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 1 1 3 14 1 1 6 71
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 0 1,293 1 1 6 3,229
A macrofinance view of US Sovereign CDS premiums 1 1 2 94 1 1 6 173
Alternative Models for Stock Price Dynamic 0 0 0 441 2 2 4 1,398
Alternative Models for Stock Price Dynamics 0 1 1 909 2 4 8 2,713
An Anatomy of Currency Strategies: The Role of Emerging Markets 0 1 10 10 0 1 13 13
Benchmark Interest Rates When the Government is Risky 0 0 0 25 0 0 0 62
Benchmark interest rates when the government is risky 0 0 0 7 1 1 2 28
CDS Auctions 0 0 0 32 1 1 2 167
CDS Auctions 0 0 0 12 1 1 2 174
CDS auctions 0 0 0 0 1 1 1 2
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off 0 0 0 20 2 2 6 84
Conditional dynamics and the multi-horizon risk-return trade-off 0 1 2 26 1 2 4 64
Crash Risk in Currency Returns 0 0 1 34 0 1 3 124
Currency Risk Premiums: A Multi-horizon Perspective 0 0 0 29 0 0 0 21
Currency risk premiums: A multi-horizon perspective 2 2 2 11 3 6 13 36
Disasters Implied by Equity Index Options 0 0 0 20 1 3 6 135
Disasters implied by equity index options 0 0 0 43 1 1 1 259
Disasters implied by equity index options 0 0 0 101 1 1 2 177
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 1 291 0 1 2 1,071
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 90 1 1 1 289
Identifying Taylor Rules in Macro-Finance Models 0 0 1 70 1 1 2 138
Identifying Taylor Rules in Macro-finance Models 0 0 0 37 0 0 2 97
Interest Rate Skewness and Biased Beliefs 0 0 1 17 1 1 5 40
Interest Rate Skewness and Biased Beliefs 0 0 1 16 0 0 9 49
Interest Rate Skewness and Biased Beliefs 0 0 1 5 1 2 4 19
Interest rate skewness and biased beliefs 0 0 0 19 2 3 7 30
International Yield Curves and Currency Puzzles 0 0 0 38 0 0 0 56
International yield curves and currency puzzles 0 0 0 38 2 2 3 91
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 14 3 3 6 82
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 2 41 1 1 4 121
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 0 40 1 4 5 118
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 1 142 0 1 2 383
Monetary Policy Risk: Rules vs. Discretion 0 0 1 40 0 0 3 64
Monetary policy risk: Rules vs. discretion 0 0 1 36 0 0 1 72
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 2 2 5 43
Multihorizon Currency Returns and Purchasing Power Parity 0 0 1 21 0 0 1 42
No-arbitrage macroeconomic determinants of the yield curve 0 1 1 8 0 1 2 70
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 1 4 27 4 16 81 143
Non-Standard Errors 0 0 1 42 6 12 56 432
Non-Standard Errors 0 0 1 19 0 0 4 24
Nonstandard errors 0 1 11 11 4 11 43 43
Pricing Currency Risks 0 0 0 32 1 3 7 89
Pricing Currency Risks 0 0 1 18 2 2 4 33
Sources of Entropy in Representative Agent Models 0 0 0 54 1 2 2 213
Sources of Entropy in Representative Agent Models 0 0 0 19 1 1 1 121
Sources of Risk in Currency Returns 0 0 1 39 0 0 3 106
Sources of entropy in representative agent models 0 0 0 23 1 1 2 133
Sources of entropy in representative agent models of asset pricing 0 0 0 6 0 0 2 71
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 1 86 0 0 12 195
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 1 1 3 58
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 1 1 7 2 7 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 14 1 1 3 40
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 0 30 2 2 7 107
Term Structures of Asset Prices and Returns 0 0 1 23 1 1 2 68
Term structures of asset prices and returns 0 0 1 29 0 0 2 49
Term structures of asset prices and returns 0 0 0 34 1 1 1 89
Term structures of asset prices and returns 0 0 0 0 3 4 6 23
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 1 9 9 9 5 10 10 10
The Real Channel for Nominal Bond-Stock Puzzles 0 1 1 24 1 2 3 58
The Term Structure of Covered Interest Rate Parity Violations 0 0 2 40 7 7 16 142
The Term Structure of Inflation Expectations 0 0 0 31 0 0 1 164
The Term Structure of Inflation Expectations 0 1 1 191 0 4 8 700
The real channel for nominal bond-stock puzzles 0 1 1 2 0 1 1 8
The term structure of CIP violations 0 0 0 11 2 2 5 41
Understanding Index Option Returns 0 0 2 167 0 1 6 374
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 3 10 10 1 3 23 23
What do financial markets say about the exchange rate? 0 0 0 0 0 0 0 0
Total Working Papers 6 27 85 5,687 82 148 485 17,578
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 1 3 6 24 3 5 12 90
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 1 3 9 288 2 7 24 646
Alternative models for stock price dynamics 1 1 6 338 1 2 14 879
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 1 1 17 1 4 6 68
CDS Auctions 0 0 2 32 0 0 3 151
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 1 4 10 0 2 16 33
Crash Risk in Currency Returns 0 1 1 12 0 2 5 61
Disasters Implied by Equity Index Options 0 0 0 43 0 2 5 311
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 0 105 0 0 1 236
Empirical reverse engineering of the pricing kernel 0 0 0 65 1 1 5 235
Interest Rate Skewness and Biased Beliefs 2 2 6 7 5 6 25 26
International Yield Curves and Currency Puzzles 0 0 4 12 0 3 14 49
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 0 1 2 76
Model Specification and Risk Premia: Evidence from Futures Options 0 0 4 155 0 0 8 462
Monetary Policy Risk: Rules versus Discretion 0 0 0 5 0 1 1 14
Monetary policy regimes and the term structure of interest rates 0 1 2 74 2 8 15 273
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 1 6 238
Nonstandard Errors 2 7 31 31 8 24 106 106
On the Role of Risk Premia in Volatility Forecasting 0 0 0 103 0 0 1 224
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 1 65 0 0 2 238
Pricing Currency Risks 0 0 3 13 1 1 12 72
Sources of Entropy in Representative Agent Models 0 0 0 25 1 1 3 147
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 5 0 2 7 16
Term structures of asset prices and returns 0 0 0 47 0 0 1 148
The PPP View of Multihorizon Currency Risk Premiums 0 0 4 14 0 0 4 60
The Term Structure of Covered Interest Rate Parity Violations 4 5 9 9 7 9 24 24
The term structure of inflation expectations 0 2 8 148 0 5 17 433
Understanding Index Option Returns 0 1 2 35 0 1 3 185
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 1 1 1 62 2 2 4 221
Total Journal Articles 12 29 105 1,830 34 90 346 5,861

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 1 15 1 1 9 78
Total Chapters 0 0 1 15 1 1 9 78

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Statistics updated 2025-03-03