4
H index
2
i10 index
101
Citations
HEC Paris (École des Hautes Études Commerciales) | 4 H index 2 i10 index 101 Citations RESEARCH PRODUCTION: 4 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Irina Zviadadze. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| The Review of Financial Studies | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805. Full description at Econpapers || Download paper |
| 2024 | Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977. Full description at Econpapers || Download paper |
| 2024 | The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299. Full description at Econpapers || Download paper |
| 2024 | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options. (2024). Tsuruta, Masaru. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:85-:d:1341039. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 29 |
| 2014 | Term-structure of consumption risk premia in the cross-section of currency returns.(2014) In: 2014 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2018 | Term Structure of Risk in Expected Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Term Structure of Risk in Expected Returns.(2021) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2012 | Sources of Risk in Currency Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Identifying Taylor rules in macro-finance models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Monetary Policy Risk: Rules vs. Discretion.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Crash Risk in Currency Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 54 |
| 2012 | Crash Risk in Currency Returns.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2013 | Identifying Taylor Rules in Macro-Finance Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | Monetary Policy Risk: Rules versus Discretion In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 0 |
| 2017 | Term Structure of Risk on Macrofinance Models In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team