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Sovereign credit default swap premia
Augustin, Patrick - 2012 - This version: April 2012
Persistent link: https://www.econbiz.de/10009696156
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011 - This revision: July 11, 2011
Persistent link: https://www.econbiz.de/10009580241
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - 2010
Persistent link: https://www.econbiz.de/10009503559
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016
Persistent link: https://www.econbiz.de/10011535572
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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/10010211815