George Panayotov, Ph.D.
Affiliations: | 2005 | University of Maryland, College Park, College Park, MD |
Area:
FinanceGoogle:
"George Panayotov"Parents
Sign in to add mentor| Dilip Madan | grad student | 2005 | University of Maryland | |
| (Three essays on volatility issues in financial markets.) | ||||
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Publications
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| Panayotov G. (2020) Global Risks in the Currency Market Review of Finance |
| Bakshi G, Madan D, Panayotov G. (2016) Heterogeneity in Beliefs and Volatility Tail Behavior Journal of Financial and Quantitative Analysis. 50: 1389-1414 |
| Bakshi G, Panayotov G. (2013) Predictability of currency carry trades and asset pricing implications Journal of Financial Economics. 110: 139-163 |
| Bakshi G, Panayotov G, Skoulakis G. (2011) Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios Journal of Financial Economics. 100: 475-495 |
| Bakshi G, Madan D, Panayotov G. (2010) Returns of claims on the upside and the viability of U-shaped pricing kernels Journal of Financial Economics. 97: 130-154 |
| Bakshi G, Madan D, Panayotov G. (2010) Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes Journal of Business and Economic Statistics. 28: 380-396 |
| Bakshi G, Panayotov G. (2010) First-passage probability, jump models, and intra-horizon risk Journal of Financial Economics. 95: 20-40 |