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

More publications

Academic journals

The Quanto Theory of Exchange Rates

American Economic Review, 109(3), 810-43.

March 2019

Lukas Kremens

Ian Martin

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

Academic journals

The Quanto Theory of Exchange Rates

Discussion Papers

The Quanto Theory of Exchange Rates

News

"The Illusion of Control" listed on the FT's "Best books of ...

The New Statesman Interview with Jón Daníelsson

Charles Goodhart featured in the Wall Street Journal

Events

The Third International Annual Capital Markets Conference 20 ...

Call for Papers: 4th LSE Workshop on Political Economy of Tu ...

Seminars

Risk preferences implied by synthetic options

The Financial (In)Stability Real Interest Rate, R**

Unmasking mutual fund derivative use

Publications

The beginning of the end for cryptocurrencies

Cultural Stereotypes of Multinational Banks

The illusion of control