AYTEK MALKHOZOV
Assistant Professor of Finance

 
McGill University

Faculty of Management

aytek.malkhozov@mcgill.ca

Curriculum Vitae

   

Publications

Asset Prices in Affine Real Business Cycle Models
accepted for publication at the JEDC

Working Papers


News Shocks and Asset Prices
with Andrea Tamoni
 
Mortgage Risk and the Yield Curve
with Philippe Mueller, Andrea Vedolin and Gyuri Venter
Paul Woolley Centre WP 37
online appendix

Variance Risk Premium Dynamics in Equity and Option Markets
with Laurent Barras

Funding Liquidity CAPM: International Evidence
with Philippe Mueller, Andrea Vedolin and Gyuri Venter

Asset Prices in Business Cycle Accounting
with
Andrea Tamoni and Lukas Schmid

Teaching

FINE 342     FINE 451/FINE 630     FINE 702