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Financial market
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Chernov, Mikhail
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Makarov, Igor
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Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10003879962
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2
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10003872484
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3
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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4
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2010
Persistent link: https://www.econbiz.de/10009503559
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5
CDS auctions
Chernov, Mikhail
;
Gorbenko, Alexander
;
Makarov, Igor
-
2011
Persistent link: https://www.econbiz.de/10009242920
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6
Sources of entropy in representative agent models
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
-
2011
Persistent link: https://www.econbiz.de/10009259677
Saved in:
7
CDS auctions
Chernov, Mikhail
;
Gorbenko, Alexander S.
;
Makarov, Igor
-
2011
Persistent link: https://www.econbiz.de/10009259740
Saved in:
8
CDS auctions
Chernov, Mikhail
;
Gorbenko, Alexander S.
;
Makarov, Igor
- In:
The review of financial studies
26
(
2013
)
3
,
pp. 768-805
Persistent link: https://www.econbiz.de/10009752245
Saved in:
9
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
Saved in:
10
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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