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Details about Oleksandr Zhylyevskyy

E-mail:
Homepage:http://www2.econ.iastate.edu/faculty/zhylyevskyy/
Workplace:Department of Economics, Iowa State University, (more information at EDIRC)

Access statistics for papers by Oleksandr Zhylyevskyy.

Last updated 2017-09-29. Update your information in the RePEc Author Service.

Short-id: pzh650


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Working Papers

2019

  1. Investigating Treatment Effects of Participating Jointly in SNAP and WIC when the Treatment is Validated Only for SNAP
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2016

  1. “Honey, the Bank Might Go Bust”: The Response of Finance Professionals to a Banking System Shock
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads

2015

  1. The Impact of Deposit Insurance on Depositor Behavior During a Crisis: A Conjoint Analysis Approach
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads View citations (30)
    See also Journal Article The impact of deposit insurance on depositor behavior during a crisis: A conjoint analysis approach, Journal of Financial Intermediation, Elsevier (2015) Downloads View citations (30) (2015)

2014

  1. Time in Eating and Food Preparation among Single Adults
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University Downloads View citations (4)
    Also in Staff General Research Papers Archive, Iowa State University, Department of Economics (2014) View citations (3)
    Staff General Research Papers Archive, Iowa State University, Department of Economics (2014) View citations (3)

    See also Journal Article Time in eating and food preparation among single adults, Review of Economics of the Household, Springer (2017) Downloads View citations (5) (2017)

2013

  1. Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African Americans
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads View citations (9)
  2. Impact of idiosyncratic volatility on stock returns: A cross-sectional study
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads View citations (15)
    See also Journal Article Impact of idiosyncratic volatility on stock returns: A cross-sectional study, Journal of Banking & Finance, Elsevier (2013) Downloads View citations (11) (2013)
  3. Time in Eating and Food Preparation for Single-Headed Households
    2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association Downloads

2012

  1. Efficient Pricing of European-Style Options Under Heston's Stochastic Volatility Model
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads View citations (4)
  2. Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads
  3. Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads
  4. Spousal Conflict and Divorce
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads View citations (5)
    See also Journal Article Spousal Conflict and Divorce, Journal of Labor Economics, University of Chicago Press (2012) Downloads View citations (3) (2012)

2011

  1. Cross-sectional GMM estimation under a common data shock
    Staff General Research Papers Archive, Iowa State University, Department of Economics
  2. Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African American Youths
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads
    Also in 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association (2011) Downloads
    Staff General Research Papers Archive, Iowa State University, Department of Economics (2010)
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (2010) Downloads
  3. What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads

2010

  1. A Methodology to Support Product Differentiation Decisions
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads
  2. The Paradox of Interest Rates of the Greenback Era: A Reexamination
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads
    See also Journal Article The paradox of interest rates of the Greenback Era: A reexamination, Journal of Monetary Economics, Elsevier (2010) Downloads (2010)

2009

  1. A Fast Fourier Transform Technique for Pricing American Options Under Stochastic Volatility
    Staff General Research Papers Archive, Iowa State University, Department of Economics Downloads View citations (4)
    See also Journal Article A fast Fourier transform technique for pricing American options under stochastic volatility, Review of Derivatives Research, Springer (2010) Downloads View citations (13) (2010)

2005

  1. Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (1)

Journal Articles

2017

  1. On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock
    Statistics & Probability Letters, 2017, 129, (C), 196-202 Downloads View citations (1)
  2. Time in eating and food preparation among single adults
    Review of Economics of the Household, 2017, 15, (2), 399-432 Downloads View citations (5)
    See also Working Paper Time in Eating and Food Preparation among Single Adults, Center for Agricultural and Rural Development (CARD) Publications (2014) Downloads View citations (4) (2014)

2015

  1. The impact of deposit insurance on depositor behavior during a crisis: A conjoint analysis approach
    Journal of Financial Intermediation, 2015, 24, (4), 590-601 Downloads View citations (30)
    See also Working Paper The Impact of Deposit Insurance on Depositor Behavior During a Crisis: A Conjoint Analysis Approach, Staff General Research Papers Archive (2015) Downloads View citations (30) (2015)

2013

  1. Impact of idiosyncratic volatility on stock returns: A cross-sectional study
    Journal of Banking & Finance, 2013, 37, (8), 3064-3075 Downloads View citations (11)
    See also Working Paper Impact of idiosyncratic volatility on stock returns: A cross-sectional study, Staff General Research Papers Archive (2013) Downloads View citations (15) (2013)

2012

  1. Spousal Conflict and Divorce
    Journal of Labor Economics, 2012, 30, (4), 915 - 962 Downloads View citations (3)
    See also Working Paper Spousal Conflict and Divorce, Staff General Research Papers Archive (2012) Downloads View citations (5) (2012)

2010

  1. A fast Fourier transform technique for pricing American options under stochastic volatility
    Review of Derivatives Research, 2010, 13, (1), 1-24 Downloads View citations (13)
    See also Working Paper A Fast Fourier Transform Technique for Pricing American Options Under Stochastic Volatility, Staff General Research Papers Archive (2009) Downloads View citations (4) (2009)
  2. The paradox of interest rates of the Greenback Era: A reexamination
    Journal of Monetary Economics, 2010, 57, (8), 1026-1037 Downloads
    See also Working Paper The Paradox of Interest Rates of the Greenback Era: A Reexamination, Staff General Research Papers Archive (2010) Downloads (2010)
 
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