Feedback to SSRN

 
  • Selected
  • Entire List

Nikolay Gospodinov

SSRN Author Rank: 29,624 by Downloads and 19,195 by Citations

 

Federal Reserve Bank of Atlanta


 Atlanta, GA 30309
 United States
 HOME PAGE: https://www.frbatlanta.org/research/economists/gospodinov-nikolay.aspx?panel=1
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Nikolay Gospodinov's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,059
Total
Citations
16
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Modeling Financial Return Dynamics via Decomposition | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business and Economic Statistics, Forthcoming
Number of Pages in PDF File: 35
Anatolyev, Stanislav
CERGE-EI
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
19 Sep 08
Last Revised:
12 Aug 09
146
(136,430)
3

2.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Robotti, Cesare
Imperial College Business School
Kan, Raymond
University of Toronto - Rotman School of Management
Posted:
13 Jan 10
Last Revised:
05 Jul 14
78
(231,154)
4

3.   Incl. Electronic Paper
Assa, Hirbod
University of Liverpool
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
15 Apr 13
Last Revised:
04 Apr 15
77
(232,883)
 

4.  
Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of Atlanta Working Paper No. 2011-08
Number of Pages in PDF File: 48
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
02 Apr 11
Last Revised:
04 Jul 14
55
(257,956)
1

5.  
Robust Inference in Linear Asset Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman School of Management Working Paper No. 2179620
Number of Pages in PDF File: 90
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
23 Nov 12
Last Revised:
07 Jun 16
52
(275,690)
 

6.  
Further Results on the Limiting Distribution of GMM Sample Moment Conditions | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business and Economic Statistics, Forthcoming
Number of Pages in PDF File: 31
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
15 Jul 10
Last Revised:
05 Jul 14
46
(295,654)
2

7.  
Spurious Inference in Unidentified Asset-Pricing Models | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper No. 2014-12, Rotman School of Management Working Paper No. 2580391
Number of Pages in PDF File: 62
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
04 Apr 15
31
(283,022)
 

8.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Jamali, Ibrahim
American University of Beirut
Posted:
04 Apr 15
28
(321,246)
 

9.  
Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper No. 2013-9, Rotman School of Management Working Paper No. 2579821
Number of Pages in PDF File: 87
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
22 Mar 15
23
(333,849)
 

10.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Jamali, Ibrahim
American University of Beirut
Posted:
22 Mar 15
23
(343,943)
 

11.  
Anatolyev, Stanislav
CERGE-EI
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
16 Aug 09
22
(381,144)
3

12.  
A 'Long March' Perspective on Tobacco Use in Canada | Show Abstract | Add to Cart |
Canadian Journal of Economics, Vol. 38, No. 2, pp. 366-393, May 2005
Number of Pages in PDF File: 28
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Irvine, Ian
Concordia University, Quebec - Department of Economics
Posted:
01 Apr 05
20
(395,397)
 

13.  
Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 7, No. 2, pp. 505-527, December 2004
Number of Pages in PDF File: 23
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
28 Dec 04
14
(424,711)
4

14.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Komunjer, Ivana
University of California, San Diego (UCSD) - Department of Economics
Ng, Serena
Columbia Business School - Economics Department
Posted:
04 Apr 15
Last Revised:
25 Aug 15
13
(395,397)
 

15.  
Assa, Hirbod
University of Liverpool
Dabbous, Amal
Concordia University, Quebec - Department of Economics
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
22 Mar 15
10
(409,878)
 

16.  
Assa, Hirbod
University of Liverpool
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
14 Sep 15
Last Revised:
15 Sep 15
8
(260,126)
 

17.  
Analytical Solution for the Constrained Hansen-Jagannathan Distance Under Multivariate Ellipticity | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper No. 2012-18, Rotman School of Management Working Paper No. 2479458
Number of Pages in PDF File: 34
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
22 Mar 15
7
(444,531)
 

18.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Lkhagvasuren, Damba
Concordia University, Quebec
Posted:
22 Mar 15
4
(468,138)
 

19.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Ng, Serena
Columbia Business School - Economics Department
Posted:
22 Mar 15
2
(472,942)
 

20.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
15 Feb 16
0
(196,096)
 

21.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Wei, Bin
Federal Reserve Bank of Atlanta
Posted:
10 Feb 16
0
(330,537)
 

22.  
Anatolyev, Stanislav
CERGE-EI
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Jamali, Ibrahim
American University of Beirut
Liu, Xiaochun
University of Central Arkansas
Posted:
20 Nov 15
0
(251,714)
 

23.  
Anatolyev, Stanislav
CERGE-EI
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
20 Nov 15
0
(363,169)
 

24.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Kan, Raymond
University of Toronto - Rotman School of Management
Robotti, Cesare
Imperial College Business School
Posted:
02 Nov 15
0
(449,391)
 

25.  
A New Look at the Forward Premium Puzzle | Show Abstract |
Journal of Financial Econometrics, Vol. 7, Issue 3, pp. 312-338, 2009
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
30 Jun 09
 

26.  
Testing For Threshold Nonlinearity in Short-Term Interest Rates | Show Abstract |
Journal of Financial Econometrics, Vol. 3, No. 3, pp. 344-371, 2005
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
29 Feb 08
 


Records 1 - 26 of 26 matches
[ 1 ]

© 2016 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollobot1 in 0.438 seconds