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Publications of Lukas Kremens

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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

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Systemic risk and digital assets

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