Irina Zviadadze is an Assistant Professor in the Department of Finance at the Stockholm School of Economics (SSE). She joined SSE in 2013 after completing her Doctorate Degree at the London Business School. Her research is focused on understanding the sources of risk premia in the foreign exchange market, understanding properties of the term structures of asset prices, and developing diagnostics methods for macro-based asset pricing models. She has presented her papers at major conferences such as American Economic Association, Western Finance Association, Society of Financial Econometrics, Society of Economic Dynamics, and Econometric Society. Her papers are forthcoming in the Journal of Finance and Journal of Financial and Quantitative Analysis.
Zviadadze teaches a core Finance course in the BSc program at the SSE, Derivatives in Investment Management, and supervises theses. Prior to that, she has also taught Applied Derivatives and Cross-sectional Asset Pricing courses in the BSc program at the SSE.
Education: PhD in Finance — London Business School; MA in Economics — European University, St Petersburg; MSc in Applied Mathematics — St Petersburg State University
Irina Zviadadze (2016). Term structure of consumption risk premia in the cross section of currency returns. Journal of Finance, vol. 72, pp. 1529-1566
Mikhail Chernov, Jeremy Graveline and Irina Zviadadze (2015). Crash risk in currency returns. Journal of Financial and Quantitative Analysis, vol. 53, pp. 137-170