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

Charles Goodhart featured in the Wall Street Journal

Eva Micheler's new book is out now

A Roundtable on The Treasury’s Future Framework Review

Events

Financializing the non-financial firm

An Institutional Theory of the Firm

The Power Law: venture capital and the art of disruption

Seminars

Speculator Spreading Pressure and the Commodity Futures Risk ...

Hedge Funds and Financial Intermediaries

Optimal forest preservation over time and space in the Brazi ...

Publications

Bitcoin isn’t much of a macro hedge

Covid-19 and trust among the young

Artificial intelligence and systemic risk