Gospodinov, Nikolay: search on Z-Library

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1

Market consistent valuations with financial imperfection

Assa, Hirbod, Gospodinov, Nikolay

Journal:

Decisions in Economics and Finance

Year:

2018

Language:

english

File:

PDF, 501 KB

english, 2018

2

Commodity Prices, Convenience Yields, and Inflation

Gospodinov, Nikolay, Ng, Serena

Journal:

Review of Economics and Statistics

Year:

2013

Language:

english

File:

PDF, 221 KB

english, 2013

3

Modeling Financial Return Dynamics via Decomposition

Anatolyev, Stanislav, Gospodinov, Nikolay

Journal:

Journal of Business and Economic Statistics

Year:

2010

Language:

english

File:

PDF, 303 KB

english, 2010

4

Bootstrap-Based Inference in Models with a Nearly Noninvertible Moving Average Component

Nikolay Gospodinov

Journal:

Journal of Business and Economic Statistics

Year:

2002

Language:

english

File:

PDF, 563 KB

english, 2002

5

Common pricing across asset classes: Empirical evidence revisited

Gospodinov, Nikolay, Robotti, Cesare

Journal:

Journal of Financial Economics

Year:

2020

File:

PDF, 3.61 MB

2020

6

Minimum Distance Estimation of Possibly Noninvertible Moving Average Models

Gospodinov, Nikolay, Ng, Serena

Journal:

Journal of Business and Economic Statistics

Year:

2015

Language:

english

File:

PDF, 631 KB

english, 2015

7

Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions

Gospodinov, Nikolay

Journal:

Journal of Business and Economic Statistics

Year:

2010

Language:

english

File:

PDF, 291 KB

english, 2010

8

Median unbiased forecasts for highly persistent autoregressive processes

Nikolay Gospodinov

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 158 KB

english, 2002

9

The response of stock market volatility to futures-based measures of monetary policy shocks

Gospodinov, Nikolay, Jamali, Ibrahim

Journal:

International Review of Economics & Finance

Year:

2015

Language:

english

File:

PDF, 522 KB

english, 2015

10

Further Results on the Limiting Distribution of GMM Sample Moment Conditions

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

Journal of Business and Economic Statistics

Year:

2012

Language:

english

File:

PDF, 242 KB

english, 2012

11

Multivariate Return Decomposition: Theory and Implications

Anatolyev, Stanislav, Gospodinov, Nikolay

Journal:

Econometric Reviews

Year:

2017

Language:

english

File:

PDF, 1.00 MB

english, 2017

12

Two-Stage Late Jurassic to Early Cretaceous Hydrothermal Activity in the Sakar Unit of Southeastern Bulgaria

Szopa, Krzysztof, SaÅaciÅska, Anna, Gumsley, Ashley P., Chew, David, Petrov, Petko, GawÈ©da, Aleksandra, ZagÃ³rska, Anna, Deput, Ewa, Gospodinov, Nikolay, Banasik, Kamila

Journal:

Year:

2020

File:

PDF, 5.32 MB

2020

13

Chi-squared tests for evaluation and comparison of asset pricing models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

Journal of Econometrics

Year:

2013

Language:

english

File:

PDF, 388 KB

english, 2013

14

Foreign exchange predictability and the carry trade: A decomposition approach

Anatolyev, Stanislav, Gospodinov, Nikolay, Jamali, Ibrahim, Liu, Xiaochun

Journal:

Journal of Empirical Finance

Year:

2017

Language:

english

File:

PDF, 863 KB

english, 2017

15

Sensitivity of Impulse Responses to Small Low-Frequency Comovements: Reconciling the Evidence on the Effects of Technology Shocks

Gospodinov, Nikolay, Maynard, Alex, Pesavento, Elena

Journal:

Journal of Business and Economic Statistics

Year:

2011

Language:

english

File:

PDF, 364 KB

english, 2011

16

Local GMM estimation of time series models with conditional moment restrictions

Nikolay Gospodinov, Taisuke Otsu

Journal:

Journal of Econometrics

Year:

2012

Language:

english

File:

PDF, 394 KB

english, 2012

17

Bootstrap-Based Inference in Models With a Nearly Noninvertible Moving Average Component

Gospodinov, Nikolay

Journal:

Journal of Business and Economic Statistics

Year:

2002

Language:

english

File:

PDF, 425 KB

english, 2002

18

Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root

Nikolay Gospodinov

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 1.13 MB

english, 2008

19

A MOMENT-MATCHING METHOD FOR APPROXIMATING VECTOR AUTOREGRESSIVE PROCESSES BY FINITE-STATE MARKOV CHAINS

Gospodinov, Nikolay, Lkhagvasuren, Damba

Journal:

Journal of Applied Econometrics

Year:

2014

Language:

english

File:

PDF, 1.56 MB

english, 2014

20

The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks

Gospodinov, Nikolay, Jamali, Ibrahim

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 315 KB

english, 2014

21

Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

Nikolay Gospodinov, Masayuki Hirukawa

Journal:

Journal of Empirical Finance

Year:

2012

Language:

english

File:

PDF, 778 KB

english, 2012

22

Asymptotic confidence intervals for impulse responses of near-integrated processes

Nikolay Gospodinov

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 2.29 MB

english, 2004

23

Spurious Inference in Reduced-Rank Asset-Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

Year:

2017

Language:

english

File:

PDF, 236 KB

english, 2017

24

A ‘long march’ perspective on tobacco use in Canada

Nikolay Gospodinov, Ian Irvine

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2005

Language:

english

File:

PDF, 208 KB

english, 2005

25

Tobacco taxes and regressivity

Nikolay Gospodinov, Ian Irvine

Journal:

Journal of Health Economics

Year:

2009

Language:

english

File:

PDF, 457 KB

english, 2009

26

Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors

Gospodinov, Nikolay, Tao, Ye

Journal:

Econometric Reviews

Year:

2011

Language:

english

File:

PDF, 374 KB

english, 2011

27

Simulated minimum distance estimation of dynamic models with errors-in-variables

Gospodinov, Nikolay, Komunjer, Ivana, Ng, Serena

Journal:

Journal of Econometrics

Year:

2017

Language:

english

File:

PDF, 551 KB

english, 2017

28

A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains

Gospodinov, Nikolay, Lkhagvasuren, Damba

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 6.46 MB

english, 2013

29

The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium

Nikolay Gospodinov, Ibrahim Jamali

Journal:

Journal of Empirical Finance

Year:

2012

Language:

english

File:

PDF, 272 KB

english, 2012

30

Risk premiums and predictive ability of BAX futures

Nikolay Gospodinov, Ibrahim Jamali

Journal:

Journal of Futures Markets

Year:

2011

Language:

english

File:

PDF, 162 KB

english, 2011

31

Asymptotic Variance Approximations for Invariant Estimators in Uncertain Asset-Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

Econometric Reviews

Year:

2016

Language:

english

File:

PDF, 446 KB

english, 2016

32

Forecasting volatility

Nikolay Gospodinov, Athanasia Gavala, Deming Jiang

Journal:

Journal of Forecasting

Year:

2006

Language:

english

File:

PDF, 544 KB

english, 2006

33

A 'Long March' Perspective on Tobacco Use in Canada

Nikolay Gospodinov and Ian Irvine

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2005

Language:

english

File:

PDF, 2.85 MB

english, 2005

34

An Empirical Likelihood Ratio Test for a Unit Root

Nikolay Gospodinov and Victoria Zinde-Walsh

Journal:

Econometric Theory

Year:

2000

Language:

english

File:

PDF, 365 KB

english, 2000

35

Asymptotic confidence intervals for impulse responses of near-integrated processes

Nikolay Gospodinov

Journal:

The Econometrics Journal

Year:

2004

Language:

english

File:

PDF, 527 KB

english, 2004

36

On the properties of the constrained Hansen–Jagannathan distance

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 708 KB

english, 2016

37

Further Results on the Limiting Distribution of GMM Sample Moment Conditions

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 371 KB

english, 2012

38

Spurious Inference in Unidentified Asset-Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 466 KB

english, 2014

39

ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS

Gospodinov, Nikolay

Journal:

Econometric Reviews

Year:

2005

Language:

english

File:

PDF, 272 KB

english, 2005

40

SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS

Anatolyev, Stanislav, Gospodinov, Nikolay

Journal:

Econometric Theory

Year:

2011

Language:

english

File:

PDF, 118 KB

english, 2011

41

A Robust Approach to Hedging and Pricing in Imperfect Markets

Assa, Hirbod, Gospodinov, Nikolay

Journal:

Year:

2017

Language:

english

File:

PDF, 405 KB

english, 2017

42

Monetary policy uncertainty, positions of traders and changes in commodity futures prices

Gospodinov, Nikolay, Jamali, Ibrahim

Journal:

European Financial Management

Year:

2017

Language:

english

File:

PDF, 794 KB

english, 2017

43

Too good to be true? Fallacies in evaluating risk factor models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

Journal of Financial Economics

Year:

2018

Language:

english

File:

PDF, 3.85 MB

english, 2018

44

Generalized aggregation of misspecified models: With an application to asset pricing

Gospodinov, Nikolay, Maasoumi, Esfandiar

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 581 KB

2020

45

Global Health Warnings on Tobacco Packaging: Evidence from the Canadian Experiment

Gospodinov, Nikolay, Irvine, Ian J.

Journal:

Topics in Economic Analysis & Policy

Year:

2004

Language:

english

File:

PDF, 370 KB

english, 2004

46

Robust Inference in Linear Asset Pricing Models

Gospodinov, Nikolay, Kan, Raymond, Robotti, Cesare

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 596 KB

english, 2012

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