Mikhail Chernov

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Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillEmail yang diverifikasi di unc.edu
David BackusNYU Stern School of BusinessEmail yang diverifikasi di stern.nyu.edu
Mark BroadieColumbia Business SchoolEmail yang diverifikasi di columbia.edu
Dongho SongJohns Hopkins University Carey Business SchoolEmail yang diverifikasi di jhu.edu
Stanley E. ZinProfessor of Economics, New York University; Research Associate, NBEREmail yang diverifikasi di nyu.edu
Michael JohannesProfessor of Finance, Columbia UniversityEmail yang diverifikasi di gsb.columbia.edu
Patrick AUGUSTINAssociate Professor of Finance & Canada Research Chair, McGill UniversityEmail yang diverifikasi di mcgill.ca
Lukas SchmidUSC Marshall School of BusinessEmail yang diverifikasi di marshall.usc.edu
Irina ZviadadzeAssociate Professor of Finance, HEC ParisEmail yang diverifikasi di hec.fr
George TauchenProfessor of EconomicsEmail yang diverifikasi di duke.edu
A. Ronald GallantProfessor of Economics, Penn State UniversityEmail yang diverifikasi di psu.edu
Drew CrealUniversity of Illinois Urbana-ChampaignEmail yang diverifikasi di illinois.edu
Lars A. LochstoerProfessor of Finance, UCLA Anderson School of ManagementEmail yang diverifikasi di anderson.ucla.edu
Suresh SundaresanColumbia UniversityEmail yang diverifikasi di columbia.edu
Marine CarrascoUniversite de montrealEmail yang diverifikasi di umontreal.ca
Jean-Pierre FlorensToulouse School of Economics,University Toulouse CapitoleEmail yang diverifikasi di tse-fr.eu
Philippe MuellerProfessor of Finance, Warwick Business SchoolEmail yang diverifikasi di wbs.ac.uk
Ian MartinProfessor of Finance, London School of EconomicsEmail yang diverifikasi di lse.ac.uk
Nina BoyarchenkoCapital Markets, Federal Reserve Bank of New YorkEmail yang diverifikasi di ny.frb.org
Magnus DahlquistStockholm School of EconomicsEmail yang diverifikasi di hhs.se

Ikuti

Mikhail Chernov

University of California, Los Angeles

Email yang diverifikasi di anderson.ucla.edu - Beranda

Macro Finance Term Structure Options Credit Currencies


Judul Urutkan menurut kutipan Urutkan menurut tahun Urutkan menurut judul	Dikutip oleh Dikutip oleh	Tahun
Alternative models for stock price dynamics M Chernov, A Ronald Gallant, E Ghysels, G Tauchen Journal of Econometrics 116 (1-2), 225-257, 2003	1174	2003
Model specification and risk premia: Evidence from futures options M Broadie, M Chernov, M Johannes The Journal of Finance 62 (3), 1453-1490, 2007	779	2007
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation M Chernov, E Ghysels Journal of Financial Economics 56 (3), 407-458, 2000	775	2000
Understanding index option returns M Broadie, M Chernov, M Johannes Review of Financial Studies 22 (11), 4493-4529, 2009	387	2009
The term structure of inflation expectations M Chernov, P Mueller Journal of financial economics 106 (2), 367-394, 2012	346	2012
Disasters implied by equity index options D Backus, M Chernov, I Martin Journal of Finance 66 (6), 1969-2012, 2011	342	2011
Optimal debt and equity values in the presence of Chapter 7 and Chapter 11 M Broadie, M Chernov, S Sundaresan The journal of Finance 62 (3), 1341-1377, 2007	256	2007
On the role of risk premia in volatility forecasting M Chernov Journal of Business and Economic Statistics 25 (4), 411-426, 2007	243*	2007
No-arbitrage macroeconomic determinants of the yield curve R Bikbov, M Chernov Journal of econometrics 159 (1), 166-182, 2010	217	2010
Efficient estimation of general dynamic models with a continuum of moment conditions M Carrasco, M Chernov, JP Florens, E Ghysels Journal of Econometrics 140 (2), 529-573, 2007	217*	2007
Sources of entropy in representative agent models DK BACKUS, M Chernov, SE Zin The Journal of Finance 69 (1), 2, 2014	194	2014
Crash risk in currency returns M Chernov, J Graveline, I Zviadadze Journal of Financial and Quantitative Analysis 53 (1), 137-170, 2018	142	2018
Monetary policy regimes and the term structure of interest rates R Bikbov, M Chernov Journal of Econometrics 174, 27-43, 2013	118	2013
Yield curve and volatility: Lessons from eurodollar futures and options R Bikbov, M Chernov Journal of financial econometrics 9 (1), 66, 2011	109*	2011
A new class of stochastic volatility models with jumps: Theory and estimation M Chernov, CIRANO. CIRANO, 1999	96	1999
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads P Augustin, M Chernov, D Song Journal of Financial Economics 137 (1), 129-151, 2020	95	2020
Nonstandard Errors A Dreber, F Holzmeister, J Huber, M Johannesson, M Leippold, ... Journal of Finance 79 (3), 2339-2390, 2024	93*	2024
Term structures of asset prices and returns D Backus, N Boyarchenko, M Chernov Journal of Financial Economics 129 (1), 1-23, 2018	89	2018
Empirical reverse engineering of the pricing kernel M Chernov Journal of Econometrics 116 (1-2), 329-364, 2003	76*	2003
A macrofinance view of US Sovereign CDS premiums M Chernov, L Schmid, A Schneider Journal of Finance 75 (5), 2809-2844, 2020	73	2020

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