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 1 5 13 0 1 11 68
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,293 1 2 7 3,226
A macrofinance view of US Sovereign CDS premiums 0 0 2 93 0 3 8 171
Alternative Models for Stock Price Dynamic 0 0 0 441 0 1 3 1,396
Alternative Models for Stock Price Dynamics 0 0 1 908 0 2 4 2,707
Benchmark Interest Rates When the Government is Risky 0 0 1 25 0 0 2 62
Benchmark interest rates when the government is risky 0 0 0 7 0 0 1 27
CDS Auctions 0 0 0 12 0 0 1 173
CDS Auctions 0 0 0 32 0 0 1 166
CDS auctions 0 0 0 0 0 0 1 1
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 1 20 0 1 5 81
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 25 1 1 1 61
Crash Risk in Currency Returns 0 0 0 33 0 0 0 121
Currency Risk Premiums: A Multi-horizon Perspective 0 0 3 29 0 0 5 21
Currency risk premiums: A multi-horizon perspective 0 0 2 9 1 2 14 28
Disasters Implied by Equity Index Options 0 0 0 20 0 0 2 131
Disasters implied by equity index options 0 0 0 101 0 0 1 176
Disasters implied by equity index options 0 0 0 43 0 0 1 258
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 290 0 0 3 1,070
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 90 0 0 4 288
Identifying Taylor Rules in Macro-Finance Models 0 0 1 70 0 0 1 137
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 1 1 96
Interest Rate Skewness and Biased Beliefs 0 0 0 4 0 1 1 16
Interest Rate Skewness and Biased Beliefs 0 0 1 17 0 1 12 39
Interest Rate Skewness and Biased Beliefs 0 0 4 16 0 1 16 47
Interest rate skewness and biased beliefs 0 0 0 19 0 3 7 27
International Yield Curves and Currency Puzzles 0 0 1 38 0 0 2 56
International yield curves and currency puzzles 0 0 0 38 0 0 1 88
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 14 0 0 2 77
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 2 40 0 0 6 119
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 40 0 1 1 114
Monetary Policy Regimes and the Term Structure of Interest Rates 0 1 1 142 0 1 3 382
Monetary Policy Risk: Rules vs. Discretion 1 1 2 40 1 2 3 63
Monetary policy risk: Rules vs. discretion 0 0 1 36 0 0 3 72
Multihorizon Currency Returns and Purchasing Power Parity 0 1 1 21 0 1 1 42
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 1 3 41
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 7 0 0 0 68
Non-Standard Errors 0 2 4 26 1 6 68 123
Non-Standard Errors 0 0 0 41 5 16 64 408
Non-Standard Errors 0 0 0 18 1 1 5 23
Non-Standard Errors 0 1 1 8 0 1 5 32
Pricing Currency Risks 0 0 2 32 1 3 9 86
Pricing Currency Risks 1 1 2 18 1 1 5 31
Sources of Entropy in Representative Agent Models 0 0 0 54 0 0 0 211
Sources of Entropy in Representative Agent Models 0 0 0 19 0 0 0 120
Sources of Risk in Currency Returns 0 0 1 38 0 0 2 104
Sources of entropy in representative agent models 0 0 0 23 0 0 1 132
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 1 70
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 0 85 0 6 15 193
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 0 0 4 56
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 6 1 1 1 22
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 1 1 14 0 1 4 39
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 0 30 0 2 7 104
Term Structures of Asset Prices and Returns 0 0 1 23 0 0 2 67
Term structures of asset prices and returns 0 0 1 34 0 0 2 88
Term structures of asset prices and returns 0 0 1 29 0 0 2 48
Term structures of asset prices and returns 0 0 0 0 1 1 1 18
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 23 0 0 1 55
The Term Structure of Covered Interest Rate Parity Violations 0 0 2 39 0 4 11 134
The Term Structure of Inflation Expectations 0 0 0 190 1 2 5 695
The Term Structure of Inflation Expectations 0 0 0 31 0 0 2 164
The real channel for nominal bond-stock puzzles 0 0 0 1 0 0 0 7
The term structure of CIP violations 0 0 0 11 1 2 6 39
Understanding Index Option Returns 0 1 2 167 0 1 5 371
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 4 6 6 1 12 19 19
Total Working Papers 3 14 57 5,632 18 86 385 17,318
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 3 8 21 0 3 14 84
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 1 4 8 284 2 7 23 635
Alternative models for stock price dynamics 0 3 14 336 1 6 25 874
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 16 0 1 3 63
CDS Auctions 0 1 4 31 0 2 8 150
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 2 7 1 5 12 26
Crash Risk in Currency Returns 0 0 0 11 0 1 2 57
Disasters Implied by Equity Index Options 0 0 0 43 0 2 4 308
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 0 105 0 0 1 235
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 1 4 233
Interest Rate Skewness and Biased Beliefs 0 1 2 2 1 6 14 14
International Yield Curves and Currency Puzzles 1 2 5 11 1 4 17 43
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 2 75
Model Specification and Risk Premia: Evidence from Futures Options 1 3 8 155 2 5 14 461
Monetary Policy Risk: Rules versus Discretion 0 0 3 5 0 0 5 13
Monetary policy regimes and the term structure of interest rates 0 1 2 73 1 4 11 262
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 1 3 234
On the Role of Risk Premia in Volatility Forecasting 0 0 0 103 0 0 1 223
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 1 65 1 1 3 238
Pricing Currency Risks 0 2 7 13 1 4 29 68
Sources of Entropy in Representative Agent Models 0 0 0 25 0 0 0 144
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 2 5 1 2 7 13
Term structures of asset prices and returns 0 0 0 47 1 1 2 148
The PPP View of Multihorizon Currency Risk Premiums 0 1 4 13 0 1 9 59
The term structure of inflation expectations 0 2 7 144 1 3 17 425
Understanding Index Option Returns 1 1 1 34 1 1 4 184
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 2 61 0 0 4 218
Total Journal Articles 4 24 81 1,761 15 61 238 5,626

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 1 2 15 0 2 10 74
Total Chapters 0 1 2 15 0 2 10 74

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Statistics updated 2024-09-04