Irina Zviadadze

Assistant Professor of Finance
Research Affiliate, CEPR

Curriculum Vitae [CV]                    Google Scholar Citations                         BI-SHoF Conference                                                      
Research Interests: Macro-Based Asset Pricing, Bayesian Econometrics

Working Papers
"Identifying Monetary Policy in Macro-Finance Models" (with D. Backus, M. Chernov, and S. Zin), December 2018

"Beyond the bound: Pricing Assets with Misspecified Stochastic Discount Factors" (with R. Uppal and P. Zaffaroni), first draft November 2018 [available upon request]

"Crash Risk in Currency Returns" (with M. Chernov and J. Graveline), Journal of Financial and Quantitative Analysis, 2018
Work in progress
"Term structure of volatility and disaster risk implied by asset prices"

Last modified: December, 2018