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 1 5 11 83
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,294 1 5 13 3,242
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 2 3 3 3 10 21 21
A macrofinance view of US Sovereign CDS premiums 0 0 0 94 1 9 13 186
Alternative Models for Stock Price Dynamic 0 0 0 441 0 5 9 1,407
Alternative Models for Stock Price Dynamics 0 0 0 909 1 5 17 2,730
Benchmark Interest Rates When the Government is Risky 0 0 1 26 3 7 15 77
Benchmark interest rates when the government is risky 0 0 0 7 1 10 16 44
CDS Auctions 0 0 0 12 0 4 6 180
CDS Auctions 0 0 0 32 0 4 7 175
CDS auctions 0 0 0 0 0 3 3 6
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 0 6 12 96
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 1 5 10 74
Crash Risk in Currency Returns 0 0 0 34 1 4 7 132
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 2 9 12 33
Currency risk premiums: A multi-horizon perspective 0 0 0 11 1 6 11 47
Disasters Implied by Equity Index Options 0 0 0 20 1 7 18 153
Disasters implied by equity index options 0 0 0 101 1 7 16 193
Disasters implied by equity index options 0 0 0 43 4 10 19 278
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 0 3 7 296
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 1 3 10 1,083
Identifying Taylor Rules in Macro-Finance Models 1 1 1 71 1 8 9 147
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 2 9 106
Interest Rate Skewness and Biased Beliefs 0 0 1 17 3 12 17 66
Interest Rate Skewness and Biased Beliefs 0 0 0 5 1 10 16 35
Interest Rate Skewness and Biased Beliefs 0 0 0 17 1 9 16 57
Interest rate skewness and biased beliefs 1 1 1 20 4 13 17 48
International Yield Curves and Currency Puzzles 0 0 0 38 2 13 14 70
International yield curves and currency puzzles 0 0 0 38 0 5 11 102
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 42 4 10 18 139
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 1 7 10 92
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 0 8 14 397
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 2 42 0 3 9 127
Monetary Policy Risk: Rules vs. Discretion 0 1 3 43 2 9 17 82
Monetary policy risk: Rules vs. discretion 0 0 0 36 0 5 7 80
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 4 9 52
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 6 8 50
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 0 3 6 76
Non-Standard Errors 0 0 0 27 3 5 21 166
Non-Standard Errors 0 0 0 19 4 25 30 54
Non-Standard Errors 0 0 2 44 1 13 38 471
Non-Standard Errors 0 0 0 8 1 8 13 46
Nonstandard Errors 0 0 2 4 2 8 27 41
Nonstandard errors 0 0 1 12 5 13 32 76
Pricing Currency Risks 0 0 0 32 2 5 16 105
Pricing Currency Risks 0 0 0 18 1 5 9 42
Reassessing Sources of Risk Premiums in Currency Markets 0 0 2 12 2 5 15 28
Sources of Entropy in Representative Agent Models 0 0 1 55 13 31 36 249
Sources of Entropy in Representative Agent Models 0 0 0 19 3 14 18 139
Sources of Risk in Currency Returns 0 0 0 39 1 5 10 116
Sources of entropy in representative agent models 0 0 0 23 1 4 13 146
Sources of entropy in representative agent models of asset pricing 0 0 0 6 1 4 4 75
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 6 92 1 16 41 238
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 2 8 16 75
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 1 15 18 59
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 1 10 18 58
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 2 32 1 6 12 119
Term Structures of Asset Prices and Returns 0 0 0 23 0 5 8 77
Term structures of asset prices and returns 0 0 0 29 2 21 26 75
Term structures of asset prices and returns 0 0 0 34 0 8 13 102
Term structures of asset prices and returns 0 0 0 0 0 3 4 27
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 0 2 11 0 6 20 31
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 2 8 13 72
The Term Structure of Covered Interest Rate Parity Violations 1 1 1 41 5 36 45 187
The Term Structure of Inflation Expectations 0 0 0 191 1 7 15 715
The Term Structure of Inflation Expectations 0 0 1 32 1 4 7 171
The real channel for nominal bond-stock puzzles 0 0 0 2 1 5 8 16
The term structure of CIP violations 0 0 0 11 1 10 13 54
Understanding Index Option Returns 0 0 0 167 0 9 17 391
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 0 1 22 22 5 17 42 42
What Data Should Be Used to Price Options? 0 0 0 571 0 1 2 2,145
What do Financial Markets say about the Exchange Rate? 0 0 2 12 1 6 23 47
What do financial markets say about the exchange rate? 0 0 2 2 1 1 4 4
Total Working Papers 3 7 62 5,753 108 601 1,107 18,721
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 29 3 18 56 146
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 0 4 292 0 2 19 666
Alternative models for stock price dynamics 0 0 3 341 2 13 30 911
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 1 2 3 5
Benchmark interest rates when the government is risky 1 2 4 21 1 8 31 101
CDS Auctions 0 0 0 32 0 2 6 157
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 1 12 0 4 16 51
Crash Risk in Currency Returns 0 0 0 12 0 9 18 79
Disasters Implied by Equity Index Options 0 0 0 43 2 10 19 330
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 2 7 248
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 6 6 241
Interest Rate Skewness and Biased Beliefs 0 3 4 11 4 9 19 46
International Yield Curves and Currency Puzzles 0 3 3 15 0 7 18 67
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 0 7 8 83
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 14 3 3 7 83
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 0 2 7 470
Monetary Policy Risk: Rules versus Discretion 0 0 2 7 0 8 16 31
Monetary policy regimes and the term structure of interest rates 0 0 1 75 2 5 15 290
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 1 2 7 245
Nonstandard Errors 2 2 13 44 5 16 62 172
On the Role of Risk Premia in Volatility Forecasting 0 0 2 105 1 4 14 238
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 1 2 6 244
Pricing Currency Risks 0 1 2 15 2 11 32 105
Sources of Entropy in Representative Agent Models 0 0 0 25 0 3 8 155
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 1 1 2 7 1 5 11 27
Term structures of asset prices and returns 0 0 0 47 1 5 11 159
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 1 5 8 69
The Term Structure of Covered Interest Rate Parity Violations 0 1 4 13 3 10 23 47
The term structure of inflation expectations 1 3 3 152 2 9 21 455
Understanding Index Option Returns 0 1 2 37 1 8 25 210
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 2 6 10 72
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 0 62 1 2 8 229
Total Journal Articles 5 18 59 1,891 40 205 547 6,432

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 4 13 26 106
Total Chapters 0 1 5 20 4 13 26 106

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Statistics updated 2026-04-09