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

Curriculum Vitae

Research

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


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

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

 

 

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