Does variance risk have two prices? Evidence from the equity and option markets von Barras, Laurent, Malkhozov, Aytek

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Asset prices in affine real business cycle models von Malkhozov, Aytek

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Asset Prices in Affine Real Business Cycle Models von Shamloo, Maral, Malkhozov, Aytek

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Can Cross-Border Funding Frictions Explain Financial Integration Reversals? von Akbari, Amir, Carrieri, Francesca, Malkhozov, Aytek

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Demand-and-supply imbalance risk and long-term swap spreads von Hanson, Samuel G., Malkhozov, Aytek, Venter, Gyuri

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Expectations and aggregate risk von Bretscher, Lorenzo, Malkhozov, Aytek, Tamoni, Andrea

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Mortgage Risk and the Yield Curve von Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri

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News shocks and asset prices von Malkhozov, Aytek, Tamoni, Andrea

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International Illiquidity von Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea

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Reversals in Global Market Integration and Funding Liquidity von Akbari, Amir, Carrieri, Francesca, Malkhozov, Aytek

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Asset Prices in Affine Real Business Cycle Models von Malkhozov, Aytek, Shamloo, Maral

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Mortgage risk and the yield curve von Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea, Venter, Gyuri

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II. Setup von Shamloo, Maral, Malkhozov, Aytek

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III. Example 1: RBC with Recursive Preferences von Shamloo, Maral, Malkhozov, Aytek

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I. Introduction von Shamloo, Maral, Malkhozov, Aytek

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V. Conclusion von Shamloo, Maral, Malkhozov, Aytek

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IV. Example 2: Stochastic Volatility in a Simple Growth Model von Shamloo, Maral, Malkhozov, Aytek

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Footnotes von Shamloo, Maral, Malkhozov, Aytek

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