Browsing All of EconStor by Author Gospodinov, Nikolay
Showing results 1 to 20 of 20
| Year of Publication | Title | Author(s) |
| 2010 | On the Hansen-Jagannathan distance with a no-arbitrage constraint | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2010 | Further results on the limiting distribution of GMM sample moment conditions | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2011 | Chi-squared tests for evaluation and comparison of asset pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2012 | Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2012 | Robust iInference in linear asset pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2013 | Minimum distance estimation of possibly non-invertible moving average models | Gospodinov, Nikolay; Ng, Serena |
| 2013 | A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains | Gospodinov, Nikolay; Lkhagvasuren, Damba |
| 2013 | Misspecification-robust inference in linear asset pricing models with irrelevant risk factors | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2013 | Monetary policy surprises, positions of traders, and changes in commodity futures prices | Gospodinov, Nikolay; Jamali, Ibrahim |
| 2013 | A staggered pricing approach to modeling speculative storage: Implications for commodity price dynamics | Assa, Hirbod; Dabbous, Amal; Gospodinov, Nikolay |
| 2014 | Spurious inference in unidentified asset-pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2014 | The response of stock market volatility to futures-based measures of monetary policy shocks | Gospodinov, Nikolay; Jamali, Ibrahim |
| 2014 | Minimum distance estimation of dynamic models with errors-in-variables | Gospodinov, Nikolay; Komunjer, Ivana; Ng, Serena |
| 2014 | Hedging and pricing in imperfect markets under non-convexity | Assa, Hirbod; Gospodinov, Nikolay |
| 2015 | Foreign exchange predictability during the financial crisis: Implications for carry trade profitability | Anatolyev, Stanislav; Gospodinov, Nikolay; Jamali, Ibrahim; Liu, Xiaochun |
| 2015 | Multivariate return decomposition: Theory and implications | Anatolyev, Stanislav; Gospodinov, Nikolay |
| 2015 | Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models | Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare |
| 2016 | The role of commodity prices in forecasting U.S. core inflation | Gospodinov, Nikolay |
| 2016 | Forecasts of inflation and interest rates in no-arbitrage affine models | Gospodinov, Nikolay; Wei, Bin |
| 2017 | A robust approach to hedging and pricing in imperfect markets | Assa, Hirbod; Gospodinov, Nikolay |
