Concepedia

Nikolay Gospodinov

NG

36

Publications

1.3K

Citations

23

H-Index

2002

Active since

Affiliations

Federal Reserve Bank of Atlanta(Current)

Concordia University

University of Toronto

American University of Beirut

Columbia University

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

Top concepts

BusinessFinanceEconomicsStatisticsEconometricsAsset PricingEngineeringEconomic AnalysisFinancial EconomicsVolatility Modeling

Publications per year

2002–2022

36

Publications

36

Commodity Prices, Convenience Yields, and Inflation

Nikolay Gospodinov, Serena Ng · The Review of Economics and Statistics · 2011 · 157 citations

Commodity Convenience Yields, Economics, Monetary Policy +13

Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors

Nikolay Gospodinov, Raymond Kan, Cesare Robotti · Review of Financial Studies · 2014 · 124 citations

Empirical Finance, Misspecification-robust Inference, Financial Mathematics +17

Modeling Financial Return Dynamics via Decomposition

Stanislav Anatolyev, Nikolay Gospodinov · Journal of Business and Economic Statistics · 2010 · 68 citations

Volatility Modeling, Financial Return Dynamics, Excess Stock Returns +19

Chi-squared tests for evaluation and comparison of asset pricing models

Nikolay Gospodinov, Raymond Kan, Cesare Robotti · Journal of Econometrics · 2012 · 60 citations

Empirical Finance, Chi-squared Tests, Economics +7

Spurious Inference in Reduced-Rank Asset-Pricing Models

Nikolay Gospodinov, Raymond Kan, Cesare Robotti · Econometrica · 2017 · 57 citations

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