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No-arbitrage macroeconomic determinants of the yield curve
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of econometrics 159 (2010) 1, pp. 166-183
Persistent link: https://www.econbiz.de/10008455130
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Monetary policy regimes and the term structure of interest rates
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of econometrics 174 (2013) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10010094330
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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/10008286021