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 0 15 0 0 11 83
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,294 1 2 15 3,244
A Test of the Efficiency of a Given Portfolio in High Dimensions 1 1 3 4 2 3 20 24
A macrofinance view of US Sovereign CDS premiums 0 1 1 95 0 1 14 187
Alternative Models for Stock Price Dynamic 0 0 0 441 1 15 24 1,422
Alternative Models for Stock Price Dynamics 0 0 0 909 0 6 23 2,736
Benchmark Interest Rates When the Government is Risky 0 0 0 26 0 6 20 83
Benchmark interest rates when the government is risky 0 0 0 7 1 4 19 48
CDS Auctions 0 0 0 12 0 2 8 182
CDS Auctions 0 0 0 32 0 4 11 179
CDS auctions 0 0 0 0 0 2 5 8
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 1 5 15 101
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 0 2 11 76
Crash Risk in Currency Returns 0 0 0 34 0 2 9 134
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 1 4 16 37
Currency risk premiums: A multi-horizon perspective 0 0 0 11 0 4 13 51
Disasters Implied by Equity Index Options 0 0 0 20 1 3 21 156
Disasters implied by equity index options 0 0 0 101 2 3 19 196
Disasters implied by equity index options 0 0 0 43 1 2 21 280
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 0 2 10 1,085
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 0 3 9 299
Identifying Taylor Rules in Macro-Finance Models 0 0 1 71 0 4 13 151
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 2 11 108
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 5 21 71
Interest Rate Skewness and Biased Beliefs 0 0 0 5 0 6 22 41
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 4 18 61
Interest rate skewness and biased beliefs 0 0 1 20 0 5 21 53
International Yield Curves and Currency Puzzles 0 0 0 38 1 3 17 73
International yield curves and currency puzzles 0 0 0 38 2 4 14 106
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 42 0 9 24 148
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 1 10 93
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 0 2 16 399
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 1 42 0 3 10 130
Monetary Policy Risk: Rules vs. Discretion 0 0 3 43 1 4 20 86
Monetary policy risk: Rules vs. discretion 0 0 0 36 1 5 11 85
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 1 10 53
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 1 2 10 52
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 1 2 7 78
Non-Standard Errors 0 0 0 8 1 5 17 51
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 44 2 12 43 483
Non-Standard Errors 0 0 0 19 0 5 33 59
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
Pricing Currency Risks 0 0 0 18 0 1 10 43
Pricing Currency Risks 0 0 0 32 0 2 18 107
Reassessing Sources of Risk Premiums in Currency Markets 0 1 3 13 0 6 18 34
Sources of Entropy in Representative Agent Models 0 0 1 55 1 3 39 252
Sources of Entropy in Representative Agent Models 0 0 0 19 0 4 22 143
Sources of Risk in Currency Returns 0 0 0 39 1 6 15 122
Sources of entropy in representative agent models 0 0 0 23 1 3 16 149
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 3 7 78
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 1 1 3 93 4 12 41 250
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 3 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 16 34 75
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 1 1 15 0 2 18 60
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 1 1 2 33 2 5 15 124
Term Structures of Asset Prices and Returns 0 0 0 23 0 2 10 79
Term structures of asset prices and returns 0 0 0 0 0 5 9 32
Term structures of asset prices and returns 0 0 0 29 0 3 29 78
Term structures of asset prices and returns 0 0 0 34 0 3 16 105
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 3 12 2 6 26 37
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 0 1 14 73
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 41 0 6 51 193
The Term Structure of Inflation Expectations 0 0 0 32 0 7 13 178
The Term Structure of Inflation Expectations 0 0 0 191 0 3 15 718
The real channel for nominal bond-stock puzzles 0 0 0 2 0 5 12 21
The term structure of CIP violations 0 0 0 11 0 6 18 60
Understanding Index Option Returns 0 0 0 167 2 4 19 395
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 0 1 23 23 1 6 48 48
What Data Should Be Used to Price Options? 0 0 0 571 0 6 8 2,151
What do Financial Markets say about the Exchange Rate? 1 1 2 13 3 4 24 51
What do financial markets say about the exchange rate? 0 0 1 2 0 4 7 8
Total Working Papers 4 9 56 5,762 45 310 1,332 19,031
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 3 29 0 2 55 148
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 2 2 3 294 3 3 15 669
Alternative models for stock price dynamics 0 0 2 341 1 8 36 919
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 0 3 6 8
Benchmark interest rates when the government is risky 0 0 3 21 0 6 30 107
CDS Auctions 0 1 1 33 0 2 8 159
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 0 12 0 5 19 56
Crash Risk in Currency Returns 1 1 1 13 1 3 20 82
Disasters Implied by Equity Index Options 0 1 1 44 0 5 23 335
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 1 8 249
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 4 10 245
Interest Rate Skewness and Biased Beliefs 0 1 5 12 0 5 22 51
International Yield Curves and Currency Puzzles 0 0 3 15 2 3 19 70
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 0 8 83
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 1 2 15 0 9 15 92
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 0 4 9 474
Monetary Policy Risk: Rules versus Discretion 0 0 1 7 1 1 16 32
Monetary policy regimes and the term structure of interest rates 0 0 0 75 1 5 17 295
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 2 7 247
Nonstandard Errors 1 1 7 45 4 8 53 180
On the Role of Risk Premia in Volatility Forecasting 0 0 1 105 1 3 16 241
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 1 4 9 248
Pricing Currency Risks 0 0 2 15 0 7 36 112
Sources of Entropy in Representative Agent Models 0 0 0 25 0 11 19 166
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 1 3 12 30
Term structures of asset prices and returns 0 0 0 47 0 2 13 161
The PPP View of Multihorizon Currency Risk Premiums 0 0 0 15 0 0 7 69
The Term Structure of Covered Interest Rate Parity Violations 1 1 5 14 4 6 26 53
The term structure of inflation expectations 0 1 4 153 0 4 21 459
Understanding Index Option Returns 0 2 4 39 4 10 31 220
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 0 4 14 76
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 0 62 0 5 13 234
Total Journal Articles 5 12 51 1,903 24 138 613 6,570

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 5 20 1 4 28 110
Total Chapters 0 0 5 20 1 4 28 110

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Statistics updated 2026-07-10