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

Jon Danielsson interviewed in The European

The inauguration of the Charles Goodhart Library

Charles Goodhart giving evidence for the Economic Affairs Co ...

Events

New approaches to culture in financial services

Five years of European Banking Supervision and beyond

The Fourth Annual International Capital Markets Conference 2 ...

Seminars

The Origins of Commodity Price Fluctuations

Idiosyncratic Volatility and the ICAPM

Pricing Event Risk: Evidence from Concave Implied Volatility ...

Publications

The spread of COVID-19 in London: Network effects and optima ...

When artificial intelligence becomes a central banker

The market quality implications of speed in cross-platform t ...