@article {lustig2014countercyclical, title = {Countercyclical currency risk premia}, journal = {Journal of Financial Economics}, volume = {111}, year = {2014}, pages = {527{\textendash}553}, author = {Lustig, Hanno and Roussanov, Nikolai and Verdelhan, Adrien} } @booklet {ready2013commodity, title = {Commodity trade and the carry trade: A tale of two countries}, year = {2013}, author = {Ready, Robert and Roussanov, Nikolai and Ward, Colin} } @article {lustig2011common, title = {Common risk factors in currency markets}, journal = {Review of Financial Studies}, year = {2011}, pages = {hhr068}, author = {Lustig, Hanno and Roussanov, Nikolai and Verdelhan, Adrien} }