Crash risk in currency returns M Chernov, J Graveline, I Zviadadze Journal of Financial and Quantitative Analysis 53 (1), 137-170, 2018 | 126 | 2018 |
Term structure of consumption risk premia in the cross section of currency returns I Zviadadze The Journal of Finance 72 (4), 1529-1566, 2017 | 46 | 2017 |
Term structure of risk in expected returns I Zviadadze The Review of Financial Studies 34 (12), 6032-6086, 2021 | 16* | 2021 |
Sources of risk in currency returns M Chernov, J Graveline, I Zviadadze CEPR Discussion Paper No. DP8745, 2012 | 14 | 2012 |
Identifying Taylor rules in macro-finance models D Backus, M Chernov, SE Zin National Bureau of Economic Research, 2013 | 13 | 2013 |
What is Missing in Asset-Pricing Factor Models? M Dello Preite, R Uppal, P Zaffaroni, I Zviadadze Available at SSRN 4135146, 2023 | 11 | 2023 |
Correcting misspecified stochastic discount factors R Uppal, P Zaffaroni, I Zviadadze working paper, 2018 | 7 | 2018 |
What is Missing in Asset-Pricing Factor Models? MD Preite, R Uppal, P Zaffaroni, I Zviadadze Working paper, EDHEC, 2022 | 6 | 2022 |
Monetary Policy Risk: Rules versus Discretion DK Backus, M Chernov, SE Zin, I Zviadadze The Review of Financial Studies 35 (5), 2308-2344, 2022 | 1* | 2022 |
Cross-Sectional Asset Pricing with Unsystematic Risk M Dello-Preite, R Uppal, P Zaffaroni, I Zviadadze | | 2024 |
Discussion of: What is Missing in Asset-Pricing Factor Models? MD Preite, R Uppal, P Zaffaroni, I Zviadadze, K Daniel | | 2022 |
Identifying monetary policy in macro-finance models M Chernov, D Backus, S Zin, I Zviadadze | | 2018 |
Crash Risk in Currency Returns I Zviadadze, M Chernov, J Graveline Journal of Financial and Quantitative Analysis 53 (1), 137-170, 2018 | | 2018 |
Sources of risk in the foreign exchange market [electronic resource] I Zviadadze University of London: London Business School, 2013 | | 2013 |
Presidential Address: The Scientific Outlook in Financial Economics (pages 1399-1440) CR HARVEY, S FOERSTER, JT LINNAINMAA, BT MELZER, ... | | 2012 |