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Andreea, Valente, Giorgio, Ness, Robert A.Van, Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, Wel, Michel Van Der, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C.P., Wolk, Leonard, Wong, Wing Keung, Wrampelmeyer, Jan, Wu, Zhen Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu S., Zoican, Marius and Zwinkels, Remco (2024) Nonstandard errors. Journal of Finance, 79 (3). 2339 - 2390. ISSN 0022-1082
Backus, David, Chernov, Mikhail and Zin, Stanley (2014) Sources of entropy in dynamic representative agent models. Journal of Finance, 69 (1). pp. 51-99. ISSN 0022-1082
Bikbov, Ruslan and Chernov, Mikhail (2013) Monetary policy regimes and the term structure of interest rates. Journal of Econometrics, 174 (1). pp. 27-43. ISSN 0304-4076
Chernov, Mikhail, Gorbenko, Alexander S. and Makarov, Igor 
ORCID: 0009-0006-7557-449X
(2013)
CDS auctions.
Review of Financial Studies, 26 (3).
pp. 768-805.
ISSN 0893-9454
Chernov, Mikhail and Mueller, Philippe (2012) The term structure of inflation expectations. Journal of Financial Economics, 106 (2). pp. 367-394. ISSN 0304-405X
Backus, David, Chernov, Mikhail and Martin, Ian ORCID: 0000-0001-8373-5317
(2011)
Disasters implied by equity index options.
The Journal of Finance, 66 (6).
pp. 1969-2012.
ISSN 0022-1082
Chernov, Mikhail, Gorbenko, Alexander and Makarov, Igor ORCID: 0009-0006-7557-449X
(2011)
CDS auctions.
Financial Markets Group Discussion Papers (688).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Bikbov, Ruslan and Chernov, Mikhail (2011) Yield curve and volatility: lessons from Eurodollar futures and options. Journal of Financial Econometrics, 9 (1). pp. 66-105. ISSN 1479-8409
Bikbov, Ruslan and Chernov, Mikhail (2010) No-arbitrage macroeconomic determinants of the yield curve. Journal of Econometrics, 159 (1). pp. 166-182. ISSN 0304-4076
Bikbov, Ruslan and Chernov, Mikhail (2009) Unspanned stochastic volatility in affine models: evidence from Eurodollar futures and options. Management Science, 55 (8). pp. 1292-1305. ISSN 0025-1909
Broadie, Mark, Chernov, Mikhail and Johannes, Michael (2009) Understanding index option returns. Review of Financial Studies, 22 (11). pp. 4493-4529. ISSN 0893-9454
Carrasco, M., Chernov, Mikhail, Florens, Jean-Pierre and Ghysels, E. (2007) Efficient estimation of general dynamic models with a continuum of moment conditions. Journal of Econometrics, 140 (2). pp. 529-573. ISSN 0304-4076
Broadie, Mark, Chernov, Mikhail and Johannes, Michael (2007) Model specification and risk premia: evidence from futures options. Journal of Finance, 62 (3). pp. 1453-1490. ISSN 0022-1082
Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of Business and Economic Statistics, 25 (4). pp. 411-426. ISSN 0735-0015
Broadie, Mark, Chernov, Mikhail and Sundaresan, Suresh (2007) Optimal debt and equity values in the presence of chapter 7 and chapter 11. Journal of Finance, 62 (3). pp. 1341-1377. ISSN 0022-1082
Chernov, Mikhail (2003) Alternative models for stock price dynamics. Journal of Econometrics, 116 (1-2). pp. 225-257. ISSN 0304-4076
Chernov, Mikhail (2003) Empirical reverse engineering of the pricing kernel. Journal of Econometrics, 116 (1-2). pp. 329-364. ISSN 0304-4076
Chernov, Mikhail and Ghysels, Eric (2000) A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation. Journal of Financial Economics, 56 (3). pp. 407-458. ISSN 0304-405X
