Igor Pozdeev

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

718

SSRN CITATIONS

4

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.

Monetary Policy and Currency Returns: The Foresight Saga

University of St. Gallen, School of Finance Research Paper No. 2017/08
Number of pages: 47 Posted: 09 Jun 2017 Last Revised: 27 Oct 2017
Dmitry Borisenko and Igor Pozdeev
Independent and affiliation not provided to SSRN
Downloads 399 (91,216)
Citation 1

Abstract:

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Monetary Policy, Policy Expectations, Predictability, Overnight Index Swap, Foreign Exchange

2.

State Space Geometry of Asset Pricing: An Introduction

Number of pages: 22 Posted: 26 Aug 2015 Last Revised: 09 Mar 2016
Igor Pozdeev
affiliation not provided to SSRN
Downloads 168 (217,084)

Abstract:

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asset pricing, state space geometry, projection

3.

Verbal Interventions and Exchange Rate Policies: The Case of Swiss Franc Cap

University of St. Gallen, School of Finance Research Paper No. 2016/14
Number of pages: 33 Posted: 05 Jul 2016 Last Revised: 23 Mar 2019
Nikola Mirkov, Igor Pozdeev and Paul Söderlind
Swiss National Bank, affiliation not provided to SSRN and University of St. Gallen
Downloads 151 (237,359)
Citation 11

Abstract:

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Swiss franc, options, FX liquidity, verbal interventions