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M

Mikhail Chernov

University of California System

33H指数
126论文数
5.5K被引数
收录论文 22
发表时间
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The Term Structure of Covered Interest Rate Parity Violations
errJOURNAL OF FINANCE
IF9.5
err2024-03-31
err2
PREAI
errAugustin, Patrick; Chernov, Mikhail; Schmid, Lukas; Song, Dongho
err分享
err收藏
Interest Rate Skewness and Biased Beliefs
errJOURNAL OF FINANCE
IF9.5
err2023-09-21
err4
errOAAI
errBauer, Michael; Chernov, Mikhail
err分享
err收藏
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds
errJOURNAL OF INTERNATIONAL ECONOMICS
IF4
err2023-01-01
err2
errOAAI
errChernov, Mikhail; Creal, Drew; Hoerdahl, Peter
err分享
err收藏
International Yield Curves and Currency Puzzles
errJOURNAL OF FINANCE
IF9.5
err2022-12-05
err2
PREAI
errChernov, Mikhail; Creal, Drew
err分享
err收藏
Pricing Currency Risks
errJOURNAL OF FINANCE
IF9.5
err2022-12-01
err4
errOAAI
errChernov, Mikhail; Dahlquist, Magnus; Lochstoer, Lars
err分享
err收藏
Monetary Policy Risk: Rules versus Discretion
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2021-08-28
err1
PREAI
errBackus, David K.; Chernov, Mikhail; Zin, Stanley E.; Zviadadze, Irina
err分享
err收藏
Conditional Dynamics and the Multihorizon Risk-Return Trade-Off
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2021-04-22
err11
errOAAI
errChernov, Mikhail; Lochstoer, Lars A.; Lundeby, Stig R. H.
err分享
err收藏
The PPP View of Multihorizon Currency Risk Premiums
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2020-09-29
err5
PREAI
errChernov, Mikhail; Creal, Drew
err分享
err收藏
A Macrofinance View of US Sovereign CDS Premiums
errJOURNAL OF FINANCE
IF9.5
err2020-06-09
err19
PREAI
errChernov, Mikhail; Schmid, Lukas; Schneider, Andres
err分享
err收藏
Crash Risk in Currency Returns
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2018-01-15
err39
errOAAI
errChernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina
err分享
err收藏
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2017-12-14
err28
errOAAI
errChernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A.
err分享
err收藏
Sources of Entropy in Representative Agent Models
errJOURNAL OF FINANCE
IF9.5
err2014-01-07
err80
errOAAI
errBackus, David; Chernov, Mikhail; Zin, Stanley
err分享
err收藏
Monetary policy regimes and the term structure of interest rates货币政策制度与利率期限结构
errJOURNAL OF ECONOMETRICS
IF4
err2013-05-01
err28
errOAAI
errBikbov, Ruslan; Chernov, Mikhail
err分享
err收藏
CDS Auctions
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2012-12-24
err23
PREAI
errChernov, Mikhail; Gorbenko, Alexander S.; Makarov, Igor
err分享
err收藏
Disasters Implied by Equity Index Options
errJOURNAL OF FINANCE
IF9.5
err2011-11-14
err130
errOAAI
errBackus, David; Chernov, Mikhail; Martin, Ian
err分享
err收藏
No-arbitrage macroeconomic determinants of the yield curve
errJOURNAL OF ECONOMETRICS
IF4
err2010-11-01
err68
errOAAI
errBikbov, Ruslan; Chernov, Mikhail
err分享
err收藏
Understanding Index Option Returns
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-05-04
err154
PREAI
errBroadie, Mark; Chernov, Mikhail; Johannes, Michael
err分享
err收藏
Efficient estimation of general dynamic models with a continuum of moment conditions
errJOURNAL OF ECONOMETRICS
IF4
err2007-10-01
err91
errOAAI
errCarrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; Ghysels, Eric
err分享
err收藏
Model specification and risk premia: Evidence from futures options
errJOURNAL OF FINANCE
IF9.5
err2007-05-08
err373
errOAAI
errBroadie, Mark; Chernov, Mikhail; Johannes, Michael
err分享
err收藏
Optimal debt and equity values in the presence of chapter 7 and chapter 11
errJOURNAL OF FINANCE
IF9.5
err2007-05-08
err113
PREAI
errBroadie, Mark; Chernov, Mikhail; Sundaresan, Suresh
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
É
Éric Ghysels
H 指数: 66 · 论文数: 475
F
Francis A. Longstaff
H 指数: 60 · 论文数: 252
A
A. Ronald Gallant
H 指数: 57 · 论文数: 252
G
George Tauchen
H 指数: 47 · 论文数: 166
D
David Backus
H 指数: 44 · 论文数: 162
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