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Oleksandr Zhylyevskyy

This is information that was supplied by Oleksandr Zhylyevskyy in registering through RePEc. If you are Oleksandr Zhylyevskyy, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

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