@article{econhot_econhot-cited-5a08dc40522aa0d2, title = {Common Risk Factors in Currency Markets}, author = {Hanno N. Lustig and Nikolai L. Roussanov and Adrien Verdelhan}, journal = {Review of Financial Studies}, year = {2011}, volume = {24}, number = {11}, pages = {3731-3777}, doi = {10.1093/rfs/hhr068}, url = {https://doi.org/10.1093/rfs/hhr068} }