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 0 4 72
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 0 1,293 1 1 5 3,230
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 1 1 1 0 2 4 4
A macrofinance view of US Sovereign CDS premiums 0 0 1 94 0 0 2 173
Alternative Models for Stock Price Dynamic 0 0 0 441 0 0 2 1,398
Alternative Models for Stock Price Dynamics 0 0 1 909 1 1 7 2,714
Benchmark Interest Rates When the Government is Risky 0 1 1 26 2 3 3 65
Benchmark interest rates when the government is risky 0 0 0 7 1 2 3 30
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 86
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 26 0 1 5 65
Crash Risk in Currency Returns 0 0 1 34 1 1 5 126
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 0 11 38
Disasters Implied by Equity Index Options 0 0 0 20 0 0 4 135
Disasters implied by equity index options 0 0 0 43 0 0 1 259
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 1 1 1 91 1 1 3 291
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 1 2 6 1,076
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 0 0 1 97
Interest Rate Skewness and Biased Beliefs 0 0 1 5 0 0 3 19
Interest Rate Skewness and Biased Beliefs 0 1 1 17 1 2 4 51
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 2 4 43
Interest rate skewness and biased beliefs 0 0 0 19 0 1 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 0 1 4 92
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 0 6 83
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 41 0 3 5 124
Monetary Policy Regimes and the Term Structure of Interest Rates 0 1 1 41 0 2 6 120
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 1 1 2 384
Monetary Policy Risk: Rules vs. Discretion 0 0 1 40 0 1 4 66
Monetary policy risk: Rules vs. discretion 0 0 0 36 0 1 2 74
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 2 2 4 45
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 0 0 42
No-arbitrage macroeconomic determinants of the yield curve 0 0 1 8 0 1 3 71
Non-Standard Errors 0 0 1 27 1 6 29 151
Non-Standard Errors 0 0 1 19 0 2 4 26
Non-Standard Errors 0 0 3 44 0 2 37 440
Non-Standard Errors 0 0 0 8 0 1 2 34
Nonstandard Errors 0 1 3 3 0 1 20 20
Nonstandard errors 0 0 5 11 4 7 33 51
Pricing Currency Risks 0 0 1 18 0 0 3 33
Pricing Currency Risks 0 0 0 32 0 0 4 89
Reassessing Sources of Risk Premiums in Currency Markets 1 1 11 11 1 1 17 17
Sources of Entropy in Representative Agent Models 0 0 0 54 0 0 2 213
Sources of Entropy in Representative Agent Models 0 0 0 19 0 0 1 121
Sources of Risk in Currency Returns 0 0 1 39 0 0 3 107
Sources of entropy in representative agent models 0 0 0 23 2 2 3 135
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 0 4 5 90 1 8 17 210
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 0 1 4 60
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 0 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 0 1 3 42
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 1 31 0 2 5 109
Term Structures of Asset Prices and Returns 0 0 0 23 0 0 2 69
Term structures of asset prices and returns 0 0 0 29 0 0 1 49
Term structures of asset prices and returns 0 0 0 34 2 2 3 91
Term structures of asset prices and returns 0 0 0 0 0 0 6 23
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 0 9 9 0 0 11 11
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 1 1 5 60
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 1 191 1 3 10 704
The Term Structure of Inflation Expectations 0 1 1 32 0 1 1 165
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 0 1 4 42
Understanding Index Option Returns 0 0 0 167 0 2 5 376
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 2 2 2 2 5 5 5 5
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 6 11 1 2 10 28
What do financial markets say about the exchange rate? 0 0 1 1 1 1 2 2
Total Working Papers 4 15 75 5,710 32 84 413 17,731
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 1 5 26 4 5 13 97
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 1 8 291 0 4 21 654
Alternative models for stock price dynamics 0 1 3 339 0 1 10 883
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 1 2 3 19 3 9 17 80
CDS Auctions 0 0 1 32 0 0 1 151
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 5 12 0 1 12 37
Crash Risk in Currency Returns 0 0 1 12 0 0 5 62
Disasters Implied by Equity Index Options 0 0 0 43 2 2 6 314
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 0 105 1 1 7 242
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 2 4 18 31
International Yield Curves and Currency Puzzles 0 0 2 12 1 2 10 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 2 77
Model Specification and Risk Premia: Evidence from Futures Options 1 1 2 156 2 3 8 467
Monetary Policy Risk: Rules versus Discretion 0 1 1 6 0 1 3 16
Monetary policy regimes and the term structure of interest rates 0 0 2 75 4 6 21 282
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 1 3 7 241
Nonstandard Errors 0 2 26 38 5 14 102 132
On the Role of Risk Premia in Volatility Forecasting 0 1 1 104 0 1 2 225
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 0 2 239
Pricing Currency Risks 0 0 0 13 2 4 11 78
Sources of Entropy in Representative Agent Models 0 0 0 25 0 0 3 147
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 0 0 6 18
Term structures of asset prices and returns 0 0 0 47 1 1 2 149
The PPP View of Multihorizon Currency Risk Premiums 0 1 2 15 0 1 3 62
The Term Structure of Covered Interest Rate Parity Violations 0 0 8 9 1 4 23 28
The term structure of inflation expectations 0 0 5 149 0 4 14 438
Understanding Index Option Returns 0 0 2 35 0 3 6 189
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 1 1 4 222
Total Journal Articles 2 11 84 1,854 30 76 341 5,987

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 0 15 1 3 9 83
Total Chapters 0 0 0 15 1 3 9 83

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Statistics updated 2025-08-05