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The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
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2023
Persistent link: https://www.econbiz.de/10014414346
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Crypto carry
Schmeling, Maik
;
Schrimpf, Andreas
;
Todorov, Karamfil
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2023
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This version: March 24, 2023
Persistent link: https://www.econbiz.de/10014249691
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ETFs, illiquid assets, and fire sales
Shim, John J.
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Todorov, Karamfil
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2021
Persistent link: https://www.econbiz.de/10012798259
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What drives repo haircuts? : evidence from the UK market
Julliard, Christian
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Pinter, Gabor
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Todorov, Karamfil
; …
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2022
Persistent link: https://www.econbiz.de/10013327191
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