Mikhail Chernov
22 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-8624-7458
Publications
- The Real Channel for Nominal Bond-Stock Puzzles — The Journal of Finance 2026
- The Term Structure of Covered Interest Rate Parity Violations — The Journal of Finance 2024
- Interest Rate Skewness and Biased Beliefs — The Journal of Finance 2024
- International Yield Curves and Currency Puzzles — The Journal of Finance 2023
- Pricing Currency Risks — The Journal of Finance 2023
- Monetary Policy Risk: Rules versus Discretion — The Review of Financial Studies 2022
- Conditional Dynamics and the Multihorizon Risk-Return Trade-Off — The Review of Financial Studies 2022
- Benchmark interest rates when the government is risky — Journal of Financial Economics 2021
- The PPP View of Multihorizon Currency Risk Premiums — The Review of Financial Studies 2021
- Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads — Journal of Financial Economics 2020
- A Macrofinance View of U.S. Sovereign CDS Premiums — The Journal of Finance 2020
- Crash Risk in Currency Returns — Journal of Financial and Quantitative Analysis 2018
- Term structures of asset prices and returns — Journal of Financial Economics 2018
- Sources of Entropy in Representative Agent Models — The Journal of Finance 2014
- CDS Auctions — The Review of Financial Studies 2013
- The term structure of inflation expectations — Journal of Financial Economics 2012
- Disasters Implied by Equity Index Options — The Journal of Finance 2011
- Understanding Index Option Returns — The Review of Financial Studies 2009
- Unspanned Stochastic Volatility in Affine Models: Evidence from Eurodollar Futures and Options — Management Science 2009
- Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11 — The Journal of Finance 2007
- Model Specification and Risk Premia: Evidence from Futures Options — The Journal of Finance 2007
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation — Journal of Financial Economics 2000