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source:"econis"
~person:"Chernov, Mikhail"
~person:"Chiarella, Carl"
~person:"Dewachter, Hans"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Chernov, Mikhail
Chiarella, Carl
Dewachter, Hans
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
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ECONIS (ZBW)
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1
The term structure of covered interest rate parity violations
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2077-2114
Persistent link: https://www.econbiz.de/10014535645
Saved in:
2
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
Saved in:
3
Monetary policy risk : rules versus discretion
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2308-2344
Persistent link: https://www.econbiz.de/10013188961
Saved in:
4
The PPP view of multihorizon currency risk premiums
Chernov, Mikhail
;
Creal, Drew
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2728-2772
Persistent link: https://www.econbiz.de/10012546313
Saved in:
5
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
6
A macro-financial analysis of the corporate bond market
Dewachter, Hans
;
Iania, Leonardo
;
Lemke, Wolfgang
; …
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1911-1933
Persistent link: https://www.econbiz.de/10012215939
Saved in:
7
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
8
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
9
A macro-financial analysis of the euro area sovereign bond market
Dewachter, Hans
;
Iania, Leonardo
;
Lyrio, Marco
;
Sola …
- In:
Journal of banking & finance
50
(
2015
),
pp. 308-325
Persistent link: https://www.econbiz.de/10010509524
Saved in:
10
Pricing range notes within Wishart affine models
Chiarella, Carl
;
De Fonseca, José
;
Grasselli, Martino
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 193-203
Persistent link: https://www.econbiz.de/10010437564
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