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On the Size Distribution of Macroeconomic Disasters
Backus, David; Chernov, Mikhail; Martin, Ian - 2009
Persistent link: https://www.econbiz.de/10008369680
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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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Comment - Iterative and Recursive Estimation in Structural Nonadaptive Models
Chernov, Mikhail - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 485-487
Persistent link: https://www.econbiz.de/10008215222
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On the Role of Risk Premia in Volatility Forecasting
Chernov, Mikhail - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 411-426
Persistent link: https://www.econbiz.de/10008221522
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Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; … - In: Journal of econometrics 140 (2007) 2, pp. 529-573
Persistent link: https://www.econbiz.de/10007761422
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Model Specification and Risk Premia: Evidence from Futures Options
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1453-1490
Persistent link: https://www.econbiz.de/10007728975
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Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11
Broadie, Mark; Chernov, Mikhail; Sundaresan, Suresh - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1341-1378
Persistent link: https://www.econbiz.de/10007728978
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The term structure of inflation expectations
Chernov, Mikhail; Mueller, Philippe - In: Journal of financial economics 106 (2012) 2, pp. 367-395
Persistent link: https://www.econbiz.de/10010013544
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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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Understanding Index Option Returns
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The review of financial studies 22 (2013) 11, pp. 4493-4492
Persistent link: https://www.econbiz.de/10010114742