Skip to contents Crump, Richard K. [Author] ; Gospodinov, Nikolay [Other] Deconstructing the Yield Curve Books View online Schließen > Access https://ssrn.com/abstract=3368414 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: FRB of New York Staff Report ; No. 884 Assa, Hirbod [Author] ; Gospodinov, Nikolay [Other] Hedging and Pricing in Imperfect Markets Under Non-Convexity Books View online Schließen > Access https://ssrn.com/abstract=2580427 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-13 Assa, Hirbod [Author] ; Gospodinov, Nikolay [Other] Market Consistent and Sub-Consistent Valuations in Incomplete Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2659731 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Anatolyev, Stanislav [Author] ; Gospodinov, Nikolay [Other] Multivariate Return Decomposition : Theory and Implications Books View online Schließen > Access https://ssrn.com/abstract=3029726 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: FRB Atlanta Working Paper ; No. 2015-7 Assa, Hirbod [Author] ; Gospodinov, Nikolay [Other] Hedging and Pricing in Imperfect Markets Under Non-Convexity Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2250444 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Anatolyev, Stanislav [Author] ; Gospodinov, Nikolay [Other] Specification Testing in Models with Many Instruments Books View online Schließen > Access https://ssrn.com/abstract=1452689 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Gospodinov, Nikolay [Author] Asset Co-Movements : Features and Challenges Books View online Schließen > Access https://ssrn.com/abstract=3092152 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FRB Atlanta Working Paper ; No. 2017-11 Gospodinov, Nikolay [Author] ; Maasoumi, Esfandiar [Other] General Aggregation of Misspecified Asset Pricing Models Books View online Schließen > Access https://ssrn.com/abstract=3092151 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FRB Atlanta Working Paper ; No. 2017-10 Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robot, Cesare [Other] Too Good to Be True? Fallacies in Evaluating Risk Factor Models Books View online Schließen > Access https://ssrn.com/abstract=3092150 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FRB Atlanta Working Paper ; No. 2017-9 Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Analytical Solution for the Constrained Hansen-Jagannathan Distance Under Multivariate Ellipticity Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2479458 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2012-18 Gospodinov, Nikolay [Author] ; Wei, Bin [Other] Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models Books View online Schließen > Access https://ssrn.com/abstract=2730478 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: FRB Atlanta Working Paper ; No. 2016-3 Gospodinov, Nikolay [Author] ; Komunjer, Ivana [Other]; Ng, Serena [Other] Minimum Distance Estimation of Dynamic Models with Errors-in-Variables Books View online Schließen > Access https://ssrn.com/abstract=2580367 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-11 Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2579821 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2013-9 Gospodinov, Nikolay [Author] ; Lkhagvasuren, Damba [Other] A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains Books View online Schließen > Access https://ssrn.com/abstract=2478493 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper 2013-05 Gospodinov, Nikolay [Author] ; Jamali, Ibrahim [Other] Monetary Policy Surprises, Positions of Traders, and Changes in Commodity Futures Prices Books View online Schließen > Access https://ssrn.com/abstract=2579859 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper 2013-12 Gospodinov, Nikolay [Author] ; Jamali, Ibrahim [Other] The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks Books View online Schließen > Access https://ssrn.com/abstract=2580437 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-14 Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Robust Inference in Linear Asset Pricing Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2179620 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Rotman School of Management Working Paper ; No. 2179620 Gospodinov, Nikolay [Author] The Role of Commodity Prices in Forecasting U.S. Core Inflation Books View online Schließen > Access https://ssrn.com/abstract=2732008 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: FRB Atlanta Working Paper ; No. 2016-5 Gospodinov, Nikolay [Author] The role of commodity prices in forecasting U.S. core inflation Books View online Schließen > Links http://hdl.handle.net/10419/172902 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2016 Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Spurious Inference in Unidentified Asset-Pricing Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2580391 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-12
Crump, Richard K. [Author] ; Gospodinov, Nikolay [Other] Deconstructing the Yield Curve Books View online Schließen > Access https://ssrn.com/abstract=3368414 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: FRB of New York Staff Report ; No. 884
Assa, Hirbod [Author] ; Gospodinov, Nikolay [Other] Hedging and Pricing in Imperfect Markets Under Non-Convexity Books View online Schließen > Access https://ssrn.com/abstract=2580427 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-13
Assa, Hirbod [Author] ; Gospodinov, Nikolay [Other] Market Consistent and Sub-Consistent Valuations in Incomplete Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2659731 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Anatolyev, Stanislav [Author] ; Gospodinov, Nikolay [Other] Multivariate Return Decomposition : Theory and Implications Books View online Schließen > Access https://ssrn.com/abstract=3029726 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: FRB Atlanta Working Paper ; No. 2015-7
Assa, Hirbod [Author] ; Gospodinov, Nikolay [Other] Hedging and Pricing in Imperfect Markets Under Non-Convexity Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2250444 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Anatolyev, Stanislav [Author] ; Gospodinov, Nikolay [Other] Specification Testing in Models with Many Instruments Books View online Schließen > Access https://ssrn.com/abstract=1452689 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Gospodinov, Nikolay [Author] Asset Co-Movements : Features and Challenges Books View online Schließen > Access https://ssrn.com/abstract=3092152 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FRB Atlanta Working Paper ; No. 2017-11
Gospodinov, Nikolay [Author] ; Maasoumi, Esfandiar [Other] General Aggregation of Misspecified Asset Pricing Models Books View online Schließen > Access https://ssrn.com/abstract=3092151 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FRB Atlanta Working Paper ; No. 2017-10
Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robot, Cesare [Other] Too Good to Be True? Fallacies in Evaluating Risk Factor Models Books View online Schließen > Access https://ssrn.com/abstract=3092150 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: FRB Atlanta Working Paper ; No. 2017-9
Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Analytical Solution for the Constrained Hansen-Jagannathan Distance Under Multivariate Ellipticity Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2479458 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2012-18
Gospodinov, Nikolay [Author] ; Wei, Bin [Other] Forecasts of Inflation and Interest Rates in No-Arbitrage Affine Models Books View online Schließen > Access https://ssrn.com/abstract=2730478 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: FRB Atlanta Working Paper ; No. 2016-3
Gospodinov, Nikolay [Author] ; Komunjer, Ivana [Other]; Ng, Serena [Other] Minimum Distance Estimation of Dynamic Models with Errors-in-Variables Books View online Schließen > Access https://ssrn.com/abstract=2580367 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-11
Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Misspecification-Robust Inference in Linear Asset Pricing Models with Irrelevant Risk Factors Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2579821 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2013-9
Gospodinov, Nikolay [Author] ; Lkhagvasuren, Damba [Other] A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains Books View online Schließen > Access https://ssrn.com/abstract=2478493 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper 2013-05
Gospodinov, Nikolay [Author] ; Jamali, Ibrahim [Other] Monetary Policy Surprises, Positions of Traders, and Changes in Commodity Futures Prices Books View online Schließen > Access https://ssrn.com/abstract=2579859 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper 2013-12
Gospodinov, Nikolay [Author] ; Jamali, Ibrahim [Other] The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks Books View online Schließen > Access https://ssrn.com/abstract=2580437 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-14
Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Robust Inference in Linear Asset Pricing Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2179620 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Rotman School of Management Working Paper ; No. 2179620
Gospodinov, Nikolay [Author] The Role of Commodity Prices in Forecasting U.S. Core Inflation Books View online Schließen > Access https://ssrn.com/abstract=2732008 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: FRB Atlanta Working Paper ; No. 2016-5
Gospodinov, Nikolay [Author] The role of commodity prices in forecasting U.S. core inflation Books View online Schließen > Links http://hdl.handle.net/10419/172902 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2016
Gospodinov, Nikolay [Author] ; Kan, Raymond [Other]; Robotti, Cesare [Other] Spurious Inference in Unidentified Asset-Pricing Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2580391 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: FRB Atlanta Working Paper ; No. 2014-12
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