Education
- BSc Cass Business School (2011)
- M.Sc. London School of Economics (2012)
- PhD London School of Economics (2019)
Expertise
Selected Publications
“Long-Horizon Exchange Rate Expectations”
Kremens, L., Martin, I., & Varela, L., (forthcoming). Journal of Finance.
“Scale or Yield? A Present-Value Identity”
Kremens, L., Cho, T., Lee, D., & Polk, C., (2024). Review of Financial Studies, Vol. 37(3), pp. 950–988.
“Currency Redenomination Risk”
Kremens, L., (2024). Journal of Financial and Quantitative Analysis, Vol. 59(6), pp. 2838–2868.
“The Quanto Theory of Exchange Rates”
Kremens, L., & Martin, I., (2019). American Economic Review, Vol. 109(3), pp. 810–843.
Honors and Awards
Best Job Market Paper, LTI Asset Pricing Conference 2018
SIX Best Paper award 2018, Swiss Society for Financial Market Research
Best Conference Paper, Annual Conference in International Finance 2017
Class Teacher Award 2016 and 2018, London School of Economics
Antoine Faure-Grimaud Prize for Outstanding Performance (2nd) 2012, MSc Finance, London School of Economics
Cass Undergraduate Scholarship 2008-2011
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Academic Department
Current Research
Currency redenomination risk