Narrow search
Showing 1 - 5 of 5
Cover Image
Essays in asset pricing and macroeconomics
Bikbov, Ruslan - 2006
Persistent link: https://www.econbiz.de/10009273658
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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