Aytek Malkhozov
Senior Economist,
Federal Reserve Board of Governors
Email: aytek.malkhozov.research@gmail.com

The views expressed here are my own and do not reflect those of the Federal Reserve Board of Governors.

Curriculum Vitae


Mortgage Risk and the Yield Curve with P. Mueller, A. Vedolin, and G. Venter
Review of Financial Studies, 2016, 29(5), 1220-1253

Does Variance Risk Have Two Prices? with L. Barras
Journal of Financial Economics, 2016, 212(1), 79-92
online appendix

How Have Central Banks Implemented Negative Policy Rates?
with M. Bech
BIS Quarterly Review, March 2016, 31-44
Press coverage: FT, FT, WSJ, WSJ, Bloomberg, CNNMoney

Asset Prices in Affine Real Business Cycle Models
Journal of Economic Dynamics and Control, 2014, 45, 180-193

International Illiquidity with P. Mueller, A. Vedolin, and G. Venter
FRB International Finance Discussion Papers 2017-1201
online appendix

Market Integration and Global Crashes with S. Malamud
CEPR Discussion Papers 11468

Can Cross-Border Funding Frictions Explain Financial Integration Reversals? with A. Akbari and F. Carrieri
FRB International Finance Discussion Papers 2017-1202

News Shocks and Asset Prices with A. Tamoni