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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/10003885380
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No-arbitrage macroeconomic determinants of the yield curve
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of econometrics 159 (2010) 1, pp. 166-182
Persistent link: https://www.econbiz.de/10008839932
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Yield curve and volatility : lessons from Eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Journal of financial econometrics : official journal of … 9 (2011) 1, pp. 66-105
Persistent link: https://www.econbiz.de/10009125156
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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/10009737236
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Essays in asset pricing and macroeconomics
Bikbov, Ruslan - 2006
Persistent link: https://www.econbiz.de/10009273658
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - 2016
Persistent link: https://www.econbiz.de/10011474685
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Benchmark interest rates when the government is risky
Augustin, Patrick; Chernov, Mikhail; Schmid, Lukas; … - 2019
Persistent link: https://www.econbiz.de/10012136990
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Term structures of asset prices and returns
Backus, David; Boyarchenko, Nina; Chernov, Mikhail - In: Journal of financial economics 129 (2018) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
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International yield curves and currency puzzles
Chernov, Mikhail; Creal, Drew - 2018 - Revision
Persistent link: https://www.econbiz.de/10012000629
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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