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 0 11 83
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,294 0 2 14 3,244
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 1 3 4 0 3 20 24
A macrofinance view of US Sovereign CDS premiums 0 0 1 95 1 1 15 188
Alternative Models for Stock Price Dynamic 0 0 0 441 1 3 25 1,423
Alternative Models for Stock Price Dynamics 0 0 0 909 0 0 22 2,736
Benchmark Interest Rates When the Government is Risky 0 0 0 26 0 0 18 83
Benchmark interest rates when the government is risky 0 0 0 7 1 2 19 49
CDS Auctions 0 0 0 12 0 0 8 182
CDS Auctions 0 0 0 32 0 1 11 179
CDS auctions 0 0 0 0 0 0 5 8
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 2 3 17 103
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 0 1 11 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 0 1 16 37
Currency risk premiums: A multi-horizon perspective 0 0 0 11 0 0 13 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 0 1 21 280
Disasters implied by equity index options 0 0 0 101 1 3 20 197
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 292 0 1 9 1,085
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 91 0 1 8 299
Identifying Taylor Rules in Macro-Finance Models 0 0 1 71 1 1 14 152
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 1 11 108
Interest Rate Skewness and Biased Beliefs 0 0 0 17 0 2 20 71
Interest Rate Skewness and Biased Beliefs 0 0 0 5 0 1 22 41
Interest Rate Skewness and Biased Beliefs 0 0 0 17 2 4 20 63
Interest rate skewness and biased beliefs 0 0 1 20 2 4 23 55
International Yield Curves and Currency Puzzles 0 0 0 38 1 2 18 74
International yield curves and currency puzzles 0 0 0 38 0 2 14 106
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 1 4 25 149
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 0 1 15 399
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 1 42 0 0 10 130
Monetary Policy Risk: Rules vs. Discretion 0 0 3 43 0 2 20 86
Monetary policy risk: Rules vs. discretion 0 0 0 36 1 3 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 0 1 10 52
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 0 1 7 78
Non-Standard Errors 0 0 0 8 1 3 18 52
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 19 2 3 35 61
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard errors 0 0 1 12 1 3 31 82
Pricing Currency Risks 0 0 0 32 1 1 19 108
Pricing Currency Risks 0 0 0 18 1 1 11 44
Reassessing Sources of Risk Premiums in Currency Markets 0 0 2 13 0 0 17 34
Sources of Entropy in Representative Agent Models 0 0 0 19 0 2 22 143
Sources of Entropy in Representative Agent Models 0 0 1 55 1 3 40 253
Sources of Risk in Currency Returns 0 0 0 39 0 2 15 122
Sources of entropy in representative agent models 1 1 1 24 1 2 15 150
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 1 7 78
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 1 3 93 0 7 40 250
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 0 1 34 75
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 1 1 15 0 2 18 60
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 2 33 0 4 15 124
Term Structures of Asset Prices and Returns 0 0 0 23 1 1 11 80
Term structures of asset prices and returns 0 0 0 0 0 0 9 32
Term structures of asset prices and returns 0 0 0 29 1 2 30 79
Term structures of asset prices and returns 0 0 0 34 0 1 14 105
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 3 12 3 6 29 40
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 1 2 14 74
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 41 0 2 51 193
The Term Structure of Inflation Expectations 0 0 0 32 0 1 13 178
The Term Structure of Inflation Expectations 0 0 0 191 0 1 14 718
The real channel for nominal bond-stock puzzles 0 0 0 2 0 1 12 21
The term structure of CIP violations 0 0 0 11 0 0 18 60
Understanding Index Option Returns 0 0 0 167 2 6 21 397
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 0 1 21 23 0 3 43 48
What Data Should Be Used to Price Options? 0 0 0 571 0 2 8 2,151
What do Financial Markets say about the Exchange Rate? 0 1 2 13 1 4 24 52
What do financial markets say about the exchange rate? 0 0 1 2 0 2 6 8
Total Working Papers 1 8 53 5,763 34 137 1,334 19,065
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 2 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 1 4 16 670
Alternative models for stock price dynamics 0 0 2 341 0 2 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 0 0 2 21 1 1 28 108
CDS Auctions 0 0 1 33 0 0 8 159
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 0 12 0 1 19 56
Crash Risk in Currency Returns 1 2 2 14 1 3 21 83
Disasters Implied by Equity Index Options 0 1 1 44 0 2 21 335
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 0 7 249
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 2 10 245
Interest Rate Skewness and Biased Beliefs 0 0 5 12 1 3 21 52
International Yield Curves and Currency Puzzles 0 0 3 15 2 4 20 72
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 2 2 10 85
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 2 15 0 2 15 92
Model Specification and Risk Premia: Evidence from Futures Options 0 0 0 156 0 2 7 474
Monetary Policy Risk: Rules versus Discretion 0 0 1 7 0 1 16 32
Monetary policy regimes and the term structure of interest rates 0 0 0 75 1 2 14 296
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 0 6 247
Nonstandard Errors 1 2 8 46 5 9 53 185
On the Role of Risk Premia in Volatility Forecasting 0 0 1 105 0 1 16 241
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 1 9 248
Pricing Currency Risks 0 0 2 15 1 5 35 113
Sources of Entropy in Representative Agent Models 1 1 1 26 1 10 20 167
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 1 3 13 31
Term structures of asset prices and returns 0 0 0 47 0 2 12 161
The PPP View of Multihorizon Currency Risk Premiums 0 0 0 15 2 2 9 71
The Term Structure of Covered Interest Rate Parity Violations 0 1 5 14 0 4 25 53
The term structure of inflation expectations 0 0 4 153 1 2 22 460
Understanding Index Option Returns 1 2 5 40 4 9 35 224
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 0 1 14 76
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 0 62 0 1 12 234
Total Journal Articles 4 11 53 1,907 26 83 609 6,596

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 3 28 111
Total Chapters 0 0 5 20 1 3 28 111

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Statistics updated 2026-08-07