"Chernov, Mikhail"

Article

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 (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 (2011) Disasters implied by equity index options. The journal of finance, 66 (6). pp. 1969-2012. ISSN 0022-1082

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. The 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. The 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