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Gospodinov, Nikolay


 SSRN Author Rank: 39,455 by Downloads
 

Federal Reserve Bank of Atlanta


 Atlanta, GA 30309
 United States
 email address

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. Gospodinov, Nikolay's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
629
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
New Economic School
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
19 Sep 08
Last Revised:
12 Aug 09
145
(133,111)
3

2.   Incl. Electronic Paper
Assa, Hirbod
University of Liverpool
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
15 Apr 13
Last Revised:
04 Apr 15
70
(220,787)
 

3.  
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
69
(222,545)
4

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
(249,965)
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:
04 Jul 14
51
(258,972)
 

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
(270,862)
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
30
(316,649)
 

8.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Jamali, Ibrahim
American University of Beirut
Posted:
04 Apr 15
27
(327,791)
 

9.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Jamali, Ibrahim
American University of Beirut
Posted:
22 Mar 15
22
(348,605)
 

10.  
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
22
(348,605)
 

11.  
Anatolyev, Stanislav
New Economic School
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Posted:
16 Aug 09
22
(348,605)
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
(357,521)
 

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
(384,886)
3

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
(389,509)
 

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
(403,295)
 

16.  
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
(416,403)
 

17.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Lkhagvasuren, Damba
Concordia University, Quebec
Posted:
22 Mar 15
4
(429,342)
 

18.  
Gospodinov, Nikolay
Federal Reserve Bank of Atlanta
Ng, Serena
Columbia Business School - Economics Department
Posted:
22 Mar 15
2
(440,483)
 

19.  
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
 

20.  
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
 


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