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 3 11 0 1 9 64
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 1 1 1,293 1 3 5 3,223
A macrofinance view of US Sovereign CDS premiums 0 0 2 92 1 1 8 166
Alternative Models for Stock Price Dynamic 0 0 0 441 0 1 1 1,394
Alternative Models for Stock Price Dynamics 0 0 1 907 0 0 4 2,703
Benchmark Interest Rates When the Government is Risky 0 1 2 25 0 1 4 62
Benchmark interest rates when the government is risky 0 0 0 7 0 0 0 26
CDS Auctions 0 0 1 12 0 0 1 172
CDS Auctions 0 0 0 32 0 0 2 165
CDS auctions 0 0 0 0 0 1 1 1
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 1 1 1 20 1 1 4 78
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 24 0 0 2 60
Crash Risk in Currency Returns 0 0 0 33 0 0 2 121
Currency Risk Premiums: A Multi-horizon Perspective 0 0 29 29 0 0 21 21
Currency risk premiums: A multi-horizon perspective 1 2 9 9 5 7 23 23
Disasters Implied by Equity Index Options 0 0 0 20 0 0 3 129
Disasters implied by equity index options 0 0 0 101 0 0 3 175
Disasters implied by equity index options 0 0 0 43 0 1 2 258
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 290 1 2 2 1,069
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 1 90 2 3 4 288
Identifying Taylor Rules in Macro-Finance Models 0 0 0 69 0 0 1 136
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 0 2 95
Interest Rate Skewness and Biased Beliefs 0 0 0 4 0 0 1 15
Interest Rate Skewness and Biased Beliefs 1 2 3 15 1 4 10 38
Interest Rate Skewness and Biased Beliefs 0 0 1 16 1 3 14 35
Interest rate skewness and biased beliefs 0 0 0 19 0 2 5 23
International Yield Curves and Currency Puzzles 0 0 1 38 0 1 4 56
International yield curves and currency puzzles 0 0 1 38 0 1 2 88
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 13 0 1 5 76
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 1 1 39 0 2 7 116
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 40 0 0 3 113
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 141 0 2 2 381
Monetary Policy Risk: Rules vs. Discretion 0 0 1 39 0 0 5 61
Monetary policy risk: Rules vs. discretion 0 0 0 35 0 1 2 71
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 0 2 38
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 20 0 0 0 41
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 7 0 0 2 68
Non-Standard Errors 0 0 1 7 2 2 9 30
Non-Standard Errors 0 0 0 18 1 1 3 20
Non-Standard Errors 0 1 11 39 3 12 117 305
Non-Standard Errors 0 0 1 41 1 7 109 372
Pricing Currency Risks 0 0 1 17 0 1 3 29
Pricing Currency Risks 1 1 6 32 1 3 11 82
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 1 1 1 38 1 1 1 103
Sources of entropy in representative agent models 0 0 0 23 0 0 1 131
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 0 69
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 3 85 0 1 18 183
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 2 7 0 0 8 54
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 6 0 0 1 21
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 2 13 2 2 6 37
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 1 30 0 1 6 100
Term Structures of Asset Prices and Returns 0 0 0 22 0 1 3 66
Term structures of asset prices and returns 0 0 2 34 1 1 3 88
Term structures of asset prices and returns 0 0 0 0 0 0 0 17
Term structures of asset prices and returns 0 0 0 28 0 0 4 46
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 23 1 1 5 55
The Term Structure of Inflation Expectations 0 0 0 31 1 1 1 163
The Term Structure of Inflation Expectations 0 0 1 190 0 1 4 692
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 0 2 9 36
The term structure of CIP violations 0 0 1 38 2 2 14 126
Understanding Index Option Returns 0 0 0 165 0 1 3 368
What Data Should Be Used to Price Options? 0 0 0 571 0 0 0 2,143
Total Working Papers 5 12 94 5,617 29 80 507 17,323


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 3 9 18 1 4 16 78
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 1 1 5 279 4 4 22 622
Alternative models for stock price dynamics 2 5 11 328 3 8 24 861
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 2 15 0 0 6 61
CDS Auctions 0 3 4 30 0 5 8 148
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 1 2 6 1 3 10 17
Crash Risk in Currency Returns 0 0 0 11 1 1 4 56
Disasters Implied by Equity Index Options 0 0 1 43 1 2 6 306
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 2 105 1 1 3 235
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 0 2 229
International Yield Curves and Currency Puzzles 1 1 6 8 3 6 29 34
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 1 13 0 0 6 74
Model Specification and Risk Premia: Evidence from Futures Options 0 1 5 149 2 3 14 452
Monetary Policy Risk: Rules versus Discretion 0 1 3 5 1 3 6 13
Monetary policy regimes and the term structure of interest rates 0 0 4 72 3 5 18 257
No-arbitrage macroeconomic determinants of the yield curve 0 0 4 57 1 1 9 232
On the Role of Risk Premia in Volatility Forecasting 0 0 1 103 0 0 4 223
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 1 64 0 0 5 236
Pricing Currency Risks 1 4 10 10 4 13 60 60
Sources of Entropy in Representative Agent Models 0 0 0 25 0 0 1 144
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 4 4 0 1 9 9
Term structures of asset prices and returns 0 0 1 47 0 0 4 146
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 9 1 3 12 55
The term structure of inflation expectations 1 1 5 138 1 3 17 414
Understanding Index Option Returns 0 0 0 33 0 1 8 182
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 1 2 4 61 1 3 6 217
Total Journal Articles 8 24 86 1,698 29 70 309 5,438
1 registered items for which data could not be found


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 4 14 1 3 10 69
Total Chapters 0 0 4 14 1 3 10 69


Statistics updated 2024-02-04