Pavel Teterin

University of Toledo - College of Business and Innovation

Assistant Professor of Finance

2801 W. Bancroft St.

Mail Stop 103

Toledo, OH 43606

United States

SCHOLARLY PAPERS

4

DOWNLOADS

117

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Smooth Volatility Shifts and Spillovers in U.S. Crude Oil and Corn Futures Markets

Journal of Empirical Finance, Vol. 38, Part A, September 2016, Pages 22-36, ISSN 0927-5398, DOI 10.1016/j.jempfin.2016.05.005.
Number of pages: 33 Posted: 12 Dec 2016
Pavel Teterin, Robert Brooks and Walter Enders
University of Toledo - College of Business and Innovation, University of Alabama - Department of Economics, Finance and Legal Studies and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 100 (333,410)
Citation 1

Abstract:

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corn futures, crude oil futures, multivariate GARCH, volatility breaks, Fourier flexible form, variance impulse response function

2.

Striking Up With the In Crowd: When Option Markets and Insiders Agree

Journal of Banking and Finance, Vol. 120, No. 105963, 2020
Number of pages: 63 Posted: 20 Sep 2021 Last Revised: 07 Oct 2021
Collin Gilstrap, Alex Petkevich and Pavel Teterin
The University of Toledo, The University of Toledo - Department of Finance and University of Toledo - College of Business and Innovation
Downloads 9 (732,812)

Abstract:

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Insiders, Volatility Spread, Predictability

3.

REIT Debt Pricing and Ownership Structure

The Journal of Real Estate Finance and Economics (2021): 1-44.
Number of pages: 60 Posted: 20 Sep 2021
The University of Toledo, The University of Toledo - Department of Finance, University of Toledo and University of Toledo - College of Business and Innovation
Downloads 7 (748,685)

Abstract:

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REITs, Cost of Debt, Institutional Ownership, Monitoring

4.

Distracted Banks and Public Debt Pricing

Number of pages: 45
Alex Petkevich and Pavel Teterin
The University of Toledo - Department of Finance and University of Toledo - College of Business and Innovation
Downloads 1

Abstract:

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Agency Problems, Conflicts of Interest, Limited Attention, Bank Monitoring, Bond Yields