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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011
Persistent link: https://www.econbiz.de/10009259677
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Identifying Taylor rules in macro-finance models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2013
Persistent link: https://www.econbiz.de/10010188639
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016
Persistent link: https://www.econbiz.de/10011494133
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2009
Persistent link: https://www.econbiz.de/10003879962
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The consistency of optimal policy in stochastic rational expectations models
Backus, David; Driffill, John - 1986
Persistent link: https://www.econbiz.de/10000698734
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Credibility and commitment in economic policy
Backus, David; Driffill, John - 1985
Persistent link: https://www.econbiz.de/10000685485
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Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016 - This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
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International yield curves and currency puzzles
Chernov, Mikhail; Creal, Drew - 2018 - Revision
Persistent link: https://www.econbiz.de/10012000629
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Conditional dynamics and the multi-horizon risk-return trade-off
Chernov, Mikhail; Lochstoer, Lars A.; Lundeby, Stig - 2018
Persistent link: https://www.econbiz.de/10012109645
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Sovereign credit risk and exchange rates : evidence from CDS quanto spreads
Augustin, Patrick; Chernov, Mikhail; Song, Dongho - 2018
Persistent link: https://www.econbiz.de/10011915773