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George Panayotov
George Panayotov
Email verificata su ust.hk
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Returns of claims on the upside and the viability of U-shaped pricing kernels
G Bakshi, D Madan, G Panayotov
Journal of Financial Economics 97 (1), 130-154, 2010
2032010
Predictability of currency carry trades and asset pricing implications
G Bakshi, G Panayotov
Journal of financial economics 110 (1), 139-163, 2013
1862013
The Baltic Dry Index as a predictor of global stock returns, commodity returns, and global economic activity
G Bakshi, G Panayotov, G Skoulakis
Commodity Returns, and Global Economic Activity (October 1, 2010), 2010
1722010
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
G Bakshi, G Panayotov, G Skoulakis
Journal of Financial Economics 100 (3), 475-495, 2011
1142011
Good carry, bad carry
G Bekaert, G Panayotov
Journal of Financial and Quantitative Analysis 55 (4), 1063-1094, 2020
782020
First-passage probability, jump models, and intra-horizon risk
G Bakshi, G Panayotov
Journal of Financial Economics 95 (1), 20-40, 2010
662010
Eye in the sky: private satellites and government macro data
A Mukherjee, G Panayotov, J Shon
Journal of Financial Economics, 2019
362019
Heterogeneity in beliefs and volatility tail behavior
G Bakshi, D Madan, G Panayotov
Journal of Financial and Quantitative Analysis 50 (6), 1389-1414, 2015
262015
Global Risks in the Currency Market
G Panayotov
Review of Finance, 2019
232019
G. Skoulakis, 2011, The Baltic dry index as a predictor of global stock returns, commodity returns and global economic activity
G Bakshi, G Panayotov
Working paper, University of Maryland, 0
17
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
G Bakshi, D Madan, G Panayotov
Journal of Business & Economic Statistics 28 (3), 380-396, 2010
132010
The capital adeqacy puzzle
G Bakshi, G Panayotov
working paper, Smith Business School, University of Maryland, 2007
82007
A theory of dissimilarity between stochastic discount factors
G Bakshi, X Gao, G Panayotov
Management Science 67 (7), 4602-4622, 2021
62021
Measuring vaccine effectiveness from limited public health datasets: Framework and estimates from India’s second COVID wave
A Mukherjee, G Panayotov, R Sen, H Dutta, P Ghosh
Science advances 8 (18), eabn4274, 2022
42022
An asset pricing theory of volatility tail behavior
G Bakshi, DB Madan, G Panayotov
Available at SSRN 1785923, 2010
22010
A Theory of Dissimilarity Between Stochastic Discount Factors
GK Panayotov, X Gao, G Bakshi
Management Science, 2021
2021
Currency Puzzles and the Oil Connection
G Panayotov
HKUST Business School Research Paper, 2020
2020
Eye in the Sky: Private Satellites and Government Macro Data
GK Panayotov, J Shon
2020
Carry Trades and Global Risk
G Panayotov, DBYZR HUSZÁR
2018
Theory of Dissimilarity between Stochastic Discount Factors
X Gao, G Bakshi, GK Panayotov
2017
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20