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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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Conditional dynamics and the multi-horizon risk-return trade-off
Chernov, Mikhail; Lochstoer, Lars A.; Lundeby, Stig R. H. - 2018
Persistent link: https://www.econbiz.de/10011981233
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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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Conditional dynamics and the multi-horizon risk-return trade-off
Chernov, Mikhail; Lochstoer, Lars A.; Lundeby, Stig - 2018
Persistent link: https://www.econbiz.de/10012109645
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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
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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/10012205741
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A no-arbitrage perspective on global arbitrage opportunities
Augustin, Patrick; Chernov, Mikhail; Schmid, Lukas; … - 2020
Persistent link: https://www.econbiz.de/10012238238
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A no-arbitrage perspective on global arbitrage opportunities
Augustin, Patrick; Chernov, Mikhail; Schmid, Lukas; … - 2020
Persistent link: https://www.econbiz.de/10012225663
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Multihorizon currency returns and purchasing power parity
Chernov, Mikhail; Creal, Drew - 2018
Persistent link: https://www.econbiz.de/10011862726
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Sovereign credit risk and exchange rates : evidence from CDS quanto spreads
Augustin, Patrick; Chernov, Mikhail; Song, Dongho - 2018
Persistent link: https://www.econbiz.de/10011915773