AYTEK MALKHOZOV

Assistant Professor of Finance
McGill University

Curriculum Vitae                                                 aytek.malkhozov@mcgill.ca

 

Publications:

Asset Prices in Affine Real Business Cycle Models
JEDC, 2014, 45, 180-193


Working papers:

News Shocks and Asset Prices
with Andrea Tamoni
 
Mortgage Risk and the Yield Curve
with Philippe Mueller, Andrea Vedolin, and Gyuri Venter
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