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

Igor Makarov explains his research into cryptocurrencies in ...

Entrepreneurial Finance Stories with Juanita Gonzalez-Uribe

"The Illusion of Control" - press coverage

Events

4th LSE Workshop on Political Economy of Turkey

The Future of Computer Trading in Financial Markets: has it ...

Silicon Valley Bank Failure: Implications for Risks to the G ...

Seminars

Idiosyncratic Volatility and the ICAPM

The Origins of Commodity Price Fluctuations

Publications

Layered Networks, Equilibrium Dynamics, and Stable Coalition ...

Latent Fragility: Conditioning Banks' Joint Probability of D ...

The case against aggressive government action on crypto