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Aytek Malkhozov
Aytek Malkhozov
Verified email at qmul.ac.uk - Homepage
Title
Cited by
Cited by
Year
How have central banks implemented negative policy rates?
ML Bech, A Malkhozov
BIS Quarterly Review March, 2016
3592016
Mortgage risk and the yield curve
A Malkhozov, P Mueller, A Vedolin, G Venter
The Review of Financial Studies 29 (5), 1220-1253, 2016
802016
Does variance risk have two prices? Evidence from the equity and option markets
L Barras, A Malkhozov
Journal of Financial Economics 121 (1), 79-92, 2016
752016
Funding illiquidity, funding risk, and global stock returns
A Malkhozov, P Mueller, A Vedolin, G Venter
Funding Risk, and Global Stock Returns (November 13, 2018), 2018
47*2018
Asset prices in affine real business cycle models
A Malkhozov
Journal of Economic Dynamics and Control 45, 180-193, 2014
422014
Expectations and Aggregate Risk
L Bretscher, A Malkhozov, A Tamoni
Journal of Monetary Economics, 2021
31*2021
Demand-and-supply imbalance risk and long-term swap spreads
SG Hanson, A Malkhozov, G Venter
Journal of Financial Economics 154, 103814, 2024
132024
Can cross-border funding frictions explain financial integration reversals?
A Akbari, F Carrieri, A Malkhozov
The Review of Financial Studies 35 (1), 394-437, 2022
13*2022
Stochastic volatility and long-run risk in endowment and production economies
A Malkhozov
Working Paper, McGill University, 2009
52009
Market Integration and Global Crashes
S Malamud, A Malkhozov
CEPR Discussion Paper No. DP11468, 2016
12016
Financially Constrained Strategic Arbitrage
A Malkhozov, G Venter
2020
Cyclicality and the Severity of the US Supervisory Stress Test: 2014 to 2018
J Berrospide, A Cohen, R Elul, D Hou, A Malkhozov, M Rodriguez, ...
2019
Asset Prices in Business Cycle Models Driven by News and Volatility Shocks
A Malkhozov, M Shamloo
2011
Supply-side Frictions and Variance Risk Premium in Options Market
A Malkhozov
2011
Portfolio Choice Problem with Stochastic Volatility and Minimum Performance Constraint
A Malkhozov
Available at SSRN 1838649, 2009
2009
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Articles 1–15