Photo of Aytek Malkhozov

Aytek Malkhozov

Education

  • Ph.D., Finance, London School of Economics
Current Research Topics
  • Limits to arbitrage
  • Business cycle and asset prices
  • Senior Economist

    Board of Governors of the Federal Reserve System

    2016 - present
  • Economist

    Bank for International Settlements

    2015 - 2016
  • Visiting Assistant Professor

    London School of Economics

    2014 - 2015
  • Assistant Professor

    McGill University

    2010 - 2015
  • Akbari, Amir, Francesca Carrieri, and Aytek Malkhozov (2017). "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers 1202. Board of Governors of the Federal Reserve System (U.S.).
  • Malkhozov, Aytek, Philippe Mueller, Andrea Vedolin, and Gyuri Venter (2017). "International Illiquidity," International Finance Discussion Papers 1201. Board of Governors of the Federal Reserve System (U.S.).
  • 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.
  • Malamud, Semyon, and Aytek Malkhozov (2016). "Market Integration and Global Crashes," CEPR Discussion Papers 11468. Centre for Economic Policy Research.
  • 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.
  • Malkhozov, Aytek (2014). "Asset Prices in Affine Real Business Cycle Models," Journal of Economic Dynamics and Control, vol. 45, pp. 180-193.
Referee
  • Review of Financial Studies
  • Management Science
  • Review of Finance
  • Journal of Banking and Finance
  • Journal of Empirical Finance
  • Quantitative Economics
  • Macroeconomic Dynamics
Last update: May 19, 2017