Nikolai Roussanov
Names
| first: |
Nikolai |
| last: |
Roussanov |
Identifer
Contact
Affiliations
-
National Bureau of Economic Research (NBER) (weight: 50%)
-
University of Pennsylvania
/ Wharton School of Business
/ Finance Department (weight: 50%)
Research profile
author of:
- Semiparametric Conditional Factor Models: Estimation and Inference (RePEc:arx:papers:2112.07121)
by Qihui Chen & Nikolai Roussanov & Xiaoliang Wang - Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status (RePEc:bla:jfinan:v:65:y:2010:i:5:p:1755-1788)
by Nikolai Roussanov - Commodity Trade and the Carry Trade: A Tale of Two Countries (RePEc:bla:jfinan:v:72:y:2017:i:6:p:2629-2684)
by Robert Ready & Nikolai Roussanov & Colin Ward - Houses as ATMs: Mortgage Refinancing and Macroeconomic Uncertainty (RePEc:bla:jfinan:v:75:y:2020:i:1:p:323-375)
by Hui Chen & Michael Michaux & Nikolai Roussanov - Intertemporal Substitution and Risk Aversion (RePEc:eee:ecochp:6a-61)
by Hansen, Lars Peter & Heaton, John & Lee, Junghoon & Roussanov, Nikolai - Composition of wealth, conditioning information, and the cross-section of stock returns (RePEc:eee:jfinec:v:111:y:2014:i:2:p:352-380)
by Roussanov, Nikolai - Countercyclical currency risk premia (RePEc:eee:jfinec:v:111:y:2014:i:3:p:527-553)
by Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien - After the tide: Commodity currencies and global trade (RePEc:eee:moneco:v:85:y:2017:i:c:p:69-86)
by Ready, Robert & Roussanov, Nikolai & Ward, Colin - Short-run pain, long-run gain? Recessions and technological transformation (RePEc:eee:moneco:v:97:y:2018:i:c:p:29-44)
by Kopytov, Alexandr & Roussanov, Nikolai & Taschereau-Dumouchel, Mathieu - Marriage and Managers' Attitudes to Risk (RePEc:inm:ormnsc:v:60:y:2014:i:10:p:2496-2508)
by Nikolai Roussanov & Pavel Savor - Conspicuous Consumption and Race (RePEc:nbr:nberwo:13392)
by Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov - Common Risk Factors in Currency Markets (RePEc:nbr:nberwo:14082)
by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan - Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns (RePEc:nbr:nberwo:16073)
by Nikolai Roussanov - Countercyclical Currency Risk Premia (RePEc:nbr:nberwo:16427)
by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan - Status, Marriage, and Managers' Attitudes To Risk (RePEc:nbr:nberwo:17904)
by Nikolai Roussanov & Pavel G. Savor - Commodity Trade and the Carry Trade: a Tale of Two Countries (RePEc:nbr:nberwo:19371)
by Robert Ready & Nikolai Roussanov & Colin Ward - Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty (RePEc:nbr:nberwo:19421)
by Hui Chen & Michael Michaux & Nikolai Roussanov - Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution (RePEc:nbr:nberwo:22914)
by Erik Gilje & Robert Ready & Nikolai Roussanov - Short-Run Pain, Long-Run Gain? Recessions and Technological Transformation (RePEc:nbr:nberwo:24373)
by Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel - Marketing Mutual Funds (RePEc:nbr:nberwo:25056)
by Nikolai Roussanov & Hongxun Ruan & Yanhao Wei - Cheap Thrills: the Price of Leisure and the Global Decline in Work Hours (RePEc:nbr:nberwo:27744)
by Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel - Getting to the Core: Inflation Risks Within and Across Asset Classes (RePEc:nbr:nberwo:30169)
by Xiang Fang & Yang Liu & Nikolai Roussanov - Managing Mental Accounts: Payment Cards and Consumption Expenditures (RePEc:nbr:nberwo:31613)
by Michael Gelman & Nikolai Roussanov - Semiparametric Conditional Factor Models: Estimation and Inference (RePEc:nbr:nberwo:31817)
by Qihui Chen & Nikolai Roussanov & Xiaoliang Wang - Conspicuous Consumption and Race (RePEc:oup:qjecon:v:124:y:2009:i:2:p:425-467.)
by Kerwin Kofi Charles & Erik Hurst & Nikolai Roussanov - Common Risk Factors in Currency Markets (RePEc:oup:rfinst:v:24:y::i:11:p:3731-3777)
by Hanno Lustig & Nikolai Roussanov & Adrien Verdelhan - Marketing Mutual Funds (RePEc:oup:rfinst:v:34:y:2021:i:6:p:3045-3094.)
by Nikolai Roussanov & Hongxun Ruan & Yanhao Wei & Stijn Van Nieuwerburgh - Common Risk Factors in Currency Markets (RePEc:red:sed008:711)
by Nick Roussanov & Adrien Verdelhan & Hanno Lustig - Diversification and its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status (RePEc:red:sed008:924)
by Wharton School & Nikolai Roussanov - Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty (RePEc:red:sed011:1369)
by Nikolai Roussanov & Michael Michaux & Hui Chen - Commodity Trade and the Carry Trade: a Tale of Two Countries (RePEc:red:sed012:817)
by Nikolai Roussanov & Robert Ready - Cheap Thrills: The Price of Leisure and the Global Decline in Work Hours (RePEc:ucp:jpemac:doi:10.1086/723717)
by Alexandr Kopytov & Nikolai Roussanov & Mathieu Taschereau-Dumouchel