Kremens, Lukas

Number of items: 7.
Article
  • Kremens, Lukas, Martin, Ian, Varela, Liliana (2025). Long-horizon exchange rate expectations. Journal of Finance, 80(6), 3695 - 3724. https://doi.org/10.1111/jofi.13504 picture_as_pdf
  • Cho, Thummim, Kremens, Lukas, Lee, Dongryeol, Polk, Christopher (2024). Scale or yield? A present-value identity. Review of Financial Studies, 37(3), 950 – 988. https://doi.org/10.1093/rfs/hhad068 picture_as_pdf
  • Kremens, Lukas, Martin, Ian (2019). The quanto theory of exchange rates. American Economic Review, 109(3), 810-843. https://doi.org/10.1257/aer.20180019
    • Dataset
  • Cho, Thummim, Polk, Christopher, Kremens, Lukas, Lee, Dongryeol (2023). Replication Code for "Scale or Yield? A Present-Value Identity". [Dataset]. Harvard Dataverse. https://doi.org/10.7910/dvn/ay6d6h
    • Thesis
  • Kremens, Lukas (2019). Essays on foreign exchange risk [Doctoral thesis]. London School of Economics and Political Science.
    • Working paper
  • Kremens, Lukas, Martin, Ian (2017). The quanto theory of exchange rates. (Systemic Risk Centre Discussion Papers 75). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Kremens, Lukas, Martin, Ian (2017). The quanto theory of exchange rates. (Financial Markets Group Discussion Papers 769). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf