Returns of claims on the upside and the viability of U-shaped pricing kernels G Bakshi, D Madan, G Panayotov Journal of Financial Economics 97 (1), 130-154, 2010 | 205 | 2010 |
The Baltic Dry Index as a predictor of global stock returns, commodity returns, and global economic activity G Bakshi, G Panayotov, G Skoulakis Commodity Returns, and Global Economic Activity (October 1, 2010), 2010 | 188 | 2010 |
Predictability of currency carry trades and asset pricing implications G Bakshi, G Panayotov Journal of financial economics 110 (1), 139-163, 2013 | 184 | 2013 |
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios G Bakshi, G Panayotov, G Skoulakis Journal of Financial Economics 100 (3), 475-495, 2011 | 114 | 2011 |
Good carry, bad carry G Bekaert, G Panayotov Journal of Financial and Quantitative Analysis 55 (4), 1063-1094, 2020 | 79 | 2020 |
First-passage probability, jump models, and intra-horizon risk G Bakshi, G Panayotov Journal of Financial Economics 95 (1), 20-40, 2010 | 66 | 2010 |
Eye in the sky: private satellites and government macro data A Mukherjee, G Panayotov, J Shon Journal of Financial Economics, 2019 | 45 | 2019 |
Heterogeneity in beliefs and volatility tail behavior G Bakshi, D Madan, G Panayotov Journal of Financial and Quantitative Analysis 50 (6), 1389-1414, 2015 | 28 | 2015 |
Global Risks in the Currency Market G Panayotov Review of Finance, 2019 | 22 | 2019 |
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes G Bakshi, D Madan, G Panayotov Journal of Business & Economic Statistics 28 (3), 380-396, 2010 | 13 | 2010 |
The capital adeqacy puzzle G Bakshi, G Panayotov working paper, Smith Business School, University of Maryland, 2007 | 8 | 2007 |
A theory of dissimilarity between stochastic discount factors G Bakshi, X Gao, G Panayotov Management Science 67 (7), 4602-4622, 2021 | 7 | 2021 |
Measuring vaccine effectiveness from limited public health datasets: Framework and estimates from India’s second COVID wave A Mukherjee, G Panayotov, R Sen, H Dutta, P Ghosh Science advances 8 (18), eabn4274, 2022 | 5 | 2022 |
An asset pricing theory of volatility tail behavior G Bakshi, DB Madan, G Panayotov Available at SSRN 1785923, 2010 | 2 | 2010 |
Sanctions, Satellites, Suspect Ships A Dutt, A Mukherjee, G Panayotov, D Roy, X Wen Available at SSRN 4796337, 2024 | | 2024 |
A Theory of Dissimilarity Between Stochastic Discount Factors GK Panayotov, X Gao, G Bakshi Management Science, 2021 | | 2021 |
Currency Puzzles and the Oil Connection G Panayotov HKUST Business School Research Paper, 2020 | | 2020 |
Eye in the Sky: Private Satellites and Government Macro Data GK Panayotov, J Shon | | 2020 |
Carry Trades and Global Risk G Panayotov, DBYZR HUSZÁR | | 2018 |
Theory of Dissimilarity between Stochastic Discount Factors X Gao, G Bakshi, GK Panayotov | | 2017 |