP-MON: Monetary Economics (1) 2022-07-25
  16. NEP-PKE: Post Keynesian Economics (1) 2007-09-16
  17. NEP-RMG: Risk Management (1) 2008-07-14

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