Nikolay Gospodinov

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

ORCID: 0000-0003-4835-7239

Federal Reserve Bank of Atlanta

Publications

• Deconstructing the Yield Curve — The Review of Financial Studies 2025
• Common pricing across asset classes: Empirical evidence revisited — Journal of Financial Economics 2021
• Too good to be true? Fallacies in evaluating risk factor models — Journal of Financial Economics 2019
• Spurious Inference in Reduced-Rank Asset-Pricing Models — Econometrica 2017
• Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors — The Review of Financial Studies 2014
• On the Factor Structure of Bond Returns — Econometrica