Igor Pozdeev

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

795

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 450 (88,830)
Citation 1

Abstract:

Loading...

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 176 (231,586)

Abstract:

Loading...

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
ITAM, affiliation not provided to SSRN and University of St. Gallen
Downloads 169 (239,687)
Citation 11

Abstract:

Loading...

Swiss franc, options, FX liquidity, verbal interventions