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Understanding index option returns
Broadie, Marc; Chernov, Mikhail; Johannes, Michael - In: The review of financial studies 22 (2009) 11, pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
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CDS auctions
Chernov, Mikhail; Gorbenko, Alexander S.; Makarov, Igor - In: The review of financial studies 26 (2013) 3, pp. 768-805
Persistent link: https://www.econbiz.de/10009752245
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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
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Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail; Lochstoer, Lars A.; Lundeby, Stig R. H. - In: The review of financial studies 35 (2022) 3, pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - In: The review of financial studies 31 (2018) 3, pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304