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 1 11 83
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,294 1 2 14 3,243
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 0 2 3 1 4 18 22
A macrofinance view of US Sovereign CDS premiums 0 1 1 95 0 2 14 187
Alternative Models for Stock Price Dynamic 0 0 0 441 1 14 23 1,421
Alternative Models for Stock Price Dynamics 0 0 0 909 0 7 23 2,736
Benchmark Interest Rates When the Government is Risky 0 0 1 26 0 9 21 83
Benchmark interest rates when the government is risky 0 0 0 7 0 4 18 47
CDS Auctions 0 0 0 32 1 4 11 179
CDS Auctions 0 0 0 12 0 2 8 182
CDS auctions 0 0 0 0 0 2 5 8
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 0 4 14 100
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 1 3 11 76
Crash Risk in Currency Returns 0 0 0 34 0 3 9 134
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 0 5 15 36
Currency risk premiums: A multi-horizon perspective 0 0 0 11 0 5 13 51
Disasters Implied by Equity Index Options 0 0 0 20 0 3 20 155
Disasters implied by equity index options 0 0 0 43 0 5 20 279
Disasters implied by equity index options 0 0 0 101 0 2 17 194
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 1 3 11 1,085
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 1 3 9 299
Identifying Taylor Rules in Macro-Finance Models 0 1 1 71 0 5 13 151
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 1 2 11 108
Interest Rate Skewness and Biased Beliefs 0 0 0 5 1 7 22 41
Interest Rate Skewness and Biased Beliefs 0 0 0 17 2 5 19 61
Interest Rate Skewness and Biased Beliefs 0 0 0 17 2 8 21 71
Interest rate skewness and biased beliefs 0 1 1 20 2 9 21 53
International Yield Curves and Currency Puzzles 0 0 0 38 0 4 16 72
International yield curves and currency puzzles 0 0 0 38 0 2 12 104
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 2 10 93
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 42 3 13 27 148
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 2 42 0 3 11 130
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 1 2 16 399
Monetary Policy Risk: Rules vs. Discretion 0 0 3 43 1 5 20 85
Monetary policy risk: Rules vs. discretion 0 0 0 36 1 4 11 84
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 1 9 51
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 1 10 53
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 0 1 6 77
Non-Standard Errors 0 0 0 19 1 9 34 59
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 0 8 1 5 17 50
Non-Standard Errors 0 0 0 44 5 11 43 481
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard errors 0 0 1 12 0 8 34 79
Pricing Currency Risks 0 0 0 18 0 2 10 43
Pricing Currency Risks 0 0 0 32 0 4 18 107
Reassessing Sources of Risk Premiums in Currency Markets 0 1 3 13 0 8 18 34
Sources of Entropy in Representative Agent Models 0 0 1 55 1 15 38 251
Sources of Entropy in Representative Agent Models 0 0 0 19 2 7 22 143
Sources of Risk in Currency Returns 0 0 0 39 1 6 14 121
Sources of entropy in representative agent models 0 0 0 23 0 3 15 148
Sources of entropy in representative agent models of asset pricing 0 0 0 6 1 4 7 78
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 4 92 3 9 40 246
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 5 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 0 16 33 74
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 1 1 1 15 2 3 18 60
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 1 32 2 4 14 122
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 1 5 29 78
Term structures of asset prices and returns 0 0 0 34 1 3 16 105
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 1 1 3 12 1 4 24 35
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 1 3 14 73
The Term Structure of Covered Interest Rate Parity Violations 0 1 1 41 2 11 51 193
The Term Structure of Inflation Expectations 0 0 0 32 1 8 13 178
The Term Structure of Inflation Expectations 0 0 0 191 1 4 15 718
The real channel for nominal bond-stock puzzles 0 0 0 2 1 6 12 21
The term structure of CIP violations 0 0 0 11 0 7 18 60
Understanding Index Option Returns 0 0 0 167 2 2 19 393
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 1 1 23 23 2 10 47 47
What Data Should Be Used to Price Options? 0 0 0 571 2 6 8 2,151
What do Financial Markets say about the Exchange Rate? 0 0 1 12 0 2 21 48
What do financial markets say about the exchange rate? 0 0 1 2 2 5 7 8
Total Working Papers 3 8 56 5,758 58 373 1,311 18,986
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 5 55 148
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 0 1 292 0 0 13 666
Alternative models for stock price dynamics 0 0 3 341 1 9 36 918
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 0 4 6 8
Benchmark interest rates when the government is risky 0 1 4 21 0 7 32 107
CDS Auctions 0 1 1 33 0 2 8 159
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 0 12 1 5 19 56
Crash Risk in Currency Returns 0 0 0 12 1 2 19 81
Disasters Implied by Equity Index Options 1 1 1 44 2 7 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 2 4 10 245
Interest Rate Skewness and Biased Beliefs 0 1 5 12 2 9 22 51
International Yield Curves and Currency Puzzles 0 0 3 15 0 1 17 68
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 2 12 15 92
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 2 4 9 474
Monetary Policy Risk: Rules versus Discretion 0 0 2 7 0 0 16 31
Monetary policy regimes and the term structure of interest rates 0 0 0 75 0 6 16 294
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 3 7 247
Nonstandard Errors 0 2 7 44 0 9 53 176
On the Role of Risk Premia in Volatility Forecasting 0 0 2 105 0 3 16 240
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 4 8 247
Pricing Currency Risks 0 0 2 15 4 9 36 112
Sources of Entropy in Representative Agent Models 0 0 0 25 9 11 19 166
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 7 1 3 11 29
Term structures of asset prices and returns 0 0 0 47 2 3 13 161
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 0 1 8 69
The Term Structure of Covered Interest Rate Parity Violations 0 0 4 13 0 5 22 49
The term structure of inflation expectations 0 2 4 153 1 6 23 459
Understanding Index Option Returns 1 2 4 39 1 7 27 216
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 1 6 14 76
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 0 62 1 6 13 234
Total Journal Articles 2 12 52 1,898 33 154 602 6,546

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 7 28 109
Total Chapters 0 0 5 20 1 7 28 109

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Statistics updated 2026-06-04