Irina Zviadadze

Associate Professor of Finance

Research Affiliate, CEPR

HEC Paris

1 Rue de Liberation, 78351 Jouy-en-Josas, France

Curriculum Vitae [CV] Google Scholar Citations

Working Papers

"Term Structure of Risk in Expected Returns", December 2018

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

"Correcting Misspecified Stochastic Discount Factors" (with R. Uppal and P. Zaffaroni), first draft November 2018 [available upon request]


''Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns'', Journal of Finance, 2017

"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"