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 2 2 12 85
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,294 0 1 14 3,244
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 1 3 4 1 3 21 25
A macrofinance view of US Sovereign CDS premiums 0 0 1 95 0 1 14 188
Alternative Models for Stock Price Dynamic 0 0 0 441 1 3 25 1,424
Alternative Models for Stock Price Dynamics 0 0 0 909 2 2 23 2,738
Benchmark Interest Rates When the Government is Risky 0 0 0 26 3 3 21 86
Benchmark interest rates when the government is risky 0 0 0 7 0 2 19 49
CDS Auctions 0 0 0 32 0 0 11 179
CDS Auctions 0 0 0 12 0 0 8 182
CDS auctions 0 0 0 0 0 0 5 8
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 0 3 16 103
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 0 0 10 76
Crash Risk in Currency Returns 0 0 0 34 0 0 8 134
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 1 2 17 38
Currency risk premiums: A multi-horizon perspective 0 0 0 11 0 0 12 51
Disasters Implied by Equity Index Options 0 0 0 20 0 1 21 156
Disasters implied by equity index options 0 0 0 43 1 2 21 281
Disasters implied by equity index options 0 0 0 101 1 4 21 198
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 91 0 0 8 299
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 0 0 8 1,085
Identifying Taylor Rules in Macro-Finance Models 0 0 1 71 0 1 14 152
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 0 9 108
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 0 20 71
Interest Rate Skewness and Biased Beliefs 0 0 0 5 1 1 23 42
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 2 20 63
Interest rate skewness and biased beliefs 0 0 1 20 2 4 25 57
International Yield Curves and Currency Puzzles 0 0 0 38 1 3 19 75
International yield curves and currency puzzles 0 0 0 38 0 2 13 106
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 0 10 93
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 42 4 5 29 153
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 42 1 1 10 131
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 1 1 16 400
Monetary Policy Risk: Rules vs. Discretion 0 0 3 43 2 3 20 88
Monetary policy risk: Rules vs. discretion 0 0 0 36 0 2 12 86
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 0 8 53
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 2 3 12 54
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 0 1 6 78
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 0 0 0 8 0 2 18 52
Non-Standard Errors 0 0 0 19 2 4 37 63
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard errors 1 1 2 13 2 5 32 84
Pricing Currency Risks 0 0 0 32 3 4 21 111
Pricing Currency Risks 0 0 0 18 0 1 11 44
Reassessing Sources of Risk Premiums in Currency Markets 0 0 1 13 3 3 18 37
Sources of Entropy in Representative Agent Models 0 0 1 55 4 6 44 257
Sources of Entropy in Representative Agent Models 0 0 0 19 2 2 24 145
Sources of Risk in Currency Returns 0 0 0 39 1 2 15 123
Sources of entropy in representative agent models 0 1 1 24 1 3 15 151
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 7 78
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 1 3 93 2 6 41 252
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 0 0 18 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 2 35 76
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 15 0 0 16 60
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 2 33 5 7 19 129
Term Structures of Asset Prices and Returns 0 0 0 23 1 2 12 81
Term structures of asset prices and returns 0 0 0 0 1 1 9 33
Term structures of asset prices and returns 0 0 0 34 0 0 14 105
Term structures of asset prices and returns 0 0 0 29 0 1 29 79
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 0 3 12 1 6 30 41
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 1 2 15 75
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 41 1 1 52 194
The Term Structure of Inflation Expectations 0 0 0 32 0 0 13 178
The Term Structure of Inflation Expectations 0 0 0 191 0 0 14 718
The real channel for nominal bond-stock puzzles 0 0 0 2 0 0 12 21
The term structure of CIP violations 0 0 0 11 1 1 19 61
Understanding Index Option Returns 0 0 0 167 4 8 25 401
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 0 0 18 23 1 2 41 49
What Data Should Be Used to Price Options? 0 0 0 571 0 0 8 2,151
What do Financial Markets say about the Exchange Rate? 0 1 2 13 65 69 88 117
What do financial markets say about the exchange rate? 1 1 2 3 2 2 8 10
Total Working Papers 4 9 52 5,767 134 213 1,431 19,199
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 53 150
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 2 3 294 0 4 13 670
Alternative models for stock price dynamics 0 0 2 341 0 1 36 919
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 0 0 6 8
Benchmark interest rates when the government is risky 1 1 3 22 1 2 28 109
CDS Auctions 0 0 1 33 0 0 7 159
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 0 12 1 1 19 57
Crash Risk in Currency Returns 0 2 2 14 1 3 21 84
Disasters Implied by Equity Index Options 0 0 1 44 0 0 20 335
Efficient estimation of general dynamic models with a continuum of moment conditions 1 1 1 107 2 2 8 251
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 0 10 245
Interest Rate Skewness and Biased Beliefs 0 0 5 12 1 2 22 53
International Yield Curves and Currency Puzzles 0 0 3 15 3 7 23 75
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 2 10 85
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 2 15 1 1 15 93
Model Specification and Risk Premia: Evidence from Futures Options 0 0 0 156 0 0 7 474
Monetary Policy Risk: Rules versus Discretion 0 0 1 7 1 2 16 33
Monetary policy regimes and the term structure of interest rates 0 0 0 75 2 4 16 298
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 1 1 7 248
Nonstandard Errors 0 2 8 46 6 15 57 191
On the Role of Risk Premia in Volatility Forecasting 0 0 1 105 1 2 16 242
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 1 8 248
Pricing Currency Risks 0 0 2 15 0 1 34 113
Sources of Entropy in Representative Agent Models 0 1 1 26 0 1 20 167
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 2 4 15 33
Term structures of asset prices and returns 1 1 1 48 3 3 15 164
The PPP View of Multihorizon Currency Risk Premiums 0 0 0 15 1 3 9 72
The Term Structure of Covered Interest Rate Parity Violations 0 1 5 14 1 5 26 54
The term structure of inflation expectations 0 0 4 153 0 1 22 460
Understanding Index Option Returns 0 1 5 40 17 25 52 241
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 1 1 15 77
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 0 62 0 0 12 234
Total Journal Articles 3 12 55 1,910 46 96 638 6,642

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 2 4 30 113
Total Chapters 0 0 5 20 2 4 30 113

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Statistics updated 2026-09-10