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

When Variance Risk Has Two Prices: Evidence from the Equity and Option Markets
with Laurent Barras, online appendix

International Illiquidity

with Philippe Mueller, Andrea Vedolin, and Gyuri Venter

Asset Prices in Business Cycle Accounting

with
Andrea Tamoni and Lukas Schmid