Mikhail Chernov

Understanding Index Option Returns

Year: 2007
Journal: Review of Financial Studies
Authors: Mark Broadie; Mikhail Chernov; Michael Johannes

The Term Structure of Inflation Expectations

Year: 2008
Journal: Journal of Financial Economics
Authors: Mikhail Chernov; Philippe Mueller

Monetary Policy Regimes and the Term Structure of Interest Rates

Year: 2008
Journal: Journal of Econometrics
Authors: Ruslan Bikbov; Mikhail Chernov

Disasters Implied by Equity Index Options

Year: 2009
Journal: Journal of Finance
Authors: David Backus; Mikhail Chernov; Ian Martin

Disasters Implied by Equity Index Options

Year: 2009
Journal: Journal of Finance
Authors: David Backus; Mikhail Chernov; Ian Martin

Sources of Entropy in Representative Agent Models

Year: 2011
Journal: Journal of Finance
Authors: David Backus; Mikhail Chernov; Stanley E. Zin

Sources of Entropy in Representative Agent Models

Year: 2011
Journal: Journal of Finance
Authors: David Backus; Mikhail Chernov; Stanley E. Zin

CDS Auctions

Year: 2011
Journal: Review of Financial Studies
Authors: Mikhail Chernov; Alexander Gorbenko; Igor Makarov

Sources of Risk in Currency Returns

Year: 2012
Journal: No Journal Matched
Authors: Mikhail Chernov; Jeremy Graveline; Irina Zviadadze

Identifying Taylor Rules in Macrofinance Models

Year: 2013
Journal: No Journal Matched
Authors: David Backus; Mikhail Chernov; Stanley E. Zin

Monetary Policy Risk: Rules vs Discretion

Year: 2013
Journal: No Journal Matched
Authors: David Backus; Mikhail Chernov; Stanley Zin; Irina Zviadadze

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities

Year: 2016
Journal: Review of Financial Studies
Authors: Mikhail Chernov; Brett R. Dunn; Francis A. Longstaff

Term Structures of Asset Prices and Returns

Year: 2016
Journal: Journal of Financial Economics
Authors: David Backus; Nina Boyarchenko; Mikhail Chernov

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities

Year: 2016
Journal: No Journal Matched
Authors: Mikhail Chernov; Brett R. Dunn; Francis Longstaff

Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads

Year: 2018
Journal: Journal of Financial Economics
Authors: Patrick Augustin; Mikhail Chernov; Dongho Song

Multihorizon Currency Returns and Purchasing Power Parity

Year: 2018
Journal: No Journal Matched
Authors: Mikhail Chernov; Drew D. Creal

International Yield Curves and Currency Puzzles

Year: 2018
Journal: Journal of Finance
Authors: Mikhail Chernov; Drew D. Creal

Conditional Dynamics and the Multihorizon Risk-Return Tradeoff

Year: 2018
Journal: Review of Financial Studies
Authors: Mikhail Chernov; Lars A. Lochstoer; Stig R. H. Lundeby

Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads

Year: 2018
Journal: No Journal Matched
Authors: Mikhail Chernov; Patrick Augustin; Dongho Song

Multihorizon Currency Returns and Purchasing Power Parity

Year: 2018
Journal: No Journal Matched
Authors: Mikhail Chernov; Drew Creal

Conditional Dynamics and the Multihorizon Risk-Return Tradeoff

Year: 2018
Journal: No Journal Matched
Authors: Mikhail Chernov; Lars Lochstoer; Stig Lundeby

Benchmark Interest Rates When the Government is Risky

Year: 2019
Journal: Journal of Financial Economics
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

Benchmark Interest Rates When the Government is Risky

Year: 2019
Journal: No Journal Matched
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

The Term Structure of CIP Violations

Year: 2020
Journal: Journal of Finance
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

Pricing Currency Risks

Year: 2020
Journal: Journal of Finance
Authors: Mikhail Chernov; Magnus Dahlquist; Lars A. Lochstoer

The Term Structure of CIP Violations

Year: 2020
Journal: No Journal Matched
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds

Year: 2020
Journal: No Journal Matched
Authors: Mikhail Chernov; Drew Creal; Peter Hrdahl

Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds

Year: 2020
Journal: Journal of International Economics
Authors: Mikhail Chernov; Drew D. Creal; Peter Hrdahl

Pricing Currency Risks

Year: 2020
Journal: Journal of Finance
Authors: Mikhail Chernov; Magnus Dahlquist; Lars Lochstoer

Interest Rate Skewness and Biased Beliefs

Year: 2021
Journal: Journal of Finance
Authors: Michael D. Bauer; Mikhail Chernov

Monetary Policy Risk: Rules vs Discretion

Year: 2021
Journal: No Journal Matched
Authors: David Backus; Mikhail Chernov; Stanley E. Zin; Irina Zviadadze

Interest Rate Skewness and Biased Beliefs

Year: 2021
Journal: Journal of Finance
Authors: Michael Bauer; Mikhail Chernov

The Real Channel for Nominal Bond-Stock Puzzles

Year: 2021
Journal: No Journal Matched
Authors: Mikhail Chernov; Lars Lochstoer; Dongho Song

The Real Channel for Nominal Bond-Stock Puzzles

Year: 2021
Journal: No Journal Matched
Authors: Mikhail Chernov; Lars A. Lochstoer; Dongho Song

International Yield Curves and Currency Puzzles

Year: 2022
Journal: No Journal Matched
Authors: Mikhail Chernov; Drew Creal

Currency Risk Premiums: A Multihorizon Perspective

Year: 2023
Journal: No Journal Matched
Authors: Mikhail Chernov; Magnus Dahlquist

Currency Risk Premiums: A Multihorizon Perspective

Year: 2023
Journal: No Journal Matched
Authors: Mikhail Chernov; Magnus Dahlquist