Meet the Economists
- Ph.D., Finance, London School of Economics
- Limits to arbitrage
- Business cycle and asset prices
Board of Governors of the Federal Reserve System2018 - present
Board of Governors of the Federal Reserve System2016 - 2018
Bank for International Settlements2015 - 2016
Visiting Assistant Professor
London School of Economics2014 - 2015
McGill University2010 - 2015
- Akbari, Amir, Francesca Carrieri, and Aytek Malkhozov (forthcoming) "Can Cross-Border Funding Frictions Explain Financial Integration Reversals?" The Review of Financial Studies.
- Malkhozov, Aytek, Philippe Mueller, Andrea Vedolin, and Gyuri Venter (2016). "Mortgage Risk and the Yield Curve," Review of Financial Studies, vol. 29, no. 5, pp. 1220-1253.
- Barras, Laurent, and Aytek Malkhozov (2016). "Does Variance Risk Have Two Prices? Evidence from the Equity and Option Markets," Journal of Financial Economics, vol. 121, no. 1, pp. 79-92.
- Bech, Morten Linnemann, and Aytek Malkhozov (2016). "How Have Central Banks Implemented Negative Policy Rates?" BIS Quarterly Review, March, pp. 31-44.
- Malkhozov, Aytek (2014). "Asset Prices in Affine Real Business Cycle Models," Journal of Economic Dynamics and Control, vol. 45, pp. 180-193.