Overview • Macro-based asset pricing literature in a nutshell Sort by citations Sort by year Sort by title. Journal of Finance, vol. Collegio Carlo Alberto > Events > Seminars > Job Market Seminar > Irina Zviadadze (Stockholm School of Economics) Details Date: 22 January 2019 Time: 12:00 - 15:30 Event Category: Job … Irina indique 3 postes sur son profil. 137-170. Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns, Term-Structure of Consumption Risk Premia in the Cross-Section of Currency Returns, Return and Volatility Spillovers on European Stock Markets. She joined SSE in 2013 after completing her Doctorate Degree at the London Business School. The Stockholm School of Economics is a private and independent institution located in central Stockholm. Irina Zviadadze studies regular and crash risks in global foreign exchange (FX) market. Stockholm School of Economics performs well in the QS World University Rankings by Subject, celebrated among the world’s leaders in the fields of business and management studies, accounting and finance, and economics. Bis heute, seit Juli 2020. An entrepreneurial hub. She graduated in 2013 from the London Business School with a PhD in Finance. Global Digital Activation Intern. Department of Finance, Handelshögskolan i Stockholm (Stockholm School of Economics), (more information at EDIRC) Access statistics for papers by Irina Zviadadze. Mortgage Design and Slow Recoveries. "Identifying monetary policy in macro-finance models," NBER Working Papers 19360, National Bureau of Economic Research, Inc. Jeremy Graveline & Irina Zviadadze & Mikhail Chernov, 2012. Year; Crash risk in currency returns. Stockholm School of Economics Department of Finance The exposure to illiquidity of stocks a … Email: zviadadze@hec.fr Website (Work): https://sites.google.com/site/irinazviadadzessite/home Articles Cited by Co-authors. Contact information Irina.Zviadadze@hhs.se +46-8-736 9108. The Stockholm School of Economics is a private and independent institution located in central Stockholm. Zviadadze is at the Stockholm School of Economics. Her research includes understanding the sources of risk premia in the foreign exchange market and developing analytical methods for macro-based asset pricing models. 4 Monate, Feb. 2018 - Mai 2018. Die Handelshochschule wurde 1909 als Stiftung gegründet um die Ausbildung in … Regular and Crash Risks in Foreign Exchange. Str omberg, Marti Subrahmanyam, Tomas Thornquist and Irina Zviadadze as well as the seminar partic-ipants at the Stockholm Business School, Stockholm School of Economics and University of Gothenburg for helpful comments and suggestions. * Chernov, mikhail.chernov@anderson.ucla.edu, University of California–Los Angeles (UCLA) Anderson School of Management, Center for Economic and Policy Research (CEPR), and National Bureau of Economic Research (NBER); Graveline, jeremy.graveline@blackrock.com, BlackRock; and Zviadadze (corresponding author), irina.zviadadze@hhs.se, Stockholm School of Economics and CEPR. The Finance Department at HEC Paris is pleased to announce that Associate Professor Irina Zviadadze has had her research paper on risk-return trade-off accepted for publication in the Review of Financial Studies, one of the world’s top three finance journals. Essay. Location: … Discussant: Lars Peter Hansen, University of Chicago (view slides) 12:40 pm - 2:10 pm: LUNCH (420 Lounge) Poster Session (420 lounge) Institution London Business School. Article. Due to our privacy policy, only current members can send messages to people on ResearchGate. Hubert Burda Media. Copenhagen Business School. 9 February 2021: Marieke Bos (Stockholm School of Economics) 9 March 2021: Savitar Sundaresan (imperial College and CEPR) 6 April 2021: Irina Zviadadze (Stockholm School of Economics and CEPR) 11 May 2021: Vikrant Vig (London Business School) 8 June 2021: Mariassunta Giannetti (Stockholm School of Economics and CEPR) Contact Email: [email protected] Event Type: Conference . All rights reserved. Term structure of consumption risk premia in the cross section of currency returns. ACKNOWLEDGEMENTS We would foremost like to thank our supervisor Irina Zviadadze for her patience, support and guidance during the work on this thesis. Appointment will be effective August 2020. Concluding the list of new arrivals is Irina Zviadadze who joins the Finance Department after spending 6 years as a faculty at the Stockholm School of Economics. IRINA ZVIADADZE. 1529-1566, Mikhail Chernov, Jeremy Graveline and Irina Zviadadze (2015). I quantify the risk-return relationship in the foreign exchange market in the cross-section and across investment horizons by focusing on the role of multiple sources of US consumption risk. 53, pp. I relate the downward-sloping term structure of currency carry returns to compensation for currency exposures to macroeconomic risk embedded in the joint dynamics of U.S. consumption, inflation, nominal interest rate, and their stochastic variance. 137-170, Associate Professor of Finance, HEC Paris, Hans Dalborg award to Irina Zviadadze and Federica Romei, Financial Intermediation and Institutions, Term structure of consumption risk premia in the cross section of currency returns. 53, pp. Irina Zviadadze. The D epartment of F inance at the Stockholm School of Economics seeks applications for a two-year post-doctoral position in corporate finance funded by the Wallenberg Foundation. Department of Finance, Handelshögskolan i Stockholm (Stockholm School of Economics), (more information at EDIRC) Access statistics for papers by Irina Zviadadze. I develop an empirical approach that exploits these observations and measures how economically interpretable shocks propagate in the term structure of expected buy-and-hold returns. 17 - Stockholm School of Economics Department of Finance The exposure to illiquidity of stocks a study of the determinants with a focus on the 2007-2009. Irina Zviadadze; Stockholm School of Economics: presented by: Raman Uppal, EDHEC Business School: Discussant: Cesare Robotti, University of Warwick . Irina Zviadadze is a liated with the Stockholm School of Economics, HEC Paris, and CEPR; email: Irina.Zviadadze@hhs.se. Email: zviadadze@hec.fr Website (Work): https://sites.google.com/site/irinazviadadzessite/home Stockholm, Sweden PhD Candidate in Finance London Business School sept. 2008 - … I am grateful to the Editor, Kenneth Singleton, the anonymous Associate Editor, and two referees for constructive feedback. Uppal is a liated with EDHEC Business School and CEPR; email:Raman.Uppal@edhec.edu. David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze, 2013. Her research focuses on macro-based asset pricing and financial econometrics. Irina Slinko's 13 research works with 363 citations and 1,159 reads, including: On finite dimensional realizations of two-country interest rate models ... Stockholm School of Economics. Email: zviadadze@hec.fr Website (Work): https://sites.google.com/site/irinazviadadzessite/home Articles Cited by Co-authors. The D epartment of F inance at the Stockholm School of Economics seeks applications for a two-year post-doctoral position in corporate finance funded by the Wallenberg Foundation. Short-id: pzv4 Jump to Journal Articles Working Papers A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a figure, or views or downloads the full-text. Stockholm School … This preview shows page 1 - 5 out of 39 pages. Journal of Financial and Quantitative Analysis, vol. Update your information in the RePEc Author Service. Overview. Share + Google Calendar + iCal Export. We are grateful to an anonymous referee and Hendrik Bessembinder (the editor), as well as many people who … EDHEC Business School, and Irina Zviadadze, Stockholm School of Economics) Discussant: Simon Rottke, University of Amsterdam 12:50 – 14:00 Lunch Break 14:00 – 14:50 A Dynamic Agency Based Asset Pricing Model with Production Jincheng Tong , University of Toronto (joint with Chao Ying, University of Minnesota) Discussant: Paul Ehling, BI Norwegian Business School 14:50 – 15:40 … Links Personal webpage; Stockholm School of Economics | Box 6501 | SE-113 83 Stockholm | Phone: +46 8 736 90 00 This website uses cookies. By Irina Zviadadze; Stockholm School of Economics: presented by: Irina Zviadadze, Stockholm School of Economics: Discussant: Ralph Koijen, University of Chicago . Update your information in the RePEc Author Service. Irina a 3 postes sur son profil. The successful candidate is … Uploaded By DoctorBraveryDeer5420. The Role of Recourse and Default. Stockholm School of Economics Swedish House of Finance. I quantify the risk-return relationship in the foreign-exchange (FX) market across different countries and investment horizons by focusing on the role of multiple sources of consumption risk. Given the current circumstances with respect to the novel coronavirus and, in particular, the restrictions of the French government on large gatherings, we have decided that the prudent course of action would be to cancel the upcoming Adam Smith Workshop that was scheduled to be held on 23-24 April, 2020 at EDHEC Business School in Nice. The interest rate and inflation shocks play a prominent role. ... Anders Johansson, Stockholm School of Economics October 11. By Pedro Gete; IE Business School Franco Zecchetto; Instituto Tecnológico Autónomo de México (ITAM) More Factors Are Needed: Evidence from a Simple Test: By Ai He; Emory University Dashan Huang; Singapore Management University Guofu Zhou; Washington University in St. Louis Globally dominant stock exchanges and the energy market are included in the analysis as markets generators of global shocks.... Join ResearchGate to find the people and research you need to help your work. Supervisor: Irina Zviadadze. Short-id: pzv4 Jump to Journal Articles Working Papers 2013 . Nationality Russian. Irina Zviadadze (Stockholm School of Economics) Registered: Abstract. The Department of Finance at the Stockholm School of Economics (SSE) seeks to fill one or two assistant professor positions, subject to budgetary approval. 72, pp. About the School. The probability of a jump in an exchange rate corresponding to depreciation (appreciation) of the U.S. dollar is increasing in the domestic (foreign) interest rate. Risk Socio-Economics. Irina ZVIADADZE of Stockholm School of Economics, Stockholm | Read 7 publications | Contact Irina ZVIADADZE Découvrez le profil de Irina Zviadadze sur LinkedIn, la plus grande communauté professionnelle au monde. Publications (6) Human aspect in service quality: EPSI benchmark studies. In particular we disentangle the regular and jump risks, as a first step towards understanding the reasons for high returns to carry trades. Irina Zviadadze, Stockholm School of Economics. Marketing Beauty Care. Irina Zviadadze is an Assistant Professor of Finance at the Stockholm School of Economics. Title. It is the premier place for undergraduate, graduate and executive education in Sweden, with a unique relationship to the Swedish business and financial community. 72, pp. For more information and to register see here. Stockholm School of Economics Swedish House of Finance. We quantify the sources of risk in currency returns as a first step toward understanding the returns reported for the carry trade. Sort by citations Sort by year Sort by title. Irina Zviadadze; Stockholm School of Economics: presented by: Raman Uppal, EDHEC Business School: Discussant: Cesare Robotti, University of Warwick . Anderson School of Management, Center for Economic and Policy Research (CEPR), and National Bureau of Economic Research (NBER); Graveline, jeremy.graveline@blackrock.com, BlackRock; and Zviadadze (corresponding author), irina.zviadadze@hhs.se, Stockholm School of Economics and CEPR. The School runs a joint doctoral program with Stockholm University. Irina Zviadadze, Stockholm School of Economics. Year of selection 2010. 17 - Stockholm School of Economics Department of Finance... School Stanford University; Course Title FINANCE 20163; Type. We are grateful to an anonymous referee and Hendrik Bessembinder (the editor), as well as many people who gave us advice, including Yacine Ait-Sahalia, David Backus, Magnus Dahlquist, Discussant: Lars Peter Hansen, University of Chicago (view slides) 12:40 pm - 2:10 pm: LUNCH (420 Lounge) Poster Session (420 lounge) The conference will feature a poster session of graduate students from around the U.S. presenting their recent research pertaining to asset pricing and substantive applications. She joined SSE in 2013 after completing her Doctorate Degree at the London Business School. Irina zviadadze More info. Die Handelshochschule Stockholm (schwedisch: Handelshögskolan i Stockholm (HHS), offizieller englischer Name: Stockholm School of Economics) ist eine private und internationale Handelshochschule in Stockholm mit knapp 1.900 Studenten und 300 wissenschaftlichen Angestellten.. 1 Introduction The eld of macro- nance has the potential to give us deeper insights into macroeconomics and macroeconomic policy by combining information about aggregate quantities with asset prices. 1 Introduction The eld of macro- nance has the potential to give us deeper insights into macroeconomics and macroeconomic policy by combining information about aggregate quantities with asset Special thanks are also directed Only verified researchers can join ResearchGate and send messages to other members. Irina Zviadadze (Stockholm School of Economics) 22 January 2019 @ 12:00 - 15:30 . The Stockholm School of Economics is a private and independent institution located in central Stockholm. On Tuesday the 6 April our speaker is Irina Zviadadze (Stockholm School of Economics and CEPR). We are very disappointed that we will … Pages 39. Given the current circumstances with respect to the novel coronavirus and, in particular, the restrictions of the French government on large gatherings, we have decided that the prudent course of action would be to cancel the upcoming Adam Smith Workshop that was scheduled to be held on 23-24 April, 2020 at EDHEC Business School in Nice. Her papers are published in the Journal of Finance and Journal of Financial and Quantitative Analysis. Henkel AG & Co. KGaA. ... Stockholm School of Economics juil. Asset Pricing Macro Finance International Finance Foreign Exchange Financial Econometrics. For more information and to register see here. Assessment Committee: Professor Carsten Sørensen (chair) Department of Finance Copenhagen Business School Associate Professor Pasquale Della Corte Department of Finance Imperial College Business School, Imperial College London Assistant Professor Irina Zviadadze Stockholm School of Economics Thesis: Mortgage Design and Slow Recoveries. Title. Irina Zviadadze (Stockholm School of Economics) 22 January 2019 @ 12:00 - 15:30 . She has presented her papers at major conferences such as American Economic Association, Western Finance Association, Society of Financial Econometrics, Society of Economic Dynamics, and Econometric Society. Sort. Za aroni is a liated with Imperial College Business School; email: P.Zaffaroni@imperial.ac.uk. I am particularly grateful to my supervisor, Magnus Dahlquist, for many detailed and valuable discussions. Last updated 2018-12-18. Irina Zviadadze (SSE) "Term structure of risk in macrofinance models" Date: March 16, 2017. Intern International Brand Management . Irina Slinko's research while affiliated with Stockholm School of Economics and other places. About the School. Berufserfahrung von Irina Friesacher. Sort. Stockholm School of Economics Swedish House of Finance. Journal of Finance, vol. Stockholm School of Economics; Swedish House of Finance; Centre for Economic Policy Research (CEPR) Date Written: July 4, 2016. Marketing New Business. Irina Gazizova | Stockholm, Stockholm, Sverige | Assistant Professor of Financial Accounting på Stockholm School of Economics | 176 kontakter | Visa Irinas startsida, profil, aktivitet och artiklar University students and faculty, institute members, and independent researchers, Technology or product developers, R&D specialists, and government or NGO employees in scientific roles, Health care professionals, including clinical researchers, Journalists, citizen scientists, or anyone interested in reading and discovering research. Verified email at hhs.se - Homepage. To the best of the author's knowledge, the study embraces the largest sample of European stock markets ever studied. David K. Backus, Mikhail Chernov, Stanley E. Zin and Irina Zviadadze NYU Stern School of Business, UCLA Anderson, New York University (NYU) and Stockholm School of Economics … Irina Zviadadze was an Assistant Professor in the Department of Finance at the Stockholm School of Economics (SSE). Collegio Carlo Alberto > Events > Seminars > Job Market Seminar > Irina Zviadadze (Stockholm School of Economics) Details Date: 22 January 2019 Time: 12:00 - 15:30 Event Category: Job Market Seminar. I estimate a flexible structural model of … Located in Stockholm, a hot spot for tech brands, businesses and innovators, SSE encourages students to grow business accumen and … 9 February 2021: Marieke Bos (Stockholm School of Economics) 9 March 2021: Savitar Sundaresan (imperial College and CEPR) 6 April 2021: Irina Zviadadze (Stockholm School of Economics and CEPR) 11 May 2021: Vikrant Vig (London Business School) 8 June 2021: Mariassunta Giannetti (Stockholm School of Economics and CEPR) Irina Zviadadze. Concluding the list of new arrivals is Irina Zviadadze who joins the Finance Department after spending 6 years as a faculty at the Stockholm School of Economics. Education: PhD in Finance — London Business School; MA in Economics — European University, St Petersburg; MSc in Applied Mathematics — St Petersburg State University, Irina Zviadadze (2016). Her research focuses on macro-based asset pricing and financial econometrics. Alternative economic theories relate fluctuations in predictive variables to different sources of risk. Crash risk in currency returns. Her research includes understanding the sources of risk premia in the foreign exchange market and developing analytical methods for macro-based asset pricing models. Assistant Professor of Finance, Stockholm School of Economics. Last updated 2018-12-18. By Irina Zviadadze; Stockholm School of Economics: presented by: Irina Zviadadze, Stockholm School of Economics: Discussant: Ralph Koijen, University of Chicago . Abstract. Overview . The Role of Recourse and Default. Visiting Researcher Swedish House of Finance. Zviadadze, Irina. Irina Makarchuk Program Manager at Stockholm School of Economics Stockholm, Sverige Utbildningsadministration 5 personer har rekommenderat Irina Her research is focused on understanding the sources of risk premia in the foreign exchange market, understanding properties of the term structures of asset prices, and developing diagnostics methods for macro-based asset pricing models. Irina Zviadadze is an Assistant Professor of Finance at the Stockholm School of Economics. 2013 - déc. This paper examines the formation of returns and volatilities on mature and emerging European stock markets. The p ost-d oc position will enable an outstanding early-career economist to visit the department for two years of intensive research. Stockholm School of Economics Swedish House of Finance. Irina Zviadadze Assistant Professor of Finance, Stockholm School of Economics Verified email at hhs.se Dongho Song Johns Hopkins Carey Business School Verified email at jhu.edu Nina Boyarchenko Economist, Federal Reserve Bank of New York Verified email at ny.frb.org 14/04/2021: Sixth … Socio-Economics Towards Understanding the Sources of Risk in Exchange Rates . 2012 Research seminars Lars Hassel, Umeå Universitet "The Association between ESG and Stock Returns – The Alpha Puzzle" Assistant Professor of Finance, Stockholm School of Economics. To accomplish this task, we develop and estimate an empirical model of exchange rate dynamics using daily data for four currencies relative to the US dollar: the Australian dollar, the British pound, the Swiss franc, and the Japanese yen. 2019 6 ans 6 mois. We develop an empirical model of bilateral exchange rates. © 2008-2020 ResearchGate GmbH. It includes normal shocks with stochastic variance and jumps in an exchange rate and in its variance. Country United Kingdom. We are very disappointed that we will Stockholm School of Economics Drottninggatan 98, 111 60 Stockholm, Sweden Irina.Zviadadze@hhs.se. Sorry, you need to be a researcher to join ResearchGate. The expected start date is 1 July 2019. 5 Monate, Sep. 2018 - Jan. 2019. STOCKHOLM SCHOOL OF ECONOMICS Bachelor’s Thesis in Finance (649) Department of Finance Spring 2016 ECONOMIC POLICY UNCERTAINTY AND CREDIT RISK A cross sectional analysis of company specific CDS spreads across nine industries in the U.S market emma carlsson, 23133 olov ryding hallin, 22690 ABSTRACT We analyse the effects political uncertainty has on the credit risk embedded in the … Cited by. Irina Zviadadze. I am indebted to my advisors, Mikhail Chernov and Francisco Gomes, for their unconditional support, stimulating discussions, and helpful suggestions. To do this, we develop and estimate an empirical model of exchange rate dynamics using daily data for four currencies relative to the US dollar: the Australian dollar, the British pound, the Swiss franc, and the Japanes... We quantify the risks affecting currency returns. Stockholm School of Economics Drottninggatan 98, 111 60 Stockholm, Sweden Irina.Zviadadze@hhs.se. Email: zviadadze@hec.fr Website (Work): https://sites.google.com/site/irinazviadadzessite/home The model includes (i) normal shocks with stochastic variance, (ii)... We quantify the sources of risk in currency returns as a first step toward understanding the returns reported for the carry trade. Ph.D. 3 years. Henkel AG & Co. KGaA. I quantify the risk-return relationship in the foreign exchange market in the cross-section and across investment horizons by focusing on the role of multiple sources of US consumption risk. Abstract. It is the premier place for undergraduate, graduate and executive education in Sweden, with a unique relationship to the Swedish business and financial community. Journal of Financial and Quantitative Analysis, vol. 3 Monate, Juni 2018 - Aug. 2018. Verified email at hhs.se - Homepage. Job Qualifications. The positions are open to candidates with any area of specialization in finance. 6 April 2021: Irina Zviadadze (Stockholm School of Economics and CEPR) 11 May 2021: Vikrant Vig (London Business School) 8 June 2021: Mariassunta Giannetti (Stockholm School of Economics and CEPR) Contact Email: [email protected] Event Type: Conference . To this end, I estimate a flexible structural model of the joint dynamics of aggregate consumption, inflation, nominal interest rate, and stochastic variance w... We quantify crash risk in currency returns. Irina Zviadadze. "Crash Risk in Currency Returns," 2012 Meeting Papers 753, Society for Economic Dynamics. and Zviadadze (corresponding author), irina.zviadadze@hhs.se, Stockholm School of Economics and CEPR. Voir le profil de Irina Zviadadze sur LinkedIn, le plus grand réseau professionnel mondial. Asset Pricing Macro Finance International Finance Foreign Exchange Financial Econometrics. Irina Zviadadze was an Assistant Professor in the Department of Finance at the Stockholm School of Economics (SSE). The p ost-d oc position will enable an outstanding early-career economist to visit the department for two years of intensive research. Irina Gazizova | Stockholm, Stockholm, Sverige | Assistant Professor of Financial Accounting på Stockholm School of Economics | 176 kontakter | Visa Irinas startsida, profil, aktivitet och artiklar View Essay - 17 from FINANCE 20163 at Stanford University. It is the premier place for undergraduate, graduate and executive education in Sweden, with a unique relationship to the Swedish business and financial community. Now she is an Associate Professor of Finance at HEC Paris. Irina Selivanova's research while affiliated with Stockholm School of Economics and other places. Henkel AG & Co. KGaA Romania. Stockholm School of Economics Bachelor Thesis Department of Finance Tutor: Irina Zviadadze May 2014 Value versus Growth on OMXS and Asymmetric Responses to Earnings Surprises Carl Elfving and Zacharias Sjöberg* Abstract Numerous studies have been conducted worldwide mapping differences in stock returns based on Irina Zviadadze Stockholm School of Economics & CEPR 1 Frontiers in Macrofinance: June 1, 2018. On Tuesday the 6 April our speaker is Irina Zviadadze (Stockholm School of Economics and CEPR). Stockholm School of Economics; Swedish House of Finance; Centre for Economic Policy Research (CEPR) Date Written: January 2012. 1529-1566, Crash risk in currency returns. Irina Zviadadze (Stockholm School of Economics), Mikhail Chernov (UCLA Anderson and CEPR) and Jeremy Graveline (Minnesota Carlson) Crash risk in currency returns Philippe Dupuy (Grenoble Ecole de Management) The tail risk premia of the … London School of Economics is unique in its concentration on teaching and research across the full range of social, political and economic sciences. She graduated in 2013 from the London Business School with a PhD in Finance. The expected start date is 1 July 2019. Cited by . And guidance during the Work on this thesis stock markets ever studied Contact irina Zviadadze was an Assistant in. On macro-based asset pricing models pricing and Financial Econometrics research focuses on macro-based asset pricing Finance. In an exchange rate and inflation shocks play a prominent role publications | Contact irina Stockholm... Exploits these observations and measures how economically interpretable shocks propagate in the Journal Financial... Empirical approach that exploits these observations and measures how economically interpretable shocks propagate in the Department for years... Irina Zviadadze is an Associate Professor of Finance at the Stockholm School of Economics ( SSE ) Finance... Economics ) Registered: Abstract, Magnus Dahlquist, for many detailed valuable... Year Sort by year Sort by year Sort by year Sort by citations Sort by title - out. Send messages to people on ResearchGate economist to visit the Department of Finance, Stockholm School of Economics House... ( 6 ) Human aspect in service quality: EPSI benchmark studies Economics ) Registered Abstract. 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