Irina Zviadadze : Citation Profile


Are you Irina Zviadadze?

HEC Paris (École des Hautes Études Commerciales)

4

H index

2

i10 index

98

Citations

RESEARCH PRODUCTION:

4

Articles

8

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 9
   Journals where Irina Zviadadze has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzv4
   Updated: 2024-12-03    RAS profile: 2023-11-07    
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Relations with other researchers


Works with:

Chernov, Mikhail (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Irina Zviadadze.

Is cited by:

Chernov, Mikhail (13)

Liu, Yang (7)

Song, Dongho (6)

Verdelhan, Adrien (4)

Mueller, Philippe (4)

Londono, Juan M. (4)

Bauer, Michael (3)

Suh, Sangwon (3)

Baruník, Jozef (3)

Boyarchenko, Nina (3)

Gavazzoni, Federico (2)

Cites to:

Chernov, Mikhail (14)

Hansen, Lars (9)

Zin, Stanley (9)

koijen, ralph (7)

van Binsbergen, Jules (7)

Campbell, John (6)

Hollifield, Burton (6)

Singleton, Kenneth (6)

Gallmeyer, Michael (6)

Cochrane, John (5)

Giglio, Stefano (5)

Main data


Where Irina Zviadadze has published?


Journals with more than one article published# docs
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Irina Zviadadze (2024 and 2023)


YearTitle of citing document
2023On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668.

Full description at Econpapers || Download paper

2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

Full description at Econpapers || Download paper

2024The out-of-sample performance of carry trades. (2024). Li, Yan ; Wang, Zigan ; Taylor, Mark P ; Hsu, Po-Hsuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

Full description at Econpapers || Download paper

2023Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China. (2023). Yan, Youliang ; Lin, Jianyi ; Chen, Qi-An. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001858.

Full description at Econpapers || Download paper

2023The Pricing Kernel in Options. (2023). Kim, Hyung Joo ; Jacobs, Kris ; Heston, Steven. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96652.

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2024Interaction 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

2023Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246..

Full description at Econpapers || Download paper

2023The Variance Risk Premium in Equilibrium Models*. (2023). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:1977-2014..

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Works by Irina Zviadadze:


YearTitleTypeCited
2017Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns In: Journal of Finance.
[Full Text][Citation analysis]
article27
2014Term-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: 27
paper
2018Term Structure of Risk in Expected Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper5
2021Term 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
2012Sources of Risk in Currency Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2013Identifying Taylor rules in macro-finance models In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2021Monetary Policy Risk: Rules vs. Discretion.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2018Crash Risk in Currency Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article52
2012Crash Risk in Currency Returns.(2012) In: 2012 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52
paper
2013Identifying Taylor Rules in Macro-Finance Models In: NBER Working Papers.
[Full Text][Citation analysis]
paper3
2022Monetary Policy Risk: Rules versus Discretion In: The Review of Financial Studies.
[Full Text][Citation analysis]
article0
2017Term Structure of Risk on Macrofinance Models In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team