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Irina Zviadadze
Irina Zviadadze
Associate Professor of Finance, HEC Paris
Verified email at hec.fr - Homepage
Title
Cited by
Cited by
Year
Crash risk in currency returns
M Chernov, J Graveline, I Zviadadze
Journal of Financial and Quantitative Analysis 53 (1), 137-170, 2018
1182018
Term structure of consumption risk premia in the cross section of currency returns
I Zviadadze
The Journal of Finance 72 (4), 1529-1566, 2017
442017
Sources of risk in currency returns
M Chernov, J Graveline, I Zviadadze
CEPR Discussion Paper No. DP8745, 2012
142012
Term structure of risk in expected returns
I Zviadadze
The Review of Financial Studies 34 (12), 6032-6086, 2021
13*2021
Identifying Taylor rules in macro-finance models
D Backus, M Chernov, SE Zin
National Bureau of Economic Research, 2013
132013
Correcting misspecified stochastic discount factors
R Uppal, P Zaffaroni, I Zviadadze
working paper, 2018
72018
What is Missing in Asset-Pricing Factor Models?
M Dello Preite, R Uppal, P Zaffaroni, I Zviadadze
Available at SSRN 4135146, 2023
62023
What is Missing in Asset-Pricing Factor Models?
MD Preite, R Uppal, P Zaffaroni, I Zviadadze
Working paper, EDHEC, 2022
52022
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
Discussion of: What is Missing in Asset-Pricing Factor Models?
MD Preite, R Uppal, P Zaffaroni, I Zviadadze, K Daniel
2022
Presidential Address: The Scientific Outlook in Financial Economics (pages 1399-1440)
CR HARVEY, S FOERSTER, JT LINNAINMAA, BT MELZER, ...
2012
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Articles 1–11