Mikhail Chernov
Names
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Mikhail |
| last: |
Chernov |
Identifer
Contact
Affiliations
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University of California-Los Angeles (UCLA)
/ Anderson Graduate School of Management
/ Finance Group (weight: 50%)
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National Bureau of Economic Research (NBER) (weight: 50%)
Research profile
author of:
- Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment
Journal of Business & Economic Statistics, American Statistical Association (2003)
by Chernov, Mikhail
(ReDIF-article, bes:jnlbes:v:21:y:2003:i:4:p:485-88) - On the Role of Risk Premia in Volatility Forecasting
Journal of Business & Economic Statistics, American Statistical Association (2007)
by Chernov, Mikhail
(ReDIF-article, bes:jnlbes:v:25:y:2007:p:411-426) - Determinants of Asia-Pacific government bond yields
BIS Papers chapters, Bank for International Settlements (2019)
by Mikhail Chernov & Drew Creal & Peter Hördahl
(ReDIF-chapter, bis:bisbpc:102-05) - Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds
BIS Working Papers, Bank for International Settlements (2021)
by Mikhail Chernov & Drew Creal & Peter Hördahl
(ReDIF-paper, bis:biswps:918) - Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11
Journal of Finance, American Finance Association (2007)
by Mark Broadie & Mikhail Chernov & Suresh Sundaresan
(ReDIF-article, bla:jfinan:v:62:y:2007:i:3:p:1341-1377) - Model Specification and Risk Premia: Evidence from Futures Options
Journal of Finance, American Finance Association (2007)
by Mark Broadie & Mikhail Chernov & Michael Johannes
(ReDIF-article, bla:jfinan:v:62:y:2007:i:3:p:1453-1490) - Disasters Implied by Equity Index Options
Journal of Finance, American Finance Association (2011)
by David Backus & Mikhail Chernov & Ian Martin
(ReDIF-article, bla:jfinan:v:66:y:2011:i:6:p:1969-2012) - Sources of Entropy in Representative Agent Models
Journal of Finance, American Finance Association (2014)
by David Backus & Mikhail Chernov & Stanley Zin
(ReDIF-article, bla:jfinan:v:69:y:2014:i:1:p:51-99) - A Macrofinance View of U.S. Sovereign CDS Premiums
Journal of Finance, American Finance Association (2020)
by Mikhail Chernov & Lukas Schmid & Andres Schneider
(ReDIF-article, bla:jfinan:v:75:y:2020:i:5:p:2809-2844) - International Yield Curves and Currency Puzzles
Journal of Finance, American Finance Association (2023)
by Mikhail Chernov & Drew Creal
(ReDIF-article, bla:jfinan:v:78:y:2023:i:1:p:209-245) - Pricing Currency Risks
Journal of Finance, American Finance Association (2023)
by Mikhail Chernov & Magnus Dahlquist & Lars Lochstoer
(ReDIF-article, bla:jfinan:v:78:y:2023:i:2:p:693-730) - Interest Rate Skewness and Biased Beliefs
Journal of Finance, American Finance Association (2024)
by Michael Bauer & Mikhail Chernov
(ReDIF-article, bla:jfinan:v:79:y:2024:i:1:p:173-217) - The Term Structure of Covered Interest Rate Parity Violations
Journal of Finance, American Finance Association (2024)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song
(ReDIF-article, bla:jfinan:v:79:y:2024:i:3:p:2077-2114) - Nonstandard Errors
Journal of Finance, American Finance Association (2024)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy
(ReDIF-article, bla:jfinan:v:79:y:2024:i:3:p:2339-2390) - Interest Rate Skewness and Biased Beliefs
CESifo Working Paper Series, CESifo (2021)
by Michael D. Bauer & Mikhail Chernov
(ReDIF-paper, ces:ceswps:_9150) - Alternative Models for Stock Price Dynamics
CIRANO Working Papers, CIRANO (2002)
by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen
(ReDIF-paper, cir:cirwor:2002s-58) - Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
CIRANO Working Papers, CIRANO (2003)
by Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco
(ReDIF-paper, cir:cirwor:2003s-02) - What Data Should Be Used to Price Options?
CIRANO Working Papers, CIRANO (1998)
by Mikhail Chernov & Eric Ghysels
(ReDIF-paper, cir:cirwor:98s-22) - A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
CIRANO Working Papers, CIRANO (1999)
by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen
(ReDIF-paper, cir:cirwor:99s-48) - Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Chernov, Mikhail & Longstaff, Francis & Dunn, Brett R.
(ReDIF-paper, cpr:ceprdp:10947) - Term structures of asset prices and returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Chernov, Mikhail & Backus, David & Boyarchenko, Nina
(ReDIF-paper, cpr:ceprdp:11227) - A Macrofinance View of U.S. Sovereign CDS Premiums
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016)
by Chernov, Mikhail & Schmid, Lukas & Schneider, Andres
(ReDIF-paper, cpr:ceprdp:11576) - Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Chernov, Mikhail & Augustin, Patrick & Song, Dongho
(ReDIF-paper, cpr:ceprdp:12857) - Multihorizon Currency Returns and Purchasing Power Parity
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Chernov, Mikhail & Creal, Drew
(ReDIF-paper, cpr:ceprdp:12893) - International yield curves and currency puzzles
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
by Chernov, Mikhail & Creal, Drew
(ReDIF-paper, cpr:ceprdp:13252) - Conditional dynamics and the multi-horizon risk-return trade-off
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Chernov, Mikhail & Lochstoer, Lars & Lundeby, Stig
(ReDIF-paper, cpr:ceprdp:13365) - Benchmark interest rates when the government is risky
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho
(ReDIF-paper, cpr:ceprdp:14105) - The term structure of CIP violations
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho
(ReDIF-paper, cpr:ceprdp:14774) - Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Chernov, Mikhail & Creal, Drew & Hördahl, Peter
(ReDIF-paper, cpr:ceprdp:14986) - Pricing Currency Risks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars
(ReDIF-paper, cpr:ceprdp:15571) - Interest Rate Skewness and Biased Beliefs
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Chernov, Mikhail & Bauer, Michael
(ReDIF-paper, cpr:ceprdp:16274) - The real channel for nominal bond-stock puzzles
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Chernov, Mikhail & Lochstoer, Lars & Song, Dongho
(ReDIF-paper, cpr:ceprdp:16381) - Currency risk premiums: A multi-horizon perspective
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
by Chernov, Mikhail & Dahlquist, Magnus
(ReDIF-paper, cpr:ceprdp:18265) - What do financial markets say about the exchange rate?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
by Chernov, Mikhail & Haddad, Valentin & Itskhoki, Oleg
(ReDIF-paper, cpr:ceprdp:19071) - Understanding Index Option Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Chernov, Mikhail & Broadie, Mark & Johannes, Michael
(ReDIF-paper, cpr:ceprdp:6239) - The Term Structure of Inflation Expectations
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Chernov, Mikhail & Mueller, Philippe
(ReDIF-paper, cpr:ceprdp:6809) - Monetary Policy Regimes and the Term Structure of Interest Rates
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Chernov, Mikhail & Bikbov, Ruslan
(ReDIF-paper, cpr:ceprdp:7096) - Disasters implied by equity index options
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Backus, David & Chernov, Mikhail & Martin, Ian
(ReDIF-paper, cpr:ceprdp:7416) - CDS Auctions
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Makarov, Igor & Chernov, Mikhail & Gorbenko, Alexander
(ReDIF-paper, cpr:ceprdp:8456) - Sources of entropy in representative agent models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Backus, David & Zin, Stanley E. & Chernov, Mikhail
(ReDIF-paper, cpr:ceprdp:8488) - Sources of Risk in Currency Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina
(ReDIF-paper, cpr:ceprdp:8745) - Monetary policy risk: Rules vs. discretion
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Backus, David & Zin, Stanley E. & Chernov, Mikhail & Zviadadze, Irina
(ReDIF-paper, cpr:ceprdp:9611) - Crash Risk in Currency Returns
Journal of Financial and Quantitative Analysis, Cambridge University Press (2018)
by Chernov, Mikhail & Graveline, Jeremy & Zviadadze, Irina
(ReDIF-article, cup:jfinqa:v:53:y:2018:i:01:p:137-170_00) - Alternative Models for Stock Price Dynamic
Working Papers, Duke University, Department of Economics (2002)
by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George
(ReDIF-paper, duk:dukeec:02-03) - Alternative models for stock price dynamics
Journal of Econometrics, Elsevier (2003)
by Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George
(ReDIF-article, eee:econom:v:116:y:2003:i:1-2:p:225-257) - Empirical reverse engineering of the pricing kernel
Journal of Econometrics, Elsevier (2003)
by Chernov, Mikhail
(ReDIF-article, eee:econom:v:116:y:2003:i:1-2:p:329-364) - Efficient estimation of general dynamic models with a continuum of moment conditions
Journal of Econometrics, Elsevier (2007)
by Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric
(ReDIF-article, eee:econom:v:140:y:2007:i:2:p:529-573) - No-arbitrage macroeconomic determinants of the yield curve
Journal of Econometrics, Elsevier (2010)
by Bikbov, Ruslan & Chernov, Mikhail
(ReDIF-article, eee:econom:v:159:y:2010:i:1:p:166-182) - Monetary policy regimes and the term structure of interest rates
Journal of Econometrics, Elsevier (2013)
by Bikbov, Ruslan & Chernov, Mikhail
(ReDIF-article, eee:econom:v:174:y:2013:i:1:p:27-43) - Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds
Journal of International Economics, Elsevier (2023)
by Chernov, Mikhail & Creal, Drew & Hördahl, Peter
(ReDIF-article, eee:inecon:v:140:y:2023:i:c:s0022199622001246) - The term structure of inflation expectations
Journal of Financial Economics, Elsevier (2012)
by Chernov, Mikhail & Mueller, Philippe
(ReDIF-article, eee:jfinec:v:106:y:2012:i:2:p:367-394) - Term structures of asset prices and returns
Journal of Financial Economics, Elsevier (2018)
by Backus, David & Boyarchenko, Nina & Chernov, Mikhail
(ReDIF-article, eee:jfinec:v:129:y:2018:i:1:p:1-23) - Benchmark interest rates when the government is risky
Journal of Financial Economics, Elsevier (2021)
by Augustin, P. & Chernov, M. & Schmid, L. & Song, D.
(ReDIF-article, eee:jfinec:v:140:y:2021:i:1:p:74-100) - A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Journal of Financial Economics, Elsevier (2000)
by Chernov, Mikhail & Ghysels, Eric
(ReDIF-article, eee:jfinec:v:56:y:2000:i:3:p:407-458) - CDS auctions
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)
by Chernov, Mikhail & Gorbenko, Alexander & Makarov, Igor
(ReDIF-paper, ehl:lserod:119063) - Nonstandard errors
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac
(ReDIF-paper, ehl:lserod:123002) - Term structures of asset prices and returns
Staff Reports, Federal Reserve Bank of New York (2016)
by David K. Backus & Nina Boyarchenko & Mikhail Chernov
(ReDIF-paper, fip:fednsr:774) - CDS Auctions
FMG Discussion Papers, Financial Markets Group (2011)
by Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov
(ReDIF-paper, fmg:fmgdps:dp688) - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Non-Standard Errors
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí
(ReDIF-paper, hal:cesptp:halshs-03500882) - No-arbitrage macroeconomic determinants of the yield curve
Post-Print, HAL (2010)
by Ruslan Bikbov & Mikhail Chernov
(ReDIF-paper, hal:journl:hal-00732517) - Non-Standard Errors
Post-Print, HAL (2021)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí
(ReDIF-paper, hal:journl:halshs-03500882) - Non-Standard Errors
Working Papers, Lund University, Department of Economics (2021)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena
(ReDIF-paper, hhs:lunewp:2021_017) - Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions
IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2000)
by Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric
(ReDIF-paper, ide:wpaper:1037) - Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options
Management Science, INFORMS (2009)
by Ruslan Bikbov & Mikhail Chernov
(ReDIF-article, inm:ormnsc:v:55:y:2009:i:8:p:1292-1305) - Non-Standard Errors
Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi
(ReDIF-paper, inn:wpaper:2021-31) - Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase
Nature Communications, Nature (2015)
by Fangliang Zhang & Devang M. Patel & Kristen Colavita & Irina Rodionova & Brian Buckley & David A. Scott & Akhilesh Kumar & Svetlana A. Shabalina & Sougata Saha & Mikhail Chernov & Andrei L. Osterman &
(ReDIF-article, nat:natcom:v:6:y:2015:i:1:d:10.1038_ncomms8517) - Disasters implied by equity index options
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by David Backus & Mikhail Chernov & Ian Martin
(ReDIF-paper, nbr:nberwo:15240) - Sources of Entropy in Representative Agent Models
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by David Backus & Mikhail Chernov & Stanley E. Zin
(ReDIF-paper, nbr:nberwo:17219) - Identifying Taylor Rules in Macro-Finance Models
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by David Backus & Mikhail Chernov & Stanley E. Zin
(ReDIF-paper, nbr:nberwo:19360) - Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Mikhail Chernov & Brett R. Dunn & Francis A. Longstaff
(ReDIF-paper, nbr:nberwo:22096) - Term Structures of Asset Prices and Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by David Backus & Nina Boyarchenko & Mikhail Chernov
(ReDIF-paper, nbr:nberwo:22162) - Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Patrick Augustin & Mikhail Chernov & Dongho Song
(ReDIF-paper, nbr:nberwo:24506) - Multihorizon Currency Returns and Purchasing Power Parity
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Mikhail Chernov & Drew D. Creal
(ReDIF-paper, nbr:nberwo:24563) - International Yield Curves and Currency Puzzles
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Mikhail Chernov & Drew D. Creal
(ReDIF-paper, nbr:nberwo:25206) - Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Mikhail Chernov & Lars A. Lochstoer & Stig R. H. Lundeby
(ReDIF-paper, nbr:nberwo:25361) - Benchmark Interest Rates When the Government is Risky
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song
(ReDIF-paper, nbr:nberwo:26429) - The Term Structure of Covered Interest Rate Parity Violations
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song
(ReDIF-paper, nbr:nberwo:27231) - Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Mikhail Chernov & Drew D. Creal & Peter Hördahl
(ReDIF-paper, nbr:nberwo:27500) - Pricing Currency Risks
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer
(ReDIF-paper, nbr:nberwo:28260) - Interest Rate Skewness and Biased Beliefs
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Michael D. Bauer & Mikhail Chernov
(ReDIF-paper, nbr:nberwo:28954) - Monetary Policy Risk: Rules vs. Discretion
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze
(ReDIF-paper, nbr:nberwo:28983) - The Real Channel for Nominal Bond-Stock Puzzles
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Mikhail Chernov & Lars A. Lochstoer & Dongho Song
(ReDIF-paper, nbr:nberwo:29085) - Currency Risk Premiums: A Multi-horizon Perspective
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Mikhail Chernov & Magnus Dahlquist
(ReDIF-paper, nbr:nberwo:31418) - What do Financial Markets say about the Exchange Rate?
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Mikhail Chernov & Valentin Haddad & Oleg Itskhoki
(ReDIF-paper, nbr:nberwo:32436) - An Anatomy of Currency Strategies: The Role of Emerging Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer
(ReDIF-paper, nbr:nberwo:32900) - The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Mikhail Chernov & Vadim Elenev & Dongho Song
(ReDIF-paper, nbr:nberwo:33339) - Yield Curve and Volatility: Lessons from Eurodollar Futures and Options
Journal of Financial Econometrics, Oxford University Press (2011)
by Ruslan Bikbov & Mikhail Chernov
(ReDIF-article, oup:jfinec:v:9:y:2011:i:1:p:66-105) - Understanding Index Option Returns
The Review of Financial Studies, Society for Financial Studies (2009)
by Mark Broadie & Mikhail Chernov & Michael Johannes
(ReDIF-article, oup:rfinst:v:22:y:2009:i:11:p:4493-4529) - CDS Auctions
The Review of Financial Studies, Society for Financial Studies (2013)
by Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov
(ReDIF-article, oup:rfinst:v:26:y:2013:i:3:p:768-805) - Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
The Review of Financial Studies, Society for Financial Studies (2018)
by Mikhail Chernov & Brett R. Dunn & Francis A. Longstaff
(ReDIF-article, oup:rfinst:v:31:y:2018:i:3:p:1132-1183.) - The PPP View of Multihorizon Currency Risk Premiums
The Review of Financial Studies, Society for Financial Studies (2021)
by Mikhail Chernov & Drew Creal
(ReDIF-article, oup:rfinst:v:34:y:2021:i:6:p:2728-2772.) - Conditional Dynamics and the Multihorizon Risk-Return Trade-Off
The Review of Financial Studies, Society for Financial Studies (2022)
by Mikhail Chernov & Lars A Lochstoer & Stig R H Lundeby
(ReDIF-article, oup:rfinst:v:35:y:2022:i:3:p:1310-1347.) - Monetary Policy Risk: Rules versus Discretion
The Review of Financial Studies, Society for Financial Studies (2022)
by David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze
(ReDIF-article, oup:rfinst:v:35:y:2022:i:5:p:2308-2344.) - The Term Structure of Inflation Expectations
2008 Meeting Papers, Society for Economic Dynamics (2008)
by Philippe Mueller & Mikhail Chernov
(ReDIF-paper, red:sed008:346) - Monetary Policy Regimes and the Term Structure of Interest Rates
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Mikhail Chernov & Ruslan Bikbov
(ReDIF-paper, red:sed009:334) - Sources of entropy in representative agent models of asset pricing
2010 Meeting Papers, Society for Economic Dynamics (2010)
by Stanley Zin & Mikhail Chernov & David Backus
(ReDIF-paper, red:sed010:476) - Crash Risk in Currency Returns
2012 Meeting Papers, Society for Economic Dynamics (2012)
by Jeremy Graveline & Irina Zviadadze & Mikhail Chernov
(ReDIF-paper, red:sed012:753) - A macrofinance view of US Sovereign CDS premiums
2016 Meeting Papers, Society for Economic Dynamics (2016)
by Lukas Schmid & Andres Schneider & Mikhail Chernov
(ReDIF-paper, red:sed016:432) - Disasters Implied by Equity Index Options
Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2009)
by David Backus & Mikhail Chernov & Ian Martin
(ReDIF-paper, ste:nystbu:09-14) - Sources of Entropy in Representative Agent Models
Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2011)
by David Backus & Mikhail Chernov & Stanley Zin
(ReDIF-paper, ste:nystbu:11-21) - Identifying Taylor Rules in Macro-finance Models
Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2013)
by David Backus & Mikhail Chernov & Stanley Zin
(ReDIF-paper, ste:nystbu:13-12) - Term structures of asset prices and returns
Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics (2016)
by David Backus & Nina Boyarchenko & Mikhail Chernov
(ReDIF-paper, ste:nystbu:16-08) - Interest rate skewness and biased beliefs
IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2021)
by Bauer, Michael & Chernov, Mikhail
(ReDIF-paper, zbw:imfswp:163)