Duke University / Princeton University / University of Mannheim / Clausen Center / University of Southern California / University of Chicago Booth Junior Faculty Symposium / University of Michigan / University of California at Berkeley / New York University / /
IndustryTerm
finance literature / separate online appendix / online appendix / /
MarketIndex
MSCI World Equity / /
MusicGroup
UT / /
Organization
Duke University / University of California / New York University / New York / American Finance Association / Department of Economics / International Monetary Fund / University of Southern California / UC Berkeley / Clausen Center / University of Michigan / Princeton University / Stern School of Business / Haas School of Business / University of Chicago Booth Junior Faculty Symposium / University of Mannheim / /
Person
Yang / Harald Hau / Toby Moskowitz / Andrea Frazzini / Michael Weber / Yoshio Nozawa / Ralph Koijen / Adrien Verdelhan / /
Position
rt / Corresponding author / /
ProvinceOrState
Southern California / California / New York / Michigan / /
Conditional Risk Premia in Currency Markets and Other Asset Classes Martin Lettau∗ Matteo Maggiori† and Michael Weber˚ This version: January 2013