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 0 0 4 72
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 0 1,293 0 0 4 3,229
A Test of the Efficiency of a Given Portfolio in High Dimensions 0 1 1 1 0 4 4 4
A macrofinance view of US Sovereign CDS premiums 0 0 1 94 0 0 2 173
Alternative Models for Stock Price Dynamic 0 0 0 441 0 0 3 1,398
Alternative Models for Stock Price Dynamics 0 0 1 909 0 0 7 2,713
Benchmark Interest Rates When the Government is Risky 1 1 1 26 1 1 1 63
Benchmark interest rates when the government is risky 0 0 0 7 0 1 2 29
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 0 2 6 86
Conditional dynamics and the multi-horizon risk-return trade-off 0 0 1 26 0 1 5 65
Crash Risk in Currency Returns 0 0 1 34 0 0 4 125
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 0 2 12 38
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 0 0 1 259
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 0 90 0 1 2 290
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 0 2 292 1 2 5 1,075
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 0 0 1 97
Interest Rate Skewness and Biased Beliefs 0 0 1 5 0 0 3 19
Interest Rate Skewness and Biased Beliefs 0 0 0 17 1 2 4 43
Interest Rate Skewness and Biased Beliefs 0 1 1 17 0 1 3 50
Interest rate skewness and biased beliefs 0 0 0 19 0 1 6 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 0 1 4 92
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 1 41 3 3 5 124
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities 0 0 0 14 0 1 6 83
Monetary Policy Regimes and the Term Structure of Interest Rates 0 0 1 142 0 0 2 383
Monetary Policy Regimes and the Term Structure of Interest Rates 1 1 1 41 1 2 6 120
Monetary Policy Risk: Rules vs. Discretion 0 0 1 40 1 1 4 66
Monetary policy risk: Rules vs. discretion 0 0 0 36 1 1 2 74
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 19 0 0 3 43
Multihorizon Currency Returns and Purchasing Power Parity 0 0 0 21 0 0 0 42
No-arbitrage macroeconomic determinants of the yield curve 0 0 1 8 0 1 3 71
Non-Standard Errors 0 0 1 8 1 1 3 34
Non-Standard Errors 0 2 3 44 2 7 42 440
Non-Standard Errors 0 0 1 27 3 5 28 150
Non-Standard Errors 0 0 1 19 1 2 4 26
Nonstandard Errors 0 1 3 3 0 6 20 20
Nonstandard errors 0 0 5 11 2 3 33 47
Pricing Currency Risks 0 0 1 18 0 0 3 33
Pricing Currency Risks 0 0 0 32 0 0 4 89
Reassessing Sources of Risk Premiums in Currency Markets 0 0 10 10 0 3 16 16
Sources of Entropy in Representative Agent Models 0 0 0 19 0 0 1 121
Sources of Entropy in Representative Agent Models 0 0 0 54 0 0 2 213
Sources of Risk in Currency Returns 0 0 1 39 0 1 3 107
Sources of entropy in representative agent models 0 0 0 23 0 0 1 133
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 2 4 5 90 3 12 20 209
Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds 0 0 0 7 0 1 4 60
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds 0 0 1 7 0 0 20 41
Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds 0 0 1 14 0 2 4 42
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 1 31 1 2 6 109
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 34 0 0 1 89
Term structures of asset prices and returns 0 0 0 29 0 0 1 49
Term structures of asset prices and returns 0 0 0 0 0 0 6 23
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 0 4 59
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 40 0 0 12 142
The Term Structure of Inflation Expectations 0 1 1 32 0 1 1 165
The Term Structure of Inflation Expectations 0 0 1 191 0 3 10 703
The real channel for nominal bond-stock puzzles 0 0 1 2 0 1 2 9
The term structure of CIP violations 0 0 0 11 0 1 5 42
Understanding Index Option Returns 0 0 0 167 2 2 5 376
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 1 7 11 0 3 12 27
What do financial markets say about the exchange rate? 0 1 1 1 0 1 1 1
Total Working Papers 4 15 75 5,706 24 85 413 17,699
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 6 26 0 3 10 93
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation 0 3 9 291 1 7 24 654
Alternative models for stock price dynamics 1 1 6 339 1 2 13 883
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 1 1 2 18 2 7 15 77
CDS Auctions 0 0 1 32 0 0 1 151
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off 0 1 5 12 0 2 13 37
Crash Risk in Currency Returns 0 0 1 12 0 1 5 62
Disasters Implied by Equity Index Options 0 0 0 43 0 1 5 312
Efficient estimation of general dynamic models with a continuum of moment conditions 0 0 0 105 0 0 6 241
Empirical reverse engineering of the pricing kernel 0 0 0 65 0 0 3 235
Interest Rate Skewness and Biased Beliefs 0 0 5 7 0 2 16 29
International Yield Curves and Currency Puzzles 0 0 2 12 0 2 10 51
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 77
Model Specification and Risk Premia: Evidence from Futures Options 0 0 2 155 0 2 8 465
Monetary Policy Risk: Rules versus Discretion 1 1 1 6 1 1 3 16
Monetary policy regimes and the term structure of interest rates 0 1 2 75 0 3 19 278
No-arbitrage macroeconomic determinants of the yield curve 0 0 0 57 0 2 6 240
Nonstandard Errors 1 7 29 38 4 17 107 127
On the Role of Risk Premia in Volatility Forecasting 1 1 1 104 1 1 2 225
Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 0 0 0 65 0 1 2 239
Pricing Currency Risks 0 0 0 13 0 3 9 76
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 1 1 6 0 2 7 18
Term structures of asset prices and returns 0 0 0 47 0 0 1 148
The PPP View of Multihorizon Currency Risk Premiums 1 1 3 15 1 1 4 62
The Term Structure of Covered Interest Rate Parity Violations 0 0 8 9 0 3 22 27
The term structure of inflation expectations 0 0 7 149 2 4 16 438
Understanding Index Option Returns 0 0 2 35 0 4 6 189
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 0 3 221
Total Journal Articles 6 20 94 1,852 13 72 341 5,957


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 2 10 82
Total Chapters 0 0 1 15 1 2 10 82


Statistics updated 2025-07-04