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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
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Predictable changes in yields and forward rates
Backus, David (contributor) - In: Journal of financial economics 59 (2001) 3, pp. 281-311
Persistent link: https://www.econbiz.de/10001545047
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The term structure of inflation expectations
Chernov, Mikhail; Mueller, Philippe - In: Journal of financial economics 106 (2012) 2, pp. 367-394
Persistent link: https://www.econbiz.de/10009666633
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A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail; Ghysels, Eric - In: Journal of financial economics 56 (2000) 3, pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
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Sovereign credit risk and exchange rates : Evidence from CDS quanto spreads
Augustin, Patrick; Chernov, Mikhail; Song, Dongho - In: Journal of financial economics 137 (2020) 1, pp. 129-151
Persistent link: https://www.econbiz.de/10012631074
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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
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The term structure of inflation expectations
Chernov, Mikhail; Mueller, Philippe - In: Journal of financial economics 106 (2012) 2, pp. 367-395
Persistent link: https://www.econbiz.de/10010013544
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Predictable changes in yields and forward rates
Backus, David; Foresi, Silverio; Mozumdar, Abon; Wu, Liuren - In: Journal of financial economics 59 (2001) 3, pp. 281-312
Persistent link: https://www.econbiz.de/10006513778