George Kamenov Panayotov

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8419-2227

Hong Kong University of Science and Technology, Hong Kong

Publications

• Eye in the sky: Private satellites and government macro data — Journal of Financial Economics 2021
• A Theory of Dissimilarity Between Stochastic Discount Factors — Management Science 2021
• Global Risks in the Currency Market — Review of Finance 2020
• Good Carry, Bad Carry — Journal of Financial and Quantitative Analysis 2020
• Heterogeneity in Beliefs and Volatility Tail Behavior — Journal of Financial and Quantitative Analysis 2015
• Predictability of currency carry trades and asset pricing implications — Journal of Financial Economics 2013
• Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios — Journal of Financial Economics 2011
• First-passage probability, jump models, and intra-horizon risk — Journal of Financial Economics 2010