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Interest rate skewness and biased beliefs
Bauer, Michael D.; Chernov, Mikhail - In: The journal of finance : the journal of the American … 79 (2024) 1, pp. 173-217
Persistent link: https://www.econbiz.de/10014486377
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Optimal debt and equity values in the presence of Chapter 7 and Chapter 11
Broadie, Mark; Chernov, Mikhail; Sundaresan, Suresh M. - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1341-1377
Persistent link: https://www.econbiz.de/10003477357
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Model specification and risk premia : evidence from futures options
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
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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
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Model Specification and Risk Premia: Evidence from Futures Options
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1453-1490
Persistent link: https://www.econbiz.de/10007728975
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Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11
Broadie, Mark; Chernov, Mikhail; Sundaresan, Suresh - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1341-1378
Persistent link: https://www.econbiz.de/10007728978
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Disasters Implied by Equity Index Options
BACKUS, DAVID; CHERNOV, MIKHAIL; MARTIN, IAN - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 1969-2013
Persistent link: https://www.econbiz.de/10009799630
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International yield curves and currency puzzles
Chernov, Mikhail; Creal, Drew - In: The journal of finance : the journal of the American … 78 (2023) 1, pp. 209-245
Persistent link: https://www.econbiz.de/10014311355