Access Statistics for Mikhail Chernov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macrofinance View of U.S. Sovereign CDS Premiums 0 2 3 15 0 2 6 72
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 0 1,293 0 1 6 3,229
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 0 0 0 2 2 2 2
A macrofinance view of US Sovereign CDS premiums 0 1 2 94 0 1 6 173
Alternative Models for Stock Price Dynamic 0 0 0 441 0 2 4 1,398
Alternative Models for Stock Price Dynamics 0 0 1 909 0 2 8 2,713
Benchmark Interest Rates When the Government is Risky 0 0 0 25 0 0 0 62
Benchmark interest rates when the government is risky 0 0 0 7 0 1 1 28
CDS Auctions 0 0 0 32 0 2 3 168
CDS Auctions 0 0 0 12 0 1 2 174
CDS auctions 0 0 0 0 0 2 2 3
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 1 3 6 85
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 26 0 1 4 64
Crash Risk in Currency Returns 0 0 1 34 0 1 4 125
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 0 0 0 21
Currency risk premiums: A multi-horizon perspective 0 2 2 11 2 5 13 38
Disasters Implied by Equity Index Options 0 0 0 20 0 1 4 135
Disasters implied by equity index options 0 0 0 43 0 1 1 259
Disasters implied by equity index options 0 0 0 101 0 1 1 177
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 90 1 2 2 290
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 2 292 1 3 4 1,074
Identifying Taylor Rules in Macro-Finance Models 0 0 0 70 0 1 1 138
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 0 2 97
Interest Rate Skewness and Biased Beliefs 0 0 0 16 0 0 5 49
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 2 4 41
Interest Rate Skewness and Biased Beliefs 0 0 1 5 0 1 4 19
Interest rate skewness and biased beliefs 0 0 0 19 0 3 8 31
International Yield Curves and Currency Puzzles 0 0 0 38 0 0 0 56
International yield curves and currency puzzles 0 0 0 38 0 2 3 91
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 14 1 4 7 83
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 41 0 1 2 121
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 40 0 1 5 118
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 1 142 0 0 2 383
Monetary Policy Risk: Rules vs. Discretion 0 0 1 40 0 1 4 65
Monetary policy risk: Rules vs. discretion 0 0 0 36 0 1 1 73
Multihorizon Currency Returns and Purchasing Power Parity 0 0 1 21 0 0 1 42
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 2 4 43
No-arbitrage macroeconomic determinants of the yield curve 0 0 1 8 0 0 2 70
Non-Standard Errors 0 0 1 8 0 1 3 33
Non-Standard Errors 0 0 4 27 0 6 76 145
Non-Standard Errors 0 0 1 19 0 0 2 24
Non-Standard Errors 2 2 3 44 5 12 52 438
Nonstandard Errors 0 0 2 2 5 5 19 19
Nonstandard errors 0 0 11 11 0 5 44 44
Pricing Currency Risks 0 0 0 32 0 1 6 89
Pricing Currency Risks 0 0 1 18 0 2 4 33
Reassessing Sources of Risk Premiums in Currency Markets 0 0 10 10 3 3 16 16
Sources of Entropy in Representative Agent Models 0 0 0 19 0 1 1 121
Sources of Entropy in Representative Agent Models 0 0 0 54 0 1 2 213
Sources of Risk in Currency Returns 0 0 1 39 1 1 4 107
Sources of entropy in representative agent models 0 0 0 23 0 1 1 133
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 2 71
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 1 86 5 7 17 202
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 0 2 4 59
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 2 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 14 1 2 3 41
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 0 30 0 2 7 107
Term Structures of Asset Prices and Returns 0 0 0 23 0 2 2 69
Term structures of asset prices and returns 0 0 0 34 0 1 1 89
Term structures of asset prices and returns 0 0 1 29 0 0 2 49
Term structures of asset prices and returns 0 0 0 0 0 3 6 23
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 9 9 0 6 11 11
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 0 2 4 59
The Term Structure of Covered Interest Rate Parity Violations 0 0 2 40 0 7 15 142
The Term Structure of Inflation Expectations 0 0 1 191 1 1 8 701
The Term Structure of Inflation Expectations 0 0 0 31 0 0 0 164
The real channel for nominal bond-stock puzzles 0 0 1 2 1 1 2 9
The term structure of CIP violations 0 0 0 11 0 2 4 41
Understanding Index Option Returns 0 0 1 167 0 0 4 374
What Data Should Be Used to Price Options? 0 0 0 571 0 0 0 2,143
What do Financial Markets say about the Exchange Rate? 1 2 11 11 2 4 26 26
What do financial markets say about the exchange rate? 1 1 1 1 1 1 1 1
Total Working Papers 4 12 84 5,695 33 137 503 17,647
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Macrofinance View of U.S. Sovereign CDS Premiums 1 2 7 25 2 5 11 92
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 2 3 10 290 3 6 23 650
Alternative models for stock price dynamics 0 1 6 338 1 4 15 882
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 0 0 0 2
Benchmark interest rates when the government is risky 0 0 1 17 1 4 9 71
CDS Auctions 0 0 2 32 0 0 3 151
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 1 2 5 12 1 3 16 36
Crash Risk in Currency Returns 0 0 1 12 1 1 6 62
Disasters Implied by Equity Index Options 0 0 0 43 1 1 6 312
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 0 105 0 5 6 241
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 1 3 235
Interest Rate Skewness and Biased Beliefs 0 2 6 7 0 6 23 27
International Yield Curves and Currency Puzzles 0 0 3 12 1 1 12 50
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 0 0 75
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 13 0 0 1 76
Model Specification and Risk Premia: Evidence from Futures Options 0 0 3 155 1 2 8 464
Monetary Policy Risk: Rules versus Discretion 0 0 0 5 0 1 2 15
Monetary policy regimes and the term structure of interest rates 1 1 3 75 1 5 18 276
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 0 5 238
Nonstandard Errors 5 7 36 36 8 20 118 118
On the Role of Risk Premia in Volatility Forecasting 0 0 0 103 0 0 1 224
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 1 65 1 1 3 239
Pricing Currency Risks 0 0 2 13 1 3 11 74
Sources of Entropy in Representative Agent Models 0 0 0 25 0 1 3 147
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 1 1 1 6 2 2 7 18
Term structures of asset prices and returns 0 0 0 47 0 0 1 148
The PPP View of Multihorizon Currency Risk Premiums 0 0 3 14 0 1 4 61
The Term Structure of Covered Interest Rate Parity Violations 0 4 9 9 0 7 24 24
The term structure of inflation expectations 0 1 7 149 0 1 13 434
Understanding Index Option Returns 0 0 2 35 1 1 3 186
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 0 0 0 62
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 1 1 62 0 2 3 221
Total Journal Articles 11 25 109 1,843 26 84 358 5,911

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determinants of Asia-Pacific government bond yields 0 0 1 15 0 3 9 80
Total Chapters 0 0 1 15 0 3 9 80

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Statistics updated 2025-05-12