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 0 1 3 73
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 0 1,293 0 1 3 3,230
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 0 1 1 0 0 4 4
A macrofinance view of US Sovereign CDS premiums 0 0 1 94 1 2 4 175
Alternative Models for Stock Price Dynamic 0 0 0 441 0 1 3 1,399
Alternative Models for Stock Price Dynamics 0 0 1 909 0 2 6 2,715
Benchmark Interest Rates When the Government is Risky 0 0 1 26 0 2 3 65
Benchmark interest rates when the government is risky 0 0 0 7 1 2 4 31
CDS Auctions 0 0 0 32 0 0 2 168
CDS Auctions 0 0 0 12 0 0 1 174
CDS auctions 0 0 0 0 0 0 2 3
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 0 1 5 87
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 26 0 1 5 66
Crash Risk in Currency Returns 0 0 0 34 0 1 4 126
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 0 0 0 21
Currency risk premiums: A multi-horizon perspective 0 0 2 11 0 1 10 39
Disasters Implied by Equity Index Options 0 0 0 20 0 0 4 135
Disasters implied by equity index options 0 0 0 43 1 2 3 261
Disasters implied by equity index options 0 0 0 101 0 0 1 177
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 1 91 0 1 3 291
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 0 2 7 1,077
Identifying Taylor Rules in Macro-Finance Models 0 0 0 70 0 0 1 138
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 1 3 4 100
Interest Rate Skewness and Biased Beliefs 0 0 1 5 1 1 4 20
Interest Rate Skewness and Biased Beliefs 0 0 1 17 0 1 4 51
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 0 4 43
Interest rate skewness and biased beliefs 0 0 0 19 0 0 5 32
International Yield Curves and Currency Puzzles 0 0 0 38 0 0 0 56
International yield curves and currency puzzles 0 0 0 38 1 2 6 94
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 41 0 0 5 124
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 0 5 83
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 1 2 3 385
Monetary Policy Regimes and the Term Structure of Interest Rates 0 1 2 42 1 2 8 122
Monetary Policy Risk: Rules vs. Discretion 1 1 1 41 2 4 6 70
Monetary policy risk: Rules vs. discretion 0 0 0 36 0 0 2 74
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 0 0 42
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 2 4 45
No-arbitrage macroeconomic determinants of the yield curve 0 0 1 8 0 1 4 72
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 0 8 0 0 2 34
Non-Standard Errors 0 0 1 19 0 0 3 26
Non-Standard Errors 0 0 2 44 2 6 34 446
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard errors 1 1 2 12 4 9 28 56
Pricing Currency Risks 0 0 0 32 0 1 4 90
Pricing Currency Risks 0 0 0 18 1 1 3 34
Reassessing Sources of Risk Premiums in Currency Markets 0 2 12 12 0 3 17 19
Sources of Entropy in Representative Agent Models 0 0 0 19 0 0 1 121
Sources of Entropy in Representative Agent Models 1 1 1 55 2 2 4 215
Sources of Risk in Currency Returns 0 0 0 39 0 1 3 108
Sources of entropy in representative agent models 0 0 0 23 0 3 4 136
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 1 71
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 1 1 5 91 3 5 19 214
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 1 1 1 8 1 1 5 61
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 0 18 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 0 2 5 44
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 1 31 0 1 6 110
Term Structures of Asset Prices and Returns 0 0 0 23 1 1 3 70
Term structures of asset prices and returns 0 0 0 34 1 3 4 92
Term structures of asset prices and returns 0 0 0 0 0 1 6 24
Term structures of asset prices and returns 0 0 0 29 0 1 2 50
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 1 1 10 10 3 3 14 14
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 1 2 6 61
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 40 0 0 8 142
The Term Structure of Inflation Expectations 0 0 1 32 0 0 1 165
The Term Structure of Inflation Expectations 0 0 1 191 0 1 9 704
The real channel for nominal bond-stock puzzles 0 0 1 2 0 0 2 9
The term structure of CIP violations 0 0 0 11 1 1 4 43
Understanding Index Option Returns 0 0 0 167 0 0 3 376
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 14 19 19 19 10 18 18 18
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? 0 0 4 11 2 4 11 31
What do financial markets say about the exchange rate? 1 1 2 2 1 2 3 3
Total Working Papers 21 30 89 5,736 48 117 446 17,816
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 0 0 5 26 0 4 12 97
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 1 1 7 292 1 4 21 658
Alternative models for stock price dynamics 0 0 2 339 2 2 8 885
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 1 3 19 1 5 18 82
CDS Auctions 0 0 1 32 0 1 2 152
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 5 12 2 3 13 40
Crash Risk in Currency Returns 0 0 1 12 0 1 6 63
Disasters Implied by Equity Index Options 0 0 0 43 0 3 6 315
Efficient estimation of general dynamic models with a continuum of moment conditions 0 1 1 106 0 2 8 243
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 0 2 235
Interest Rate Skewness and Biased Beliefs 0 0 5 7 1 3 17 32
International Yield Curves and Currency Puzzles 0 0 1 12 0 1 9 52
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 1 3 78
Model Specification and Risk Premia: Evidence from Futures Options 0 1 1 156 0 2 5 467
Monetary Policy Risk: Rules versus Discretion 0 0 1 6 0 1 4 17
Monetary policy regimes and the term structure of interest rates 0 0 2 75 0 4 18 282
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 1 5 241
Nonstandard Errors 1 1 23 39 4 11 88 138
On the Role of Risk Premia in Volatility Forecasting 0 0 1 104 0 1 3 226
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 1 2 240
Pricing Currency Risks 0 0 0 13 0 3 9 79
Sources of Entropy in Representative Agent Models 0 0 0 25 1 1 4 148
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 3 3 8 21
Term structures of asset prices and returns 0 0 0 47 0 1 1 149
The PPP View of Multihorizon Currency Risk Premiums 0 0 2 15 0 1 4 63
The Term Structure of Covered Interest Rate Parity Violations 1 1 7 10 2 3 19 30
The term structure of inflation expectations 0 0 4 149 1 1 12 439
Understanding Index Option Returns 1 1 2 36 1 1 6 190
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 0 1 62 0 1 3 222
Total Journal Articles 4 7 76 1,859 19 66 316 6,023

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 1 1 1 16 2 3 11 85
Total Chapters 1 1 1 16 2 3 11 85

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Statistics updated 2025-10-06