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 0 2 15 3 6 11 81
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 1 1 1,294 3 7 12 3,240
A Test of the Efficiency of a Given Portfolio in High Dimensions 1 1 2 2 4 11 15 15
A macrofinance view of US Sovereign CDS premiums 0 0 1 94 6 8 11 183
Alternative Models for Stock Price Dynamic 0 0 0 441 5 7 11 1,407
Alternative Models for Stock Price Dynamics 0 0 0 909 4 6 18 2,729
Benchmark Interest Rates When the Government is Risky 0 0 1 26 3 7 11 73
Benchmark interest rates when the government is risky 0 0 0 7 4 7 11 38
CDS Auctions 0 0 0 32 3 4 8 174
CDS Auctions 0 0 0 12 4 6 7 180
CDS auctions 0 0 0 0 3 3 5 6
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 6 9 14 96
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 4 7 10 73
Crash Risk in Currency Returns 0 0 0 34 2 4 6 130
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 6 9 9 30
Currency risk premiums: A multi-horizon perspective 0 0 2 11 4 5 12 45
Disasters Implied by Equity Index Options 0 0 0 20 5 9 17 151
Disasters implied by equity index options 0 0 0 43 5 8 15 273
Disasters implied by equity index options 0 0 0 101 5 11 15 191
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 292 1 3 10 1,081
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 3 5 8 296
Identifying Taylor Rules in Macro-Finance Models 0 0 0 70 2 3 4 141
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 2 6 9 106
Interest Rate Skewness and Biased Beliefs 0 0 0 17 7 11 16 55
Interest Rate Skewness and Biased Beliefs 0 0 0 5 9 12 16 34
Interest Rate Skewness and Biased Beliefs 0 0 1 17 8 11 13 62
Interest rate skewness and biased beliefs 0 0 0 19 8 9 15 43
International Yield Curves and Currency Puzzles 0 0 0 38 10 11 11 67
International yield curves and currency puzzles 0 0 0 38 5 8 13 102
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 3 5 9 88
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 42 6 9 15 135
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 2 42 2 4 9 126
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 6 9 12 395
Monetary Policy Risk: Rules vs. Discretion 0 1 2 42 6 9 15 79
Monetary policy risk: Rules vs. discretion 0 0 0 36 3 4 6 78
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 4 5 6 48
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 3 5 10 51
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 3 4 6 76
Non-Standard Errors 0 0 0 19 14 17 19 43
Non-Standard Errors 0 0 0 8 7 9 13 45
Non-Standard Errors 0 0 2 44 8 20 40 466
Non-Standard Errors 0 0 0 27 2 8 24 163
Nonstandard Errors 0 1 2 4 5 11 24 38
Nonstandard errors 0 0 1 12 6 12 30 69
Pricing Currency Risks 0 0 0 32 2 8 14 102
Pricing Currency Risks 0 0 0 18 3 6 9 40
Reassessing Sources of Risk Premiums in Currency Markets 0 0 2 12 2 4 12 25
Sources of Entropy in Representative Agent Models 0 0 1 55 14 17 20 232
Sources of Entropy in Representative Agent Models 0 0 0 19 7 9 12 132
Sources of Risk in Currency Returns 0 0 0 39 3 6 8 114
Sources of entropy in representative agent models 0 0 0 23 3 7 13 145
Sources of entropy in representative agent models of asset pricing 0 0 0 6 3 3 3 74
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 1 6 92 7 14 34 229
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 5 11 15 72
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 9 12 14 53
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 6 10 15 54
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 2 32 5 7 13 118
Term Structures of Asset Prices and Returns 0 0 0 23 4 5 9 76
Term structures of asset prices and returns 0 0 0 34 6 7 12 100
Term structures of asset prices and returns 0 0 0 0 0 0 4 24
Term structures of asset prices and returns 0 0 0 29 6 10 11 60
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 3 11 5 14 25 30
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 2 5 9 66
The Term Structure of Covered Interest Rate Parity Violations 0 0 0 40 27 34 43 178
The Term Structure of Inflation Expectations 0 0 1 32 3 4 6 170
The Term Structure of Inflation Expectations 0 0 0 191 4 8 12 712
The real channel for nominal bond-stock puzzles 0 0 0 2 3 5 6 14
The term structure of CIP violations 0 0 0 11 6 7 11 50
Understanding Index Option Returns 0 0 0 167 9 14 17 391
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 1 3 22 22 6 11 31 31
What Data Should Be Used to Price Options? 0 0 0 571 1 2 2 2,145
What do Financial Markets say about the Exchange Rate? 0 1 3 12 3 11 22 44
What do financial markets say about the exchange rate? 0 0 2 2 0 0 3 3
Total Working Papers 2 10 65 5,748 366 595 976 18,486
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 1 6 29 13 39 54 141
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 0 5 292 1 6 21 665
Alternative models for stock price dynamics 0 1 4 341 8 16 28 906
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 0 0 1 3
Benchmark interest rates when the government is risky 1 1 3 20 4 14 30 97
CDS Auctions 0 0 0 32 2 3 6 157
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 2 12 4 10 18 51
Crash Risk in Currency Returns 0 0 0 12 9 16 18 79
Disasters Implied by Equity Index Options 0 0 0 43 6 7 15 326
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 2 5 12 248
Empirical reverse engineering of the pricing kernel 0 0 0 65 6 6 7 241
Interest Rate Skewness and Biased Beliefs 2 2 5 10 3 7 19 40
International Yield Curves and Currency Puzzles 2 2 2 14 6 14 17 66
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 3 4 4 79
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 14 0 1 4 80
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 1 2 7 469
Monetary Policy Risk: Rules versus Discretion 0 0 2 7 5 10 14 28
Monetary policy regimes and the term structure of interest rates 0 0 1 75 2 4 16 287
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 1 2 6 244
Nonstandard Errors 0 1 13 42 5 13 63 161
On the Role of Risk Premia in Volatility Forecasting 0 1 2 105 3 10 13 237
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 1 2 5 243
Pricing Currency Risks 1 2 2 15 7 16 30 101
Sources of Entropy in Representative Agent Models 0 0 0 25 2 5 8 154
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 3 4 9 25
Term structures of asset prices and returns 0 0 0 47 3 6 9 157
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 2 3 6 66
The Term Structure of Covered Interest Rate Parity Violations 1 3 8 13 6 11 26 43
The term structure of inflation expectations 1 1 2 150 6 11 19 452
Understanding Index Option Returns 0 0 1 36 5 14 22 207
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 3 6 7 69
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 1 62 0 5 8 227
Total Journal Articles 9 15 64 1,882 122 272 522 6,349

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 3 4 19 5 12 21 98
Total Chapters 0 3 4 19 5 12 21 98

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Statistics updated 2026-02-12