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~person:"Chernov, Mikhail"
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Zinsstrukturdynamik und Marktw...
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Chernov, Mikhail
Fabozzi, Frank J.
125
Rudebusch, Glenn D.
118
Christensen, Jens H. E.
66
Akram, Tanweer
62
Bekaert, Geert
59
Diebold, Francis X.
59
Favero, Carlo A.
57
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53
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50
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48
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48
Wu, Jing Cynthia
48
Afonso, António
47
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46
Gollier, Christian
45
Chiarella, Carl
43
Hamilton, James D.
43
Hördahl, Peter
43
Renne, Jean-Paul
41
Thornton, Daniel L.
40
Jarrow, Robert A.
38
Kaminska, Iryna
38
Kim, Don H.
38
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37
Guidolin, Massimo
37
Schlögl, Erik
37
Wei, Min
37
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36
Mishkin, Frederic S.
36
Berg, Gerard J. van den
35
Lemke, Wolfgang
35
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34
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34
Koopman, Siem Jan
33
Li, Canlin
33
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33
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32
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ECONIS (ZBW)
42
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1
Interest rate skewness and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
-
2021
-
First draft: January 2021, this draft: June 16, 2021
curve. Most importantly, variation in yield skewness has substantial forecasting power for future
bond
excess returns, high …
Persistent link: https://www.econbiz.de/10012547050
Saved in:
2
Interest rate skewness and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
-
2021
-
This draft: June 16, 2021
curve. Most importantly, variation in yield skewness has substantial forecasting power for future
bond
excess returns, high …
Persistent link: https://www.econbiz.de/10012584702
Saved in:
3
Interest rate skewness and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
-
2021
Persistent link: https://www.econbiz.de/10012544932
Saved in:
4
International yield curves and currency puzzles
Chernov, Mikhail
;
Creal, Drew
-
2018
-
Revision
Persistent link: https://www.econbiz.de/10012000629
Saved in:
5
The real explanation of nominal
bond
-stock puzzles
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Song, Dongho
-
2021
Persistent link: https://www.econbiz.de/10012592750
Saved in:
6
The Real Explanation of Nominal
Bond
-Stock Puzzles
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Song, Dongho
-
National Bureau of Economic Research
-
2021
implications of this finding for asset prices. The uncovered dynamics of consumption implies modestly upward sloping real
bond
and …
Persistent link: https://www.econbiz.de/10012599375
Saved in:
7
The Real Explanation of Nominal
Bond
-Stock Puzzles
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Song, Dongho
-
2021
implications of this finding for asset prices. The uncovered dynamics of consumption implies modestly upward sloping real
bond
and …
Persistent link: https://www.econbiz.de/10013218634
Saved in:
8
Monetary policy regimes and the term structure of interest rates
Bikbov, Rusian
;
Chernov, Mikhail
-
2008
Persistent link: https://www.econbiz.de/10003793584
Saved in:
9
Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Management science : journal of the Institute for …
55
(
2009
)
8
,
pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
Saved in:
10
No-arbitrage macroeconomic determinants of the yield curve
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 166-182
Persistent link: https://www.econbiz.de/10008839932
Saved in:
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