Irina Zviadadze

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

SCHOLARLY PAPERS

4

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470

CITATIONS
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8

Scholarly Papers (4)

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 Swedish House of Finance
Downloads 362 (76,744)
Citation 5

Abstract:

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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
Swedish House of Finance
Downloads 90 (268,273)

Abstract:

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

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 Swedish House of Finance
Downloads 10 (572,092)

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4.

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 Swedish House of Finance
Downloads 8 (559,875)
Citation 3
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Abstract:

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Bayesian MCMC, carry trades, exchange rates, implied volatility, jumps