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Andrey Ermolov
Andrey Ermolov
Gabelli School of Business, Fordham University
Verified email at gsb.columbia.edu - Homepage
Title
Cited by
Cited by
Year
Bad environments, good environments: A non-Gaussian asymmetric volatility model
G Bekaert, E Engstrom, A Ermolov
Journal of Econometrics 186 (1), 258-275, 2015
1062015
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis
G Bekaert, E Engstrom, A Ermolov
Covid Economics 25, 141-168, 2020
1052020
Metabolic regulation in progression to autoimmune diabetes
M Sysi-Aho, A Ermolov, PV Gopalacharyulu, A Tripathi, ...
PLoS Computational Biology 7 (10), e1002257, 2011
1022011
Gender‐dependent progression of systemic metabolic states in early childhood
J Nikkilä, M Sysi‐Aho, A Ermolov, T Seppänen‐Laakso, O Simell, S Kaski, ...
Molecular systems biology 4 (1), 197, 2008
732008
Macro risks and the term structure of interest rates
G Bekaert, E Engstrom, A Ermolov
Journal of Financial Economics 141 (2), 479-504, 2021
47*2021
Time-Varying Risk of Nominal Bonds: How Important are Macroeconomic Shocks?
A Ermolov
Journal of Financial Economics 145 (1), 1-28, 2022
312022
The variance risk premium in equilibrium models
G Bekaert, E Engstrom, A Ermolov
Review of Finance 27 (6), 1977-2014, 2023
202023
International Yield Co-movements
G Bekaert, A Ermolov
Journal of Financial and Quantitative Analysis 58 (1), 250-288, 2023
152023
When and Where Is It Cheaper to Issue Inflation-Linked Debt?
A Ermolov
The Review of Asset Pricing Studies 11 (3), 610-653, 2021
82021
International real yields
A Ermolov
Paris December 2017 Finance Meeting EUROFIDAI-AFFI, 2017
82017
Identifying aggregate demand and supply shocks using sign restrictions and higher-order moments
G Bekaert, E Engstrom, A Ermolov
Columbia Business School Research Paper, 2022
42022
A Uni ed Theory of Bond and Currency Markets
A Ermolov
42014
Uncertainty and the economy: The evolving distributions of aggregate supply and demand shocks
G Bekaert, E Engstrom, A Ermolov
Available at SSRN 3765164, 2021
32021
The US Government Bond Liquidity during the COVID-19 Pandemic
A Ermolov
Available at SSRN 3619251, 2020
32020
Macroeconomic Volatility and Asset Prices
A Ermolov
Columbia University, 2015
2015
Metabolic phenotypes in preclinical autoimmune diabetes in man and mouse: pathways behind progression to overt disease
M Oresic, M Sysi-Aho, A Ermolov, P Gopalacharyulu, T Seppänen-Laakso, ...
Diabetologia 53 (1 Supplement), S175, 2010
2010
Market trends and trading in options versus stocks
A Ermolov
2010
Common metabolic phenotypes en route to autoimmunity and type 1 diabetes in man and mouse
T Seppänen-Laakso, M Sysi-Aho, A Ermolov, J Nikkilä, L Yetukuri, ...
5th Annual International Conference of The Metabolomics Society, 2009
2009
Analysis of differences between metabolic time series with hidden Markov models
A Ermolov
2007
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Articles 1–19