Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Malkhozov, Aytek"'
Publikováno v:
In Journal of Financial Economics April 2024 154
Publikováno v:
In Journal of Monetary Economics October 2021 123:91-108
Publikováno v:
Review of Financial Studies; Jan2022, Vol. 35 Issue 1, p394-437, 44p
Autor:
Barras, Laurent, Malkhozov, Aytek
Publikováno v:
In Journal of Financial Economics July 2016 121(1):79-92
Publikováno v:
Review of Financial Studies. May2016, Vol. 29 Issue 5, p1220-1253. 34p.
Autor:
Malkhozov, Aytek
Publikováno v:
In Journal of Economic Dynamics and Control August 2014 45:180-193
We develop a model in which long-term swap spreads are determined by end users' demand for swaps, constrained dealers' supply of swaps, and the risk of future imbalances between demand and supply. Exploiting the sign restrictions implied by our model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______206::f4817eee75118f1068f67b71801d402b
http://eprints.lse.ac.uk/118868/
http://eprints.lse.ac.uk/118868/
Publikováno v:
Working Papers -- U.S. Federal Reserve Board's International Finance Discussion Papers. Mar2017, Issue 1200-1203, preceding p1-51. 58p.
Autor:
Malkhozov, Aytek, Tamoni, Andrea
We study the importance of anticipated shocks (news) for understanding the comovement between macroeconomic quantities and asset prices. We find that four-quarter anticipated investment shocks are an important source of fluctuations for macroeconomic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______206::cd4650c13fd3200c541741618abce159
http://eprints.lse.ac.uk/62004/
http://eprints.lse.ac.uk/62004/