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 2 4 7 77
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 1 1 1 1,294 1 4 6 3,234
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 0 1 1 5 5 9 9
A macrofinance view of US Sovereign CDS premiums 0 0 1 94 1 2 4 176
Alternative Models for Stock Price Dynamic 0 0 0 441 1 2 5 1,401
Alternative Models for Stock Price Dynamics 0 0 1 909 0 8 14 2,723
Benchmark Interest Rates When the Government is Risky 0 0 1 26 3 4 7 69
Benchmark interest rates when the government is risky 0 0 0 7 0 1 4 31
CDS Auctions 0 0 0 32 0 2 4 170
CDS Auctions 0 0 0 12 0 0 1 174
CDS auctions 0 0 0 0 0 0 2 3
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 2 2 7 89
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 26 2 2 6 68
Crash Risk in Currency Returns 0 0 0 34 0 0 3 126
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 1 1 1 22
Currency risk premiums: A multi-horizon perspective 0 0 2 11 0 1 10 40
Disasters Implied by Equity Index Options 0 0 0 20 4 11 14 146
Disasters implied by equity index options 0 0 0 101 3 6 7 183
Disasters implied by equity index options 0 0 0 43 2 7 9 267
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 1 2 9 1,079
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 2 2 5 293
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 3 5 102
Interest Rate Skewness and Biased Beliefs 0 0 0 17 2 3 7 46
Interest Rate Skewness and Biased Beliefs 0 0 1 17 1 1 3 52
Interest Rate Skewness and Biased Beliefs 0 0 0 5 3 6 8 25
Interest rate skewness and biased beliefs 0 0 0 19 0 2 7 34
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 2 6 95
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 1 1 42 0 2 6 126
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 0 4 83
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 0 2 4 386
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 2 42 0 1 8 122
Monetary Policy Risk: Rules vs. Discretion 1 2 2 42 1 3 7 71
Monetary policy risk: Rules vs. discretion 0 0 0 36 1 1 3 75
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 1 1 43
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 2 3 7 48
No-arbitrage macroeconomic determinants of the yield curve 0 0 1 8 1 1 4 73
Non-Standard Errors 0 0 1 27 2 5 30 157
Non-Standard Errors 0 0 2 44 6 8 32 452
Non-Standard Errors 0 0 0 8 0 2 4 36
Non-Standard Errors 0 0 0 19 2 2 4 28
Nonstandard Errors 0 0 3 3 2 9 26 29
Nonstandard errors 0 1 2 12 3 8 28 60
Pricing Currency Risks 0 0 0 18 1 2 4 35
Pricing Currency Risks 0 0 0 32 4 8 12 98
Reassessing Sources of Risk Premiums in Currency Markets 0 0 3 12 0 2 9 21
Sources of Entropy in Representative Agent Models 0 0 0 19 1 3 4 124
Sources of Entropy in Representative Agent Models 0 1 1 55 1 3 5 216
Sources of Risk in Currency Returns 0 0 0 39 3 3 5 111
Sources of entropy in representative agent models 0 0 0 23 2 4 8 140
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 0 71
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 1 2 6 92 3 7 23 218
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 1 1 8 4 5 8 65
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 1 1 8 42
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 2 2 7 46
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 2 32 2 3 8 113
Term Structures of Asset Prices and Returns 0 0 0 23 0 2 4 71
Term structures of asset prices and returns 0 0 0 29 4 4 5 54
Term structures of asset prices and returns 0 0 0 34 0 2 5 93
Term structures of asset prices and returns 0 0 0 0 0 0 5 24
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 10 10 2 7 18 18
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 0 1 5 61
The Term Structure of Covered Interest Rate Parity Violations 0 0 0 40 5 7 14 149
The Term Structure of Inflation Expectations 0 0 1 191 3 3 11 707
The Term Structure of Inflation Expectations 0 0 1 32 1 2 3 167
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 1 4 43
Understanding Index Option Returns 0 0 0 167 1 2 5 378
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 0 14 19 19 1 13 21 21
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? 1 1 5 12 4 8 17 37
What do financial markets say about the exchange rate? 0 1 2 2 0 1 3 3
Total Working Papers 4 27 82 5,742 104 227 562 17,995
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 2 7 28 6 11 23 108
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 1 7 292 1 3 21 660
Alternative models for stock price dynamics 0 1 3 340 5 12 18 895
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 0 1 1 3
Benchmark interest rates when the government is risky 0 0 3 19 7 9 26 90
CDS Auctions 0 0 0 32 1 3 4 155
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 3 12 2 5 12 43
Crash Risk in Currency Returns 0 0 1 12 3 3 7 66
Disasters Implied by Equity Index Options 0 0 0 43 1 5 11 320
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 3 3 10 246
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 0 1 235
Interest Rate Skewness and Biased Beliefs 0 1 3 8 2 4 15 35
International Yield Curves and Currency Puzzles 0 0 0 12 4 4 10 56
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 1 1 1 76
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 1 1 14 1 2 5 80
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 1 1 6 468
Monetary Policy Risk: Rules versus Discretion 0 1 2 7 2 3 7 20
Monetary policy regimes and the term structure of interest rates 0 0 2 75 1 2 19 284
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 1 2 6 243
Nonstandard Errors 0 3 17 41 3 17 69 151
On the Role of Risk Premia in Volatility Forecasting 1 1 2 105 4 5 7 231
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 1 3 241
Pricing Currency Risks 1 1 1 14 5 11 19 90
Sources of Entropy in Representative Agent Models 0 0 0 25 2 4 5 151
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 1 4 8 22
Term structures of asset prices and returns 0 0 0 47 1 3 4 152
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 0 0 3 63
The Term Structure of Covered Interest Rate Parity Violations 1 2 7 11 2 6 19 34
The term structure of inflation expectations 0 0 3 149 5 8 18 446
Understanding Index Option Returns 0 1 2 36 4 8 13 197
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 3 4 4 66
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 1 62 3 3 6 225
Total Journal Articles 3 15 69 1,870 75 148 381 6,152

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 1 2 2 17 2 5 11 88
Total Chapters 1 2 2 17 2 5 11 88

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Statistics updated 2025-12-06