Aytek Malkhozov
Reader, Queen Mary University of London
Email Curriculum Vitae Google Scholar
Publications
Demand-and-Supply 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, CNN
Asset Prices in Affine Real Business Cycle Models
JEDC, 2014
Working Papers
Distorted Beliefs and Asset Prices
with L. Bretscher, A. Tamoni, and H. Yang
News Shocks and the Natural Rate of Interest
with L. Bretscher and A. Tamoni
Funding Illiquidity, 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 Papers 11468