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 1 1 5 73
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 0 1,293 0 1 4 3,230
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 0 1 1 0 0 4 4
A macrofinance view of US Sovereign CDS premiums 0 0 1 94 1 1 3 174
Alternative Models for Stock Price Dynamic 0 0 0 441 1 1 3 1,399
Alternative Models for Stock Price Dynamics 0 0 1 909 1 2 8 2,715
Benchmark Interest Rates When the Government is Risky 0 1 1 26 0 3 3 65
Benchmark interest rates when the government is risky 0 0 0 7 0 1 3 30
CDS Auctions 0 0 0 12 0 0 1 174
CDS Auctions 0 0 0 32 0 0 2 168
CDS auctions 0 0 0 0 0 0 2 3
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 1 1 6 87
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 26 1 1 5 66
Crash Risk in Currency Returns 0 0 1 34 0 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 1 1 11 39
Disasters Implied by Equity Index Options 0 0 0 20 0 0 4 135
Disasters implied by equity index options 0 0 0 101 0 0 1 177
Disasters implied by equity index options 0 0 0 43 1 1 2 260
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 1 91 0 1 3 291
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 1 3 7 1,077
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 2 2 3 99
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 1 4 43
Interest Rate Skewness and Biased Beliefs 0 0 1 17 0 1 4 51
Interest Rate Skewness and Biased Beliefs 0 0 1 5 0 0 3 19
Interest rate skewness and biased beliefs 0 0 0 19 0 0 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 1 1 5 93
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 41 0 3 5 124
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 0 6 83
Monetary Policy Regimes and the Term Structure of Interest Rates 1 2 2 42 1 2 7 121
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 0 1 2 384
Monetary Policy Risk: Rules vs. Discretion 0 0 0 40 2 3 5 68
Monetary policy risk: Rules vs. discretion 0 0 0 36 0 1 2 74
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 0 0 42
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 2 4 45
No-arbitrage macroeconomic determinants of the yield curve 0 0 1 8 1 1 4 72
Non-Standard Errors 0 0 3 44 4 6 36 444
Non-Standard Errors 0 0 1 27 1 5 29 152
Non-Standard Errors 0 0 1 19 0 1 3 26
Non-Standard Errors 0 0 0 8 0 1 2 34
Nonstandard Errors 0 0 3 3 0 0 20 20
Nonstandard errors 0 0 3 11 1 7 31 52
Pricing Currency Risks 0 0 0 18 0 0 2 33
Pricing Currency Risks 0 0 0 32 1 1 4 90
Reassessing Sources of Risk Premiums in Currency Markets 1 2 12 12 2 3 19 19
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 1 1 4 108
Sources of entropy in representative agent models 0 0 0 23 1 3 4 136
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 2 5 90 1 5 18 211
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 0 0 4 60
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 0 19 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 2 2 5 44
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 1 31 1 2 6 110
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 1 1 2 50
Term structures of asset prices and returns 0 0 0 34 0 2 3 91
Term structures of asset prices and returns 0 0 0 0 1 1 6 24
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 0 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 0 1 9 704
The Term Structure of Inflation Expectations 0 0 1 32 0 0 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 0 3 42
Understanding Index Option Returns 0 0 0 167 0 2 5 376
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 3 5 5 5 3 8 8 8
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 5 11 1 2 10 29
What do financial markets say about the exchange rate? 0 0 1 1 0 1 2 2
Total Working Papers 5 13 75 5,715 37 93 429 17,768
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 5 26 0 4 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 0 7 291 3 4 22 657
Alternative models for stock price dynamics 0 1 3 339 0 1 9 883
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 0 2 3 19 1 6 18 81
CDS Auctions 0 0 1 32 1 1 2 152
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 5 12 1 1 12 38
Crash Risk in Currency Returns 0 0 1 12 1 1 6 63
Disasters Implied by Equity Index Options 0 0 0 43 1 3 7 315
Efficient estimation of general dynamic models with a continuum of moment conditions 1 1 1 106 1 2 8 243
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 0 2 17 31
International Yield Curves and Currency Puzzles 0 0 1 12 0 1 9 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 1 1 3 78
Model Specification and Risk Premia: Evidence from Futures Options 0 1 1 156 0 2 6 467
Monetary Policy Risk: Rules versus Discretion 0 1 1 6 1 2 4 17
Monetary policy regimes and the term structure of interest rates 0 0 2 75 0 4 20 282
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 1 7 241
Nonstandard Errors 0 1 22 38 2 11 94 134
On the Role of Risk Premia in Volatility Forecasting 0 1 1 104 1 2 3 226
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 1 1 2 240
Pricing Currency Risks 0 0 0 13 1 3 11 79
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 5 18
Term structures of asset prices and returns 0 0 0 47 0 1 1 149
The PPP View of Multihorizon Currency Risk Premiums 0 1 2 15 1 2 4 63
The Term Structure of Covered Interest Rate Parity Violations 0 0 8 9 0 1 22 28
The term structure of inflation expectations 0 0 5 149 0 2 13 438
Understanding Index Option Returns 0 0 1 35 0 0 5 189
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 0 1 4 222
Total Journal Articles 1 9 77 1,855 17 60 332 6,004

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 0 2 9 83
Total Chapters 0 0 0 15 0 2 9 83

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Statistics updated 2025-09-05