Details about Irina Zviadadze

Access statistics for papers by Irina Zviadadze.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pzv4

Working Papers

2021

1. Monetary Policy Risk: Rules vs. Discretion
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (3)

2018

2. Term Structure of Risk in Expected Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article Term Structure of Risk in Expected Returns, The Review of Financial Studies, Society for Financial Studies (2021) View citations (3) (2021)

2017

3. Term Structure of Risk on Macrofinance Models
   2017 Meeting Papers, Society for Economic Dynamics

2014

4. Term-structure of consumption risk premia in the cross-section of currency returns
   2014 Meeting Papers, Society for Economic Dynamics View citations (6)
   See also Journal Article Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns, Journal of Finance, American Finance Association (2017) View citations (27) (2017)

2013

5. Identifying Taylor Rules in Macro-Finance Models
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2012

6. Crash Risk in Currency Returns
   2012 Meeting Papers, Society for Economic Dynamics View citations (24)
   See also Journal Article Crash Risk in Currency Returns, Journal of Financial and Quantitative Analysis, Cambridge University Press (2018) View citations (39) (2018)
7. Sources of Risk in Currency Returns
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)

Journal Articles

2022

1. Monetary Policy Risk: Rules versus Discretion
   The Review of Financial Studies, 2022, 35, (5), 2308-2344

2021

2. Term Structure of Risk in Expected Returns
   (Stock returns and volatility: Pricing the short-run and long-run components of market risk)
   The Review of Financial Studies, 2021, 34, (12), 6032-6086 View citations (3)
   See also Working Paper Term Structure of Risk in Expected Returns, CEPR Discussion Papers (2018) View citations (2) (2018)

2018

3. Crash Risk in Currency Returns
   Journal of Financial and Quantitative Analysis, 2018, 53, (1), 137-170 View citations (39)
   See also Working Paper Crash Risk in Currency Returns, 2012 Meeting Papers (2012) View citations (24) (2012)

2017

4. Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns
   Journal of Finance, 2017, 72, (4), 1529-1566 View citations (27)
   See also Working Paper Term-structure of consumption risk premia in the cross-section of currency returns, 2014 Meeting Papers (2014) View citations (6) (2014)