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Oleksandr Zhylyevskyy

Personal Details

First Name:Oleksandr
Middle Name:
Last Name:Zhylyevskyy
Suffix:
RePEc Short-ID:pzh650
http://www2.econ.iastate.edu/faculty/zhylyevskyy/

Affiliation

Department of Economics
Iowa State University

Ames, Iowa (United States)
http://www.econ.iastate.edu/

: +1 515.294.6741
+1 515.294.0221
260 Heady Hall, Ames, IA 50011-1070
RePEc:edi:deiasus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Glenn Boyle & Roger Stover & Amrit Tiwana & Oleksandr Zhylyevskyy, 2016. "“Honey, the Bank Might Go Bust”: The Response of Finance Professionals to a Banking System Shock," Working Papers in Economics 16/28, University of Canterbury, Department of Economics and Finance.
  2. Boyle, Glenn & Stover, Roger & Tiwana, Amrit & Zhylyevskyy, Oleksandr, 2015. "The Impact of Deposit Insurance on Depositor Behavior During a Crisis: A Conjoint Analysis Approach," Staff General Research Papers Archive 38656, Iowa State University, Department of Economics.
  3. Senia, Mark C. & Jensen, Helen H. & Zhylyevskyy, Oleksandr, 2014. "Time in Eating and Food Preparation among Single Adults," Staff General Research Papers Archive 38658, Iowa State University, Department of Economics.
  4. Serguey Khovansky & Zhylyevskyy, Oleksandr, 2013. "Impact of idiosyncratic volatility on stock returns: A cross-sectional study," Staff General Research Papers Archive 35915, Iowa State University, Department of Economics.
  5. Zhylyevskyy, Oleksandr & Jensen, Helen H. & Garasky, Steven & Cutrona, Carolyn E. & Gibbons, Frederick X., 2013. "Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African Americans," Staff General Research Papers Archive 35560, Iowa State University, Department of Economics.
  6. Senia, Mark C. & Jensen, Helen H. & Zhylyevskyy, Oleksandr, 2013. "Time in Eating and Food Preparation for Single-Headed Households," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149983, Agricultural and Applied Economics Association.
  7. Zhylyevskyy, Oleksandr, 2012. "Efficient Pricing of European-Style Options Under Heston's Stochastic Volatility Model," Staff General Research Papers Archive 34827, Iowa State University, Department of Economics.
  8. Serguey Khovansky & Zhylyevskyy, Oleksandr, 2012. "Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns," Staff General Research Papers Archive 34990, Iowa State University, Department of Economics.
  9. Zhylyevskyy, Oleksandr, 2012. "Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications," Staff General Research Papers Archive 35559, Iowa State University, Department of Economics.
  10. Zhylyevskyy, Oleksandr, 2012. "Spousal Conflict and Divorce," Staff General Research Papers Archive 34813, Iowa State University, Department of Economics.
  11. Zhylyevskyy, Oleksandr & Serguey Khovansky, 2011. "Cross-sectional GMM estimation under a common data shock," Staff General Research Papers Archive 36085, Iowa State University, Department of Economics.
  12. Zhylyevskyy, Oleksandr & Jensen, Helen H. & Garasky, Steven B. & Cutrona, Carolyn E. & Gibbons, Frederick X., 2011. "Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African American Youths," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103411, Agricultural and Applied Economics Association.
  13. Serguey Khovansky & Zhylyevskyy, Oleksandr, 2011. "What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range," Staff General Research Papers Archive 32769, Iowa State University, Department of Economics.
  14. Zhylyevskyy, Oleksandr, 2010. "The Paradox of Interest Rates of the Greenback Era: A Reexamination," Staff General Research Papers Archive 32050, Iowa State University, Department of Economics.
  15. Ramdas, Kamalini & Zhylyevskyy, Oleksandr & Moore, William L., 2010. "A Methodology to Support Product Differentiation Decisions," Staff General Research Papers Archive 31348, Iowa State University, Department of Economics.
  16. Zhylyevskyy, Oleksandr, 2009. "A Fast Fourier Transform Technique for Pricing American Options Under Stochastic Volatility," Staff General Research Papers Archive 13112, Iowa State University, Department of Economics.
  17. Oleksandr Zhylyevskyy, 2005. "Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme," Computing in Economics and Finance 2005 187, Society for Computational Economics.

Articles

  1. Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2017. "On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 196-202.
  2. Mark C. Senia & Helen H. Jensen & Oleksandr Zhylyevskyy, 2017. "Time in eating and food preparation among single adults," Review of Economics of the Household, Springer, vol. 15(2), pages 399-432, June.
  3. Boyle, Glenn & Stover, Roger & Tiwana, Amrit & Zhylyevskyy, Oleksandr, 2015. "The impact of deposit insurance on depositor behavior during a crisis: A conjoint analysis approach," Journal of Financial Intermediation, Elsevier, vol. 24(4), pages 590-601.
  4. Oleksandr Zhylyevskyy & Helen H. Jensen & Steven B. Garasky & Carolyn E. Cutrona & Frederick X. Gibbons, 2013. "Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African Americans," Southern Economic Journal, Southern Economic Association, vol. 80(1), pages 226-251, July.
  5. Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2013. "Impact of idiosyncratic volatility on stock returns: A cross-sectional study," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3064-3075.
  6. Oleksandr Zhylyevskyy, 2012. "Spousal Conflict and Divorce," Journal of Labor Economics, University of Chicago Press, vol. 30(4), pages 915-962.
  7. Zhylyevskyy, Oleksandr, 2010. "The paradox of interest rates of the Greenback Era: A reexamination," Journal of Monetary Economics, Elsevier, vol. 57(8), pages 1026-1037, November.
  8. Oleksandr Zhylyevskyy, 2010. "A fast Fourier transform technique for pricing American options under stochastic volatility," Review of Derivatives Research, Springer, vol. 13(1), pages 1-24, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Boyle, Glenn & Stover, Roger & Tiwana, Amrit & Zhylyevskyy, Oleksandr, 2015. "The Impact of Deposit Insurance on Depositor Behavior During a Crisis: A Conjoint Analysis Approach," Staff General Research Papers Archive 38656, Iowa State University, Department of Economics.

    Cited by:

    1. Glenn Boyle & Roger Stover & Amrit Tiwana & Oleksandr Zhylyevskyy, 2016. "“Honey, the Bank Might Go Bust”: The Response of Finance Professionals to a Banking System Shock," Working Papers in Economics 16/28, University of Canterbury, Department of Economics and Finance.
    2. Kaposty, Florian & Pfingsten, Andreas & Domikowsky, Christian, 2017. "Market Discipline, Deposit Insurance, and Competitive Advantages: Evidence from the Financial Crisis," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168146, Verein für Socialpolitik / German Economic Association.

  2. Senia, Mark C. & Jensen, Helen H. & Zhylyevskyy, Oleksandr, 2014. "Time in Eating and Food Preparation among Single Adults," Staff General Research Papers Archive 38658, Iowa State University, Department of Economics.

    Cited by:

    1. Senia, Mark C. & Dharmasena, Senarath, 2016. "Factors Affecting the Intake of Dietary Fiber in the United States Diet," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229982, Southern Agricultural Economics Association.
    2. Alagsam, Fuad & Schieffer, Jack, 2016. "The Mindlessness and Mindfulness of Secondary Eating," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235644, Agricultural and Applied Economics Association.
    3. Nancy Folbre & Marta Murray-Close & Jooyeoun Suh, 2018. "Equivalence scales for extended income in the U.S," Review of Economics of the Household, Springer, vol. 16(2), pages 189-227, June.
    4. Juan Du & Takeshi Yagihashi, 2017. "Health capital investment and time spent on health-related activities," Review of Economics of the Household, Springer, vol. 15(4), pages 1215-1248, December.
    5. Lotfali Agheli & Sara Emamgholipour, 2016. "Analyzing Fast Food Consumption among Iranian Urban Households," International Review of Management and Marketing, Econjournals, vol. 6(2), pages 205-212.
    6. Mark, Senia & Senarath, Dharmasena, 2016. "Ascertaining the Role of Socio-Economic-Demographic and Government Food Policy Related Factors on the Per Capita Intake of Dietary Fiber Derived from Consumption of Various Foods in the United States," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235757, Agricultural and Applied Economics Association.

  3. Serguey Khovansky & Zhylyevskyy, Oleksandr, 2013. "Impact of idiosyncratic volatility on stock returns: A cross-sectional study," Staff General Research Papers Archive 35915, Iowa State University, Department of Economics.

    Cited by:

    1. Hasan, Mostafa Monzur & Habib, Ahsan, 2017. "Firm life cycle and idiosyncratic volatility," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 164-175.
    2. Cao, Jie & Han, Bing, 2016. "Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 1-15.
    3. Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.
    4. Su, Zhi & Shu, Tengjia & Yin, Libo, 2018. "The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 218-235.
    5. Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2017. "On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 196-202.
    6. Li, Xiao-Ming & Peng, Lu, 2017. "US economic policy uncertainty and co-movements between Chinese and US stock markets," Economic Modelling, Elsevier, vol. 61(C), pages 27-39.

  4. Zhylyevskyy, Oleksandr & Jensen, Helen H. & Garasky, Steven & Cutrona, Carolyn E. & Gibbons, Frederick X., 2013. "Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African Americans," Staff General Research Papers Archive 35560, Iowa State University, Department of Economics.

    Cited by:

    1. Mark C. Senia & Helen H. Jensen & Oleksandr Zhylyevskyy, 2017. "Time in eating and food preparation among single adults," Review of Economics of the Household, Springer, vol. 15(2), pages 399-432, June.

  5. Zhylyevskyy, Oleksandr, 2012. "Efficient Pricing of European-Style Options Under Heston's Stochastic Volatility Model," Staff General Research Papers Archive 34827, Iowa State University, Department of Economics.

    Cited by:

    1. Chen, Ding & Härkönen, Hannu J. & Newton, David P., 2014. "Advancing the universality of quadrature methods to any underlying process for option pricing," Journal of Financial Economics, Elsevier, vol. 114(3), pages 600-612.
    2. Zhylyevskyy, Oleksandr, 2012. "Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications," Staff General Research Papers Archive 35559, Iowa State University, Department of Economics.
    3. Mrázek, Milan & Pospíšil, Jan & Sobotka, Tomáš, 2016. "On calibration of stochastic and fractional stochastic volatility models," European Journal of Operational Research, Elsevier, vol. 254(3), pages 1036-1046.

  6. Zhylyevskyy, Oleksandr, 2012. "Spousal Conflict and Divorce," Staff General Research Papers Archive 34813, Iowa State University, Department of Economics.

    Cited by:

    1. Rundshagen, Bianca, 2013. "Mediation - Boon or Bane for the Stability and Efficiency of Marriage?," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79840, Verein für Socialpolitik / German Economic Association.
    2. Zhylyevskyy, Oleksandr, 2012. "Spousal Conflict and Divorce," Staff General Research Papers Archive 34813, Iowa State University, Department of Economics.
    3. Brassiolo, Pablo, 2014. "Domestic Violence and Divorce Law: When Divorce Threats Become Credible," Research Department working papers 710, CAF Development Bank Of Latinamerica.
    4. Amanda Gosling & Maria D. C. Garcia-Alonso, 2015. "Endogenous divorce and human capital production," Studies in Economics 1521, School of Economics, University of Kent.

  7. Zhylyevskyy, Oleksandr, 2009. "A Fast Fourier Transform Technique for Pricing American Options Under Stochastic Volatility," Staff General Research Papers Archive 13112, Iowa State University, Department of Economics.

    Cited by:

    1. Kirkby, J. Lars & Nguyen, Duy & Cui, Zhenyu, 2017. "A unified approach to Bermudan and barrier options under stochastic volatility models with jumps," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 75-100.
    2. Zhylyevskyy, Oleksandr, 2012. "Efficient Pricing of European-Style Options Under Heston's Stochastic Volatility Model," Staff General Research Papers Archive 34827, Iowa State University, Department of Economics.
    3. Chen, Ding & Härkönen, Hannu J. & Newton, David P., 2014. "Advancing the universality of quadrature methods to any underlying process for option pricing," Journal of Financial Economics, Elsevier, vol. 114(3), pages 600-612.
    4. Zhylyevskyy, Oleksandr, 2012. "Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications," Staff General Research Papers Archive 35559, Iowa State University, Department of Economics.
    5. Li, Minqiang, 2009. "A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes," MPRA Paper 17348, University Library of Munich, Germany.
    6. Susanne Griebsch, 2013. "The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques," Review of Derivatives Research, Springer, vol. 16(2), pages 135-165, July.
    7. Maximilian Ga{ss} & Kathrin Glau & Maximilian Mair, 2015. "Magic points in finance: Empirical integration for parametric option pricing," Papers 1511.00884, arXiv.org, revised Nov 2016.

  8. Oleksandr Zhylyevskyy, 2005. "Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme," Computing in Economics and Finance 2005 187, Society for Computational Economics.

    Cited by:

    1. Song-Ping Zhu, 2011. "On Various Quantitative Approaches For Pricing American Options," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 313-332.

Articles

  1. Mark C. Senia & Helen H. Jensen & Oleksandr Zhylyevskyy, 2017. "Time in eating and food preparation among single adults," Review of Economics of the Household, Springer, vol. 15(2), pages 399-432, June.
    See citations under working paper version above.
  2. Boyle, Glenn & Stover, Roger & Tiwana, Amrit & Zhylyevskyy, Oleksandr, 2015. "The impact of deposit insurance on depositor behavior during a crisis: A conjoint analysis approach," Journal of Financial Intermediation, Elsevier, vol. 24(4), pages 590-601.
    See citations under working paper version above.
  3. Oleksandr Zhylyevskyy & Helen H. Jensen & Steven B. Garasky & Carolyn E. Cutrona & Frederick X. Gibbons, 2013. "Effects of Family, Friends, and Relative Prices on Fruit and Vegetable Consumption by African Americans," Southern Economic Journal, Southern Economic Association, vol. 80(1), pages 226-251, July.
    See citations under working paper version above.
  4. Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2013. "Impact of idiosyncratic volatility on stock returns: A cross-sectional study," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3064-3075.
    See citations under working paper version above.
  5. Oleksandr Zhylyevskyy, 2012. "Spousal Conflict and Divorce," Journal of Labor Economics, University of Chicago Press, vol. 30(4), pages 915-962.
    See citations under working paper version above.
  6. Oleksandr Zhylyevskyy, 2010. "A fast Fourier transform technique for pricing American options under stochastic volatility," Review of Derivatives Research, Springer, vol. 13(1), pages 1-24, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (6) 2010-10-09 2011-05-24 2011-06-18 2013-06-24 2013-07-28 2014-06-07. Author is listed
  2. NEP-FMK: Financial Markets (3) 2005-11-19 2012-03-28 2012-03-28
  3. NEP-DEM: Demographic Economics (2) 2012-10-27 2013-07-28
  4. NEP-BAN: Banking (1) 2016-11-27
  5. NEP-CMP: Computational Economics (1) 2012-03-28
  6. NEP-COM: Industrial Competition (1) 2010-07-24
  7. NEP-ECM: Econometrics (1) 2012-03-28
  8. NEP-ETS: Econometric Time Series (1) 2012-03-28
  9. NEP-FIN: Finance (1) 2005-11-19
  10. NEP-MKT: Marketing (1) 2010-07-24
  11. NEP-MON: Monetary Economics (1) 2010-10-30
  12. NEP-RMG: Risk Management (1) 2016-11-27

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