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 2 11 83
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,294 0 2 13 3,242
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 1 3 3 0 6 19 21
A macrofinance view of US Sovereign CDS premiums 1 1 1 95 1 4 14 187
Alternative Models for Stock Price Dynamic 0 0 0 441 13 13 22 1,420
Alternative Models for Stock Price Dynamics 0 0 0 909 6 7 23 2,736
Benchmark Interest Rates When the Government is Risky 0 0 1 26 6 10 21 83
Benchmark interest rates when the government is risky 0 0 0 7 3 9 19 47
CDS Auctions 0 0 0 12 2 2 8 182
CDS Auctions 0 0 0 32 3 4 10 178
CDS auctions 0 0 0 0 2 2 5 8
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 4 4 15 100
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 1 2 11 75
Crash Risk in Currency Returns 0 0 0 34 2 4 9 134
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 3 6 15 36
Currency risk premiums: A multi-horizon perspective 0 0 0 11 4 6 13 51
Disasters Implied by Equity Index Options 0 0 0 20 2 4 20 155
Disasters implied by equity index options 0 0 0 43 1 6 20 279
Disasters implied by equity index options 0 0 0 101 1 3 17 194
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 1 3 10 1,084
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 2 2 8 298
Identifying Taylor Rules in Macro-Finance Models 0 1 1 71 4 10 13 151
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 1 1 10 107
Interest Rate Skewness and Biased Beliefs 0 0 1 17 3 7 20 69
Interest Rate Skewness and Biased Beliefs 0 0 0 5 5 6 21 40
Interest Rate Skewness and Biased Beliefs 0 0 0 17 2 4 18 59
Interest rate skewness and biased beliefs 0 1 1 20 3 8 20 51
International Yield Curves and Currency Puzzles 0 0 0 38 2 5 16 72
International yield curves and currency puzzles 0 0 0 38 2 2 13 104
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 1 5 10 93
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 42 6 10 24 145
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 1 3 15 398
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 2 42 3 4 12 130
Monetary Policy Risk: Rules vs. Discretion 0 1 3 43 2 5 19 84
Monetary policy risk: Rules vs. discretion 0 0 0 36 3 5 10 83
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 1 2 10 53
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 1 3 9 51
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 1 1 7 77
Non-Standard Errors 0 0 0 19 4 15 34 58
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 0 0 8 3 4 16 49
Non-Standard Errors 0 0 0 27 2 5 23 168
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard errors 0 0 1 12 3 10 35 79
Pricing Currency Risks 0 0 0 18 1 3 10 43
Pricing Currency Risks 0 0 0 32 2 5 18 107
Reassessing Sources of Risk Premiums in Currency Markets 1 1 3 13 6 9 18 34
Sources of Entropy in Representative Agent Models 0 0 1 55 1 18 37 250
Sources of Entropy in Representative Agent Models 0 0 0 19 2 9 20 141
Sources of Risk in Currency Returns 0 0 0 39 4 6 13 120
Sources of entropy in representative agent models 0 0 0 23 2 3 15 148
Sources of entropy in representative agent models of asset pricing 0 0 0 6 2 3 6 77
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 6 92 5 14 41 243
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 3 6 19 78
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 15 21 33 74
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 0 4 17 58
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 2 32 1 2 13 120
Term Structures of Asset Prices and Returns 0 0 0 23 2 3 10 79
Term structures of asset prices and returns 0 0 0 0 5 8 9 32
Term structures of asset prices and returns 0 0 0 29 2 17 28 77
Term structures of asset prices and returns 0 0 0 34 2 4 15 104
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 0 2 11 3 4 23 34
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 0 6 13 72
The Term Structure of Covered Interest Rate Parity Violations 0 1 1 41 4 13 49 191
The Term Structure of Inflation Expectations 0 0 0 191 2 5 16 717
The Term Structure of Inflation Expectations 0 0 1 32 6 7 13 177
The real channel for nominal bond-stock puzzles 0 0 0 2 4 6 11 20
The term structure of CIP violations 0 0 0 11 6 10 19 60
Understanding Index Option Returns 0 0 0 167 0 0 17 391
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 0 0 22 22 3 14 45 45
What Data Should Be Used to Price Options? 0 0 0 571 4 4 6 2,149
What do Financial Markets say about the Exchange Rate? 0 0 1 12 1 4 22 48
What do financial markets say about the exchange rate? 0 0 1 2 2 3 5 6
Total Working Papers 2 7 60 5,755 207 442 1,281 18,928
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 4 29 2 7 56 148
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 0 2 292 0 1 16 666
Alternative models for stock price dynamics 0 0 3 341 6 11 35 917
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 3 5 6 8
Benchmark interest rates when the government is risky 0 1 4 21 6 10 36 107
CDS Auctions 1 1 1 33 2 2 8 159
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 0 12 4 4 19 55
Crash Risk in Currency Returns 0 0 0 12 1 1 18 80
Disasters Implied by Equity Index Options 0 0 0 43 3 7 21 333
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 1 1 8 249
Empirical reverse engineering of the pricing kernel 0 0 0 65 2 2 8 243
Interest Rate Skewness and Biased Beliefs 1 2 5 12 3 9 22 49
International Yield Curves and Currency Puzzles 0 1 3 15 1 2 18 68
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 4 8 83
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 1 1 2 15 7 10 14 90
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 2 3 8 472
Monetary Policy Risk: Rules versus Discretion 0 0 2 7 0 3 16 31
Monetary policy regimes and the term structure of interest rates 0 0 0 75 4 7 18 294
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 2 3 9 247
Nonstandard Errors 0 2 8 44 4 15 58 176
On the Role of Risk Premia in Volatility Forecasting 0 0 2 105 2 3 16 240
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 3 4 8 247
Pricing Currency Risks 0 0 2 15 3 7 34 108
Sources of Entropy in Representative Agent Models 0 0 0 25 2 3 10 157
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 7 1 3 10 28
Term structures of asset prices and returns 0 0 0 47 0 2 11 159
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 0 3 8 69
The Term Structure of Covered Interest Rate Parity Violations 0 0 4 13 2 6 25 49
The term structure of inflation expectations 1 3 4 153 3 6 24 458
Understanding Index Option Returns 1 2 3 38 5 8 29 215
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 3 6 13 75
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 0 62 4 6 12 233
Total Journal Articles 5 14 53 1,896 81 164 602 6,513

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 1 5 20 2 10 28 108
Total Chapters 0 1 5 20 2 10 28 108

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Statistics updated 2026-05-06