Mihail Velikov

Federal Reserve Bank of Richmond

Financial Economist

502 S. Sharp Street

Baltimore, MD 21201

United States

SCHOLARLY PAPERS

3

DOWNLOADS

557

CITATIONS

1

Scholarly Papers (3)

Show Me the Money: The Monetary Policy Risk Premium

Number of pages: 69 Posted: 27 Mar 2016 Last Revised: 23 Nov 2016
Ali K. Ozdagli and Mihail Velikov
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Richmond
Downloads 225 (111,407)

Abstract:

Monetary Policy, Asset Pricing, Risk Factors

Show Me the Money: The Monetary Policy Risk Premium

FRB of Boston Working Paper No. 16-27
Number of pages: 67 Posted: 16 Mar 2017
Ali K. Ozdagli and Mihail Velikov
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Bank of Richmond
Downloads 56 (313,997)

Abstract:

monetary policy, asset pricing, risk factors

2.

A Taxonomy of Anomalies and Their Trading Costs

NBER Working Paper No. w20721
Number of pages: 61 Posted: 08 Dec 2014
Robert Novy-Marx and Mihail Velikov
Simon Business School, University of Rochester and Federal Reserve Bank of Richmond
Downloads 26 (382,966)
Citation 1

Abstract:

3.

FOMC Announcements and Predictable Returns

Number of pages: 42 Posted: 16 Dec 2014 Last Revised: 07 Mar 2017
Mihail Velikov
Federal Reserve Bank of Richmond
Downloads 22 (103,516)

Abstract:

Asset Pricing, Macroeconomics, Anomalies, Monetary Policy, Predictability