Aytek Malkhozov

This author no longer works for the BIS.

Date BIS research papers
Mar 2016

How have central banks implemented negative policy rates?

BIS Quarterly Review March 2016

Other authors: Morten Linnemann Bech

Dec 2015

Mortgage risk and the yield curve

BIS Working Papers No 532

Other authors: Philippe Mueller, Andrea Vedolin and Gyuri Venter

Oct 2015

Does variance risk have two prices? Evidence from the equity and option markets

BIS Working Papers No 521

Other authors: Laurent Barras