4
H index
2
i10 index
98
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzv4 |
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 |
---|---|
2023 | On 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 |
2023 | Asset 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 |
2024 | The 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 |
2023 | Asset 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 |
2023 | The Pricing Kernel in Options. (2023). Kim, Hyung Joo ; Jacobs, Kris ; Heston, Steven. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96652. 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 |
2023 | Market 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 |
2023 | The 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.. 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 | 27 |
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: 27 | 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 | 7 |
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 | 52 |
2012 | Crash Risk in Currency Returns.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | 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 November, 3 2024. Contact: CitEc Team