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

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 View citations (7)

2016

2. “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

3. 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

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

5. 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)
6. 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 (13) (2013)
7. 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

8. 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)
9. Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns
   Staff General Research Papers Archive, Iowa State University, Department of Economics
10. 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
11. 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

12. Cross-sectional GMM estimation under a common data shock
    Staff General Research Papers Archive, Iowa State University, Department of Economics
13. 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 Staff General Research Papers Archive, Iowa State University, Department of Economics (2010)
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association (2011)
    Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University (2010)
14. 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

15. A Methodology to Support Product Differentiation Decisions
    Staff General Research Papers Archive, Iowa State University, Department of Economics
16. 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

17. 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

18. 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

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 View citations (1)
2. 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, Staff General Research Papers Archive (2014) View citations (3) (2014)

2015

3. 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

4. Impact of idiosyncratic volatility on stock returns: A cross-sectional study
   Journal of Banking & Finance, 2013, 37, (8), 3064-3075 View citations (13)
   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

5. 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

6. 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)
7. 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)