AYTEK MALKHOZOV
Associate Professor, McGill University

Email   Curriculum Vitae   Google Scholar

• Distorted Beliefs and Asset Prices
  with L. Bretscher, A. Tamoni, and H. Yang, JF, forthcoming

• Demand-and-Suppply Imbalance Risk and Long-Term Swap Spreads
  with S.G. Hanson and G. Venter, JFE, 2024 

• Can Cross-Border Funding Frictions Explain Financial Integration Reversals?
  with A. Akbari and F. Carrieri, RFS, 2022 

• Expectations and Aggregate Risk
  with L. Bretscher and A. Tamoni, JME, 2021

• Mortgage Risk and the Yield Curve
  with P. Mueller, A. Vedolin, and G. Venter, RFS, 2016

• Does Variance Risk Have Two Prices?
  with L. Barras, JFE, 2016; online appendix

• How Have Central Banks Implemented Negative Policy Rates?
  with M. Bech, BIS QR, 2016; FT, FT, WSJ, WSJ, BBG

• Asset Prices in Affine Real Business Cycle Models
  JEDC, 2014

• Subjective Expectations and Objective Forecasts 

• News Shocks and the Natural Rate of Interest
  with L. Bretscher and A. Tamoni

• Funding Liquidity, Funding Risk, and Global Stock Returns
  with P. Mueller, A. Vedolin, and G. Venter; online appendix

• Market Integration and Global Crashes
  with S. Malamud, CEPR Discussion Paper 11468