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Details about Irina Zviadadze

E-mail:
Homepage:https://sites.google.com/site/irinazviadadzessite/
Workplace:Départment Économie et Sciences de la Décision (Department of Economics and Decision Sciences), HEC Paris (École des Hautes Études Commerciales) (HEC Business School), (more information at EDIRC)

Access statistics for papers by Irina Zviadadze.

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

Short-id: pzv4


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Working Papers

2021

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

2018

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

2017

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

2014

  1. Term-structure of consumption risk premia in the cross-section of currency returns
    2014 Meeting Papers, Society for Economic Dynamics Downloads 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) Downloads View citations (26) (2017)

2013

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

2012

  1. Crash Risk in Currency Returns
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (24)
    See also Journal Article Crash Risk in Currency Returns, Journal of Financial and Quantitative Analysis, Cambridge University Press (2018) Downloads View citations (35) (2018)
  2. Sources of Risk in Currency Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)

Journal Articles

2022

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

2021

  1. 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 Downloads View citations (2)
    See also Working Paper Term Structure of Risk in Expected Returns, CEPR Discussion Papers (2018) Downloads View citations (2) (2018)

2018

  1. Crash Risk in Currency Returns
    Journal of Financial and Quantitative Analysis, 2018, 53, (1), 137-170 Downloads View citations (35)
    See also Working Paper Crash Risk in Currency Returns, 2012 Meeting Papers (2012) Downloads View citations (24) (2012)

2017

  1. Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns
    Journal of Finance, 2017, 72, (4), 1529-1566 Downloads View citations (26)
    See also Working Paper Term-structure of consumption risk premia in the cross-section of currency returns, 2014 Meeting Papers (2014) Downloads View citations (6) (2014)
 
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