Kyriakos Chousakos

Bank of America

SCHOLARLY PAPERS

3

DOWNLOADS

23

SSRN CITATIONS

5

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Macroprudential Role of Stock Markets

NBER Working Paper No. w27113
Number of pages: 45 Posted: 12 May 2020 Last Revised: 30 Jan 2023
Kyriakos Chousakos, Gary B. Gorton and Guillermo Ordoñez
Bank of America, Yale School of Management and University of Pennsylvania - Department of Economics
Downloads 19 (952,875)
Citation 1

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2.

Information Dynamics and Macro Fluctuations

NBER Working Paper No. w31514
Number of pages: 36 Posted: 31 Jul 2023
Kyriakos Chousakos, Gary B. Gorton and Guillermo Ordoñez
Bank of America, Yale School of Management and University of Pennsylvania - Department of Economics
Downloads 4 (1,092,321)
Citation 2
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3.

Harvesting Macroeconomic Risk Premia

Journal of Portfolio Management Multi-Asset Special Issue 2020, Vol. 46, No. 6, pp. 93-109.
Posted: 28 Sep 2020
Kyriakos Chousakos and Daniel Giamouridis
Bank of America and Bank of America - Bank of America Merrill Lynch

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Volatility measures, analysis of individual factors/risk premia, exchange-traded funds and applications