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 1 5 8 78
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 1 1 1,294 3 7 9 3,237
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 0 1 1 2 7 11 11
A macrofinance view of US Sovereign CDS premiums 0 0 1 94 1 2 5 177
Alternative Models for Stock Price Dynamic 0 0 0 441 1 3 6 1,402
Alternative Models for Stock Price Dynamics 0 0 0 909 2 10 14 2,725
Benchmark Interest Rates When the Government is Risky 0 0 1 26 1 5 8 70
Benchmark interest rates when the government is risky 0 0 0 7 3 3 7 34
CDS Auctions 0 0 0 12 2 2 3 176
CDS Auctions 0 0 0 32 1 3 5 171
CDS auctions 0 0 0 0 0 0 2 3
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 1 3 8 90
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 26 1 3 7 69
Crash Risk in Currency Returns 0 0 0 34 2 2 4 128
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 2 3 3 24
Currency risk premiums: A multi-horizon perspective 0 0 2 11 1 2 8 41
Disasters Implied by Equity Index Options 0 0 0 20 0 11 14 146
Disasters implied by equity index options 0 0 0 43 1 7 10 268
Disasters implied by equity index options 0 0 0 101 3 9 10 186
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 292 1 3 9 1,080
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 0 2 5 293
Identifying Taylor Rules in Macro-Finance Models 0 0 0 70 1 1 2 139
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 2 4 7 104
Interest Rate Skewness and Biased Beliefs 0 0 0 5 0 5 7 25
Interest Rate Skewness and Biased Beliefs 0 0 1 17 2 3 5 54
Interest Rate Skewness and Biased Beliefs 0 0 0 17 2 5 9 48
Interest rate skewness and biased beliefs 0 0 0 19 1 3 7 35
International Yield Curves and Currency Puzzles 0 0 0 38 1 1 1 57
International yield curves and currency puzzles 0 0 0 38 2 3 8 97
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 2 2 6 85
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 1 1 42 3 5 9 129
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 3 4 7 389
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 2 42 2 2 9 124
Monetary Policy Risk: Rules vs. Discretion 0 1 2 42 2 3 9 73
Monetary policy risk: Rules vs. discretion 0 0 0 36 0 1 3 75
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 1 2 2 44
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 3 7 48
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 0 1 3 73
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 0 8 2 4 6 38
Non-Standard Errors 0 0 0 19 1 3 5 29
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard errors 0 0 1 12 3 7 28 63
Pricing Currency Risks 0 0 0 18 2 3 6 37
Pricing Currency Risks 0 0 0 32 2 10 13 100
Reassessing Sources of Risk Premiums in Currency Markets 0 0 2 12 2 4 10 23
Sources of Entropy in Representative Agent Models 0 0 0 19 1 4 5 125
Sources of Entropy in Representative Agent Models 0 0 1 55 2 3 6 218
Sources of Risk in Currency Returns 0 0 0 39 0 3 5 111
Sources of entropy in representative agent models 0 0 0 23 2 6 10 142
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 0 71
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 1 6 92 4 8 27 222
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 2 6 10 67
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 2 3 6 44
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 2 4 9 48
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 2 32 0 3 8 113
Term Structures of Asset Prices and Returns 0 0 0 23 1 2 5 72
Term structures of asset prices and returns 0 0 0 29 0 4 5 54
Term structures of asset prices and returns 0 0 0 0 0 0 5 24
Term structures of asset prices and returns 0 0 0 34 1 2 6 94
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 1 1 11 11 7 11 25 25
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 3 3 8 64
The Term Structure of Covered Interest Rate Parity Violations 0 0 0 40 2 9 16 151
The Term Structure of Inflation Expectations 0 0 1 32 0 2 3 167
The Term Structure of Inflation Expectations 0 0 0 191 1 4 10 708
The real channel for nominal bond-stock puzzles 0 0 1 2 2 2 4 11
The term structure of CIP violations 0 0 0 11 1 1 5 44
Understanding Index Option Returns 0 0 0 167 4 6 9 382
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 2 2 21 21 4 7 25 25
What Data Should Be Used to Price Options? 0 0 0 571 1 1 1 2,144
What do Financial Markets say about the Exchange Rate? 0 1 4 12 4 10 20 41
What do financial markets say about the exchange rate? 0 0 2 2 0 0 3 3
Total Working Papers 4 10 78 5,746 125 304 648 18,120
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 2 6 28 20 31 42 128
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 0 7 292 4 6 23 664
Alternative models for stock price dynamics 1 2 4 341 3 13 20 898
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 0 1 1 3
Benchmark interest rates when the government is risky 0 0 2 19 3 11 27 93
CDS Auctions 0 0 0 32 0 3 4 155
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 3 12 4 7 15 47
Crash Risk in Currency Returns 0 0 0 12 4 7 9 70
Disasters Implied by Equity Index Options 0 0 0 43 0 5 11 320
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 3 10 246
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 0 1 235
Interest Rate Skewness and Biased Beliefs 0 1 3 8 2 5 16 37
International Yield Curves and Currency Puzzles 0 0 0 12 4 8 12 60
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 1 1 76
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 1 1 14 0 2 4 80
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 0 1 6 468
Monetary Policy Risk: Rules versus Discretion 0 1 2 7 3 6 10 23
Monetary policy regimes and the term structure of interest rates 0 0 2 75 1 3 16 285
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 2 5 243
Nonstandard Errors 1 3 16 42 5 18 65 156
On the Role of Risk Premia in Volatility Forecasting 0 1 2 105 3 8 10 234
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 1 2 4 242
Pricing Currency Risks 0 1 1 14 4 15 23 94
Sources of Entropy in Representative Agent Models 0 0 0 25 1 4 6 152
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 0 1 7 22
Term structures of asset prices and returns 0 0 0 47 2 5 6 154
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 1 1 4 64
The Term Structure of Covered Interest Rate Parity Violations 1 2 8 12 3 7 21 37
The term structure of inflation expectations 0 0 2 149 0 7 16 446
Understanding Index Option Returns 0 0 1 36 5 12 17 202
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 0 4 4 66
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 1 62 2 5 8 227
Total Journal Articles 3 14 65 1,873 75 204 424 6,227

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 2 3 4 19 5 8 16 93
Total Chapters 2 3 4 19 5 8 16 93

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-08