Irina Zviadadze

Stockholm School of Economics

PO Box 6501

Stockholm, 11383

Sweden

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

Centre for Economic Policy Research (CEPR)

London

United Kingdom

SCHOLARLY PAPERS

5

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538

CITATIONS
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8

Scholarly Papers (5)

1.

Crash Risk in Currency Returns

Number of pages: 70 Posted: 16 Mar 2012 Last Revised: 03 Apr 2015
Mikhail Chernov, Jeremy J. Graveline and Irina Zviadadze
UCLA Anderson, University of Minnesota - Carlson School of Management and Stockholm School of Economics
Downloads 367 (77,999)
Citation 5

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currency speculation, crashes, jumps, entropy, Bayesian MCMC

2.

Term-Structure of Consumption Risk Premia in the Cross Section of Currency Returns

Swedish House of Finance Research Paper No. 14-15, Journal of Finance, Forthcoming
Number of pages: 69 Posted: 18 Sep 2014 Last Revised: 08 Jul 2016
Irina Zviadadze
Stockholm School of Economics
Downloads 93 (270,367)

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consumption risk, shock-elasticity, term-structure and cross-section of currency risk premium

Term Structure of Risk in Expected Returns

Swedish House of Finance Research Paper No. 19-1
Number of pages: 82 Posted: 04 Jan 2019 Last Revised: 15 Jan 2019
Irina Zviadadze
Stockholm School of Economics
Downloads 59 (354,567)

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incremental expected return, incremental expected dividend, permanent and transient shocks

Term Structure of Risk in Expected Returns

CEPR Discussion Paper No. DP13414
Number of pages: 85 Posted: 07 Jan 2019
Irina Zviadadze
Stockholm School of Economics
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incremental expected dividend, incremental expected return, permanent and transient shocks

Identifying Monetary Policy in Macro-Finance Models

NBER Working Paper No. w19360
Number of pages: 36 Posted: 24 Aug 2013
NYU Stern School of Business, UCLA Anderson, New York University (NYU) and Stockholm School of Economics
Downloads 11 (581,408)

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5.

Sources of Risk in Currency Returns

CEPR Discussion Paper No. DP8745
Number of pages: 53 Posted: 20 Jan 2012
Mikhail Chernov, Jeremy J. Graveline and Irina Zviadadze
UCLA Anderson, University of Minnesota - Carlson School of Management and Stockholm School of Economics
Downloads 8 (575,835)
Citation 3
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Bayesian MCMC, carry trades, exchange rates, implied volatility, jumps