Panayotov, George: search on Z-Library

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1

Predictability of currency carry trades and asset pricing implications

Bakshi, Gurdip, Panayotov, George

Journal:

Journal of Financial Economics

Year:

2013

Language:

english

File:

PDF, 786 KB

english, 2013

2

First-passage probability, jump models, and intra-horizon risk

Gurdip Bakshi, George Panayotov

Journal:

Journal of Financial Economics

Year:

2010

Language:

english

File:

PDF, 523 KB

english, 2010

3

Returns of claims on the upside and the viability of U-shaped pricing kernels

Gurdip Bakshi, Dilip Madan, George Panayotov

Journal:

Journal of Financial Economics

Year:

2010

Language:

english

File:

PDF, 643 KB

english, 2010

4

A Theory of Dissimilarity Between Stochastic Discount Factors

Bakshi, Gurdip, Gao, Xiaohui, Panayotov, George

Journal:

Management Science

Year:

2020

File:

PDF, 993 KB

2020

5

Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios

Gurdip Bakshi, George Panayotov, Georgios Skoulakis

Journal:

Journal of Financial Economics

Year:

2011

Language:

english

File:

PDF, 509 KB

english, 2011

6

Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes

Bakshi, Gurdip, Madan, Dilip, Panayotov, George

Journal:

Journal of Business and Economic Statistics

Year:

2010

Language:

english

File:

PDF, 218 KB

english, 2010

7

Global Risks in the Currency Market*

Panayotov, George

Journal:

Review of Finance

Year:

2020

File:

PDF, 394 KB

2020

8

Good Carry, Bad Carry

Bekaert, Geert, Panayotov, George

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 378 KB

english, 2015

9

Heterogeneity in Beliefs and Volatility Tail Behavior

Bakshi, Gurdip, Madan, Dilip, Panayotov, George

Journal:

Journal of Financial and Quantitative Analysis

Year:

2015

Language:

english

File:

PDF, 422 KB

english, 2015

10

Improving the Predictability of Real Economic Activity and Asset Returns with Forward Variances Inferred from Option Portfolios

Bakshi, Gurdip S., Panayotov, George, Skoulakis, Georgios

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 303 KB

english, 2010

11

Adipoparacrinology – vascular periadventitial adipose tissue ( tunica adiposa ) as an example

Chaldakov, George N, Beltowsky, Jerzy, Ghenev, Peter I, Fiore, Marco, Panayotov, Plamen, Rančič, Gorana, Aloe, Luigi

Journal:

Cell Biology International

Year:

2012

Language:

english

File:

PDF, 247 KB

english, 2012

12

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

Bakshi, Gurdip S., Panayotov, George, Skoulakis, Georgios

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 249 KB

english, 2011

13

Heterogeneity in Beliefs and Volatility Tail Behavior

Bakshi, Gurdip S., Madan, Dilip B., Panayotov, George

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 416 KB

english, 2011

14

Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes

Bakshi, Gurdip S., Madan, Dilip B., Panayotov, George

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 251 KB

english, 2008

15

Predictability of Currency Carry Trades and Asset Pricing Implications

Bakshi, Gurdip S., Panayotov, George

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 355 KB

english, 2011

16

The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity

Bakshi, Gurdip S., Panayotov, George, Skoulakis, Georgios

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 240 KB

english, 2010

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