Associate Professor of Finance, Boston University
Andrea Vedolin
Research Associates
Associate Professor of Finance and Dean's Research Scholar at Questrom School of Business, Boston University
Publications
Exchange Rates and Monetary Policy Uncertainty
We document that a trading strategy that is short the U.S. dollar and long other currencies exhibits significantly larger excess returns on days with...
DP 54
International Correlation Risk
We document that cross-sectional FX correlation disparity is countercyclical, as exchange rate pairs with high average correlation become more...
DP 26
