Assistant Professor of Finance, Foster School of Business, University of Washington

Lukas Kremens

Research Associates

Assistant Professor of Finance, Foster School of Business, University of Washington

Publications

Discussion Papers

The Quanto Theory of Exchange Rates

We present a new, theoretically motivated, forecasting variable for exchange rates that is based on the prices of quanto index contracts, and show via...

November 2017

DP 75

Lukas Kremens

Ian Martin

Lukas Kremens

Publications

Discussion Papers

The Quanto Theory of Exchange Rates

News

Eva Micheler's new book is out now

A Roundtable on The Treasury’s Future Framework Review

A R (Bob) Nobay Obituary, by David Webb

Events

The Power Law: venture capital and the art of disruption

Seminars

The Carrot and the Stick: Bank Bailouts and the Disciplining ...

Systemic Risk and Monetary Policy

Publications

High-frequency Trading in the Stock Market and the Costs of ...

How global risk perceptions affect economic growth

The Development of Central Bank Digital Currency in China: A ...