Aytek Malkhozov
Curriculum Vitae


Asset Prices in Affine Real Business Cycle Models
Journal of Economic Dynamics and Control, 2014, 45, 180-193

Mortgage Risk and the Yield Curve with P. Mueller, A. Vedolin, and G. Venter
Review of Financial Studies, 2016, 29(5), 1220-1253

Does Variance Risk Have Two Prices? with L. Barras
Journal of Financial Economics, forthcoming
online appendix

How Have Central Banks Implemented Negative Policy Rates?
with M. Bech
BIS Quarterly Review, March 2016
Press coverage: FT, FT, WSJ, WSJ, Bloomberg, CNNMoney

Working Papers

International Illiquidity with P. Mueller, A. Vedolin, and G. Venter
online appendix

News Shocks and Asset Prices with A. Tamoni