How have central banks implemented negative policy rates? ML Bech, A Malkhozov BIS Quarterly Review March, 2016 | 362 | 2016 |
Mortgage risk and the yield curve A Malkhozov, P Mueller, A Vedolin, G Venter The Review of Financial Studies 29 (5), 1220-1253, 2016 | 80 | 2016 |
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 | 74 | 2016 |
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 | 38 | 2014 |
Expectations and Aggregate Risk L Bretscher, A Malkhozov, A Tamoni Journal of Monetary Economics, 2021 | 30* | 2021 |
Demand-and-supply imbalance risk and long-term swap spreads SG Hanson, A Malkhozov, G Venter Journal of Financial Economics 154, 103814, 2024 | 15 | 2024 |
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 | 5 | 2009 |
Asset prices in affine real business cycle models A Malkhozov, M Shamloo IMF Working Paper, 2010 | 2 | 2010 |
Asset prices in affine real business cycle models M Shamloo, A Malkhozov International Monetary Fund, 2010 | 2 | 2010 |
Market Integration and Global Crashes S Malamud, A Malkhozov CEPR Discussion Paper No. DP11468, 2016 | 1 | 2016 |
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 |
Essays in Asset Pricing A Malkhozov | | 2011 |
Portfolio Choice Problem with Stochastic Volatility and Minimum Performance Constraint A Malkhozov Available at SSRN 1838649, 2009 | | 2009 |