Associate Professor, School of Economics and Finance, Queen Mary University of London

Aytek Malkhozov

Research Associates

Associate Professor
School of Economics and Finance
Queen Mary University of London

Research interests: asset pricing theory, frictions, macro-finance

Personal website

Publications

More publications

Discussion Papers

Demand–Supply Imbalance Risk and Long-Term Swap Spreads

We develop a model in which long-term swap spreads are determined by end users’ demand for swaps, constrained dealers’ supply of swaps, and the risk...

April 2022

DP 118

Samuel G. Hanson

Aytek Malkhozov

Gyuri Venter

Discussion Papers

News Shocks and Asset Prices

We study the importance of anticipated shocks (news) for understanding the comovement between macroeconomic quantities and asset prices. We find that...

March 2015

DP 34

Aytek Malkhozov

Andrea Tamoni

Aytek Malkhozov

Publications

Discussion Papers

Demand–Supply Imbalance Risk and Long-Term Swap Spreads

Discussion Papers

News Shocks and Asset Prices

News

New event series in honour of Sir Oliver Hart

Job Vacancy - Research Assistant

Keynote speech at 2023 ESRB Annual Conference by Jón Daniels ...

Events

The Fourth Annual International Capital Markets Conference 2 ...

Seminars

The Origins of Commodity Price Fluctuations

Idiosyncratic Volatility and the ICAPM

Pricing Event Risk: Evidence from Concave Implied Volatility ...

Publications

An Unconventional FX Tail Risk Story

On the use of artificial intelligence in financial regulatio ...

Artificial intelligence and financial stability