Details about Oleksandr Zhylyevskyy
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
- 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 View citations (7)
2016
- “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
2015
- 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 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) View citations (30) (2015)
2014
- 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 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) View citations (5) (2017)
2013
- 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 View citations (9)
- Impact of idiosyncratic volatility on stock returns: A cross-sectional study
Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (15)
See also Journal Article Impact of idiosyncratic volatility on stock returns: A cross-sectional study, Journal of Banking & Finance, Elsevier (2013) View citations (11) (2013)
- 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
2012
- Efficient Pricing of European-Style Options Under Heston's Stochastic Volatility Model
Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (4)
- Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns
Staff General Research Papers Archive, Iowa State University, Department of Economics
- 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
- Spousal Conflict and Divorce
Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (5)
See also Journal Article Spousal Conflict and Divorce, Journal of Labor Economics, University of Chicago Press (2012) View citations (3) (2012)
2011
- Cross-sectional GMM estimation under a common data shock
Staff General Research Papers Archive, Iowa State University, Department of Economics
- 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 
Also in 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association (2011)  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)
- 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
2010
- A Methodology to Support Product Differentiation Decisions
Staff General Research Papers Archive, Iowa State University, Department of Economics
- The Paradox of Interest Rates of the Greenback Era: A Reexamination
Staff General Research Papers Archive, Iowa State University, Department of Economics 
See also Journal Article The paradox of interest rates of the Greenback Era: A reexamination, Journal of Monetary Economics, Elsevier (2010) (2010)
2009
- A Fast Fourier Transform Technique for Pricing American Options Under Stochastic Volatility
Staff General Research Papers Archive, Iowa State University, Department of Economics 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) View citations (13) (2010)
2005
- 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 View citations (1)
Journal Articles
2017
- 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 View citations (1)
- Time in eating and food preparation among single adults
Review of Economics of the Household, 2017, 15, (2), 399-432 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) View citations (4) (2014)
2015
- The impact of deposit insurance on depositor behavior during a crisis: A conjoint analysis approach
Journal of Financial Intermediation, 2015, 24, (4), 590-601 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) View citations (30) (2015)
2013
- Impact of idiosyncratic volatility on stock returns: A cross-sectional study
Journal of Banking & Finance, 2013, 37, (8), 3064-3075 View citations (11)
See also Working Paper Impact of idiosyncratic volatility on stock returns: A cross-sectional study, Staff General Research Papers Archive (2013) View citations (15) (2013)
2012
- Spousal Conflict and Divorce
Journal of Labor Economics, 2012, 30, (4), 915 - 962 View citations (3)
See also Working Paper Spousal Conflict and Divorce, Staff General Research Papers Archive (2012) View citations (5) (2012)
2010
- A fast Fourier transform technique for pricing American options under stochastic volatility
Review of Derivatives Research, 2010, 13, (1), 1-24 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) View citations (4) (2009)
- The paradox of interest rates of the Greenback Era: A reexamination
Journal of Monetary Economics, 2010, 57, (8), 1026-1037 
See also Working Paper The Paradox of Interest Rates of the Greenback Era: A Reexamination, Staff General Research Papers Archive (2010) (2010)
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