LSE creators
Number of items: 7.
Finance
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
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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
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Kremens, Lukas
(2019).
Essays on foreign exchange risk
[Doctoral thesis]. London School of Economics and Political Science.
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
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.
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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.
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