Aytek MalkhozovReaderEmail: a.malkhozov@qmul.ac.ukRoom Number: GC509Website: https://sites.google.com/view/aytekmalkhozov/PublicationsResearchPublications Hanson S. G., Malkhozov A., Venter G. (2023) Demand and Supply Imbalance Risk and Long-Term Swap Spreads, Journal of Financial Economics, Volume 154 Akbari A., Carrieri F., Malkhozov A. (2022) Can Cross-Border Funding Frictions Explain Financial Integration Reversals? Review of Financial Studies, 35(1), 394-437 Bretscher L., Malkhozov A., Tamoni A. (2021) Expectations and Aggregate Risk Journal of Monetary Economics, 123, 91-108 Malkhozov A., Mueller P., Vedolin A., G. Venter. (2016) Mortgage Risk and the Yield Curve Review of Financial Studies, 29(5), 1220-1253 Barras L., Malkhozov A. (2016)Does Variance Risk Have Two Prices? Journal of Financial Economics, 212(1), 79-92 Bech M., Malkhozov A. (2016) How Have Central Banks Implemented Negative Policy Rates? BIS Quarterly Review, March 2016, 31-44 Malkhozov A. (2014) Asset Prices in Affine Real Business Cycle Models Journal of Economic Dynamics and Control, 45, 180-193