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 1 15 1 5 11 82
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,294 1 7 12 3,241
A Test of the Efficiency of a Given Portfolio in High Dimensions 1 2 3 3 3 9 18 18
A macrofinance view of US Sovereign CDS premiums 0 0 0 94 2 9 12 185
Alternative Models for Stock Price Dynamic 0 0 0 441 0 6 9 1,407
Alternative Models for Stock Price Dynamics 0 0 0 909 0 6 16 2,729
Benchmark Interest Rates When the Government is Risky 0 0 1 26 1 5 12 74
Benchmark interest rates when the government is risky 0 0 0 7 5 12 15 43
CDS Auctions 0 0 0 32 1 5 8 175
CDS Auctions 0 0 0 12 0 6 6 180
CDS auctions 0 0 0 0 0 3 4 6
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 0 7 12 96
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 0 26 0 5 9 73
Crash Risk in Currency Returns 0 0 0 34 1 5 7 131
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 1 9 10 31
Currency risk premiums: A multi-horizon perspective 0 0 0 11 1 6 10 46
Disasters Implied by Equity Index Options 0 0 0 20 1 6 17 152
Disasters implied by equity index options 0 0 0 43 1 7 15 274
Disasters implied by equity index options 0 0 0 101 1 9 15 192
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 292 1 3 11 1,082
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 1 91 0 3 7 296
Identifying Taylor Rules in Macro-Finance Models 0 0 0 70 5 8 8 146
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 4 9 106
Interest Rate Skewness and Biased Beliefs 0 0 0 5 0 9 15 34
Interest Rate Skewness and Biased Beliefs 0 0 1 17 1 11 14 63
Interest Rate Skewness and Biased Beliefs 0 0 0 17 1 10 16 56
Interest rate skewness and biased beliefs 0 0 0 19 1 10 14 44
International Yield Curves and Currency Puzzles 0 0 0 38 1 12 12 68
International yield curves and currency puzzles 0 0 0 38 0 7 11 102
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 3 8 9 91
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 42 0 9 14 135
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 142 2 11 14 397
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 2 42 1 5 9 127
Monetary Policy Risk: Rules vs. Discretion 1 1 3 43 1 9 16 80
Monetary policy risk: Rules vs. discretion 0 0 0 36 2 5 8 80
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 2 7 8 50
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 1 4 9 52
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 8 0 3 6 76
Non-Standard Errors 0 0 0 19 7 22 26 50
Non-Standard Errors 0 0 0 8 0 9 13 45
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 2 44 4 18 38 470
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard errors 0 0 1 12 2 11 28 71
Pricing Currency Risks 0 0 0 18 1 6 8 41
Pricing Currency Risks 0 0 0 32 1 5 14 103
Reassessing Sources of Risk Premiums in Currency Markets 0 0 2 12 1 5 13 26
Sources of Entropy in Representative Agent Models 0 0 1 55 4 20 23 236
Sources of Entropy in Representative Agent Models 0 0 0 19 4 12 15 136
Sources of Risk in Currency Returns 0 0 0 39 1 4 9 115
Sources of entropy in representative agent models 0 0 0 23 0 5 12 145
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 3 3 74
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 6 92 8 19 42 237
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 1 8 1 8 15 73
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 0 7 5 16 17 58
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 0 14 3 11 17 57
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 2 32 0 5 11 118
Term Structures of Asset Prices and Returns 0 0 0 23 1 6 9 77
Term structures of asset prices and returns 0 0 0 29 13 19 24 73
Term structures of asset prices and returns 0 0 0 34 2 9 13 102
Term structures of asset prices and returns 0 0 0 0 3 3 4 27
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 2 11 1 13 21 31
The Real Channel for Nominal Bond-Stock Puzzles 0 0 0 24 4 9 12 70
The Term Structure of Covered Interest Rate Parity Violations 0 0 0 40 4 33 40 182
The Term Structure of Inflation Expectations 0 0 0 191 2 7 14 714
The Term Structure of Inflation Expectations 0 0 1 32 0 3 6 170
The real channel for nominal bond-stock puzzles 0 0 0 2 1 6 7 15
The term structure of CIP violations 0 0 0 11 3 10 12 53
Understanding Index Option Returns 0 0 0 167 0 13 17 391
Unpriced Risks: Rethinking Cross-Sectional Asset Pricing 0 3 22 22 6 16 37 37
What Data Should Be Used to Price Options? 0 0 0 571 0 2 2 2,145
What do Financial Markets say about the Exchange Rate? 0 0 2 12 2 9 23 46
What do financial markets say about the exchange rate? 0 0 2 2 0 0 3 3
Total Working Papers 2 8 61 5,750 127 618 1,021 18,613
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 2 35 53 143
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 1 6 20 666
Alternative models for stock price dynamics 0 1 3 341 3 14 30 909
Arginylation regulates purine nucleotide biosynthesis by enhancing the activity of phosphoribosyl pyrophosphate synthase 0 0 0 0 1 1 2 4
Benchmark interest rates when the government is risky 0 1 3 20 3 10 32 100
CDS Auctions 0 0 0 32 0 2 6 157
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 0 2 12 0 8 18 51
Crash Risk in Currency Returns 0 0 0 12 0 13 18 79
Disasters Implied by Equity Index Options 0 0 0 43 2 8 17 328
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 1 106 0 2 12 248
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 6 6 241
Interest Rate Skewness and Biased Beliefs 1 3 4 11 2 7 16 42
International Yield Curves and Currency Puzzles 1 3 3 15 1 11 18 67
Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment 0 0 0 0 4 7 8 83
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 14 0 0 4 80
Model Specification and Risk Premia: Evidence from Futures Options 0 0 1 156 1 2 8 470
Monetary Policy Risk: Rules versus Discretion 0 0 2 7 3 11 17 31
Monetary policy regimes and the term structure of interest rates 0 0 1 75 1 4 15 288
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 1 6 244
Nonstandard Errors 0 1 11 42 6 16 61 167
On the Role of Risk Premia in Volatility Forecasting 0 0 2 105 0 6 13 237
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 2 5 243
Pricing Currency Risks 0 1 2 15 2 13 31 103
Sources of Entropy in Representative Agent Models 0 0 0 25 1 4 8 155
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 6 1 4 10 26
Term structures of asset prices and returns 0 0 0 47 1 6 10 158
The PPP View of Multihorizon Currency Risk Premiums 0 0 1 15 2 5 8 68
The Term Structure of Covered Interest Rate Parity Violations 0 2 4 13 1 10 20 44
The term structure of inflation expectations 1 2 3 151 1 7 20 453
Understanding Index Option Returns 1 1 2 37 2 12 24 209
Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options 0 0 0 16 1 4 8 70
Yield Curve and Volatility: Lessons from Eurodollar Futures and Options 0 0 0 62 1 3 7 228
Total Journal Articles 4 16 56 1,886 43 240 531 6,392

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 3 5 20 4 14 24 102
Total Chapters 1 3 5 20 4 14 24 102

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Statistics updated 2026-03-04