Nikolay Gospodinov - Concepedia

Author

Nikolay Gospodinov

Federal Reserve Bank of Atlanta

Also Known As

Gospodinov, Nikolay, N. Gospodinov, NIKOLAY GOSPODINOV, Nikolay Gospodinov

139

Publications

1.5K

Citations

H-Index

Concepts

All Affiliations

Federal Reserve Bank of Atlanta Concordia University University of Toronto American University of Beirut Columbia University

About

Nikolay Gospodinov is an author at Federal Reserve Bank of Atlanta specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	17	21	933
2	Engineering	10	10	258
3	Management	3	3	222
4	Health Sciences	1	1	24
5	Law	1	1	46

Nikolay Gospodinov

Publications

1.3K

Citations

H-Index

Page 1

	Year	Citations
Commodity Prices, Convenience Yields, and Inflation Nikolay Gospodinov, Serena Ng The Review of Economics and Statistics Commodity Convenience YieldsEconomicsMonetary PolicyEconomic ForecastingMacroeconomics	2011	157
Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors Nikolay Gospodinov, Raymond Kan, Cesare Robotti Review of Financial Studies Empirical FinanceMisspecification-robust InferenceFinancial MathematicsComputational FinanceAsset Pricing	2014	124
Modeling Financial Return Dynamics via Decomposition Stanislav Anatolyev, Nikolay Gospodinov Journal of Business and Economic Statistics Volatility ModelingFinancial Return DynamicsExcess Stock ReturnsFinancial MathematicsDecomposition Model	2010	68
Chi-squared tests for evaluation and comparison of asset pricing models Nikolay Gospodinov, Raymond Kan, Cesare Robotti Journal of Econometrics Empirical FinanceChi-squared TestsEconomicsAsset PricingManagement	2012	60
Spurious Inference in Reduced-Rank Asset-Pricing Models Nikolay Gospodinov, Raymond Kan, Cesare Robotti Econometrica	2017	57
Forecasting volatility Nikolay Gospodinov, Athanasia Gavala, Jiang Deming Journal of Forecasting Forecasting MethodologyVolatility ModelingMultivariate Stochastic VolatilityEngineeringEconomic Forecasting	2006	54
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium Nikolay Gospodinov, Ibrahim Jamali Journal of Empirical Finance Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing	2012	50
Tobacco taxes and regressivity Nikolay Gospodinov, Ian Irvine Journal of Health Economics Tobacco ControlPublic PolicyEconomicsFederal Income TaxFederal Tax	2008	46
Asymptotic confidence intervals for impulse responses of near‐integrated processes Nikolay Gospodinov Econometrics Journal Econometric ModelEconomicsImpulse ResponseFinancial Time Series AnalysisBusiness	2004	44
The response of stock market volatility to futures-based measures of monetary policy shocks Nikolay Gospodinov, Ibrahim Jamali International Review of Economics & Finance Monetary PolicyEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2014	41

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