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

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