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~person:"Chernov, Mikhail"
~person:"Mayordomo, Sergio"
~subject:"Credit risk"
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Credit risk
Risikoprämie
43
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Chernov, Mikhail
Mayordomo, Sergio
Longstaff, Francis A.
12
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Zinna, Gabriele
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ECONIS (ZBW)
14
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1
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2021
Persistent link: https://www.econbiz.de/10012483506
Saved in:
2
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
Saved in:
3
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo
;
Mayordomo, Sergio
;
Serena, José …
-
2020
Persistent link: https://www.econbiz.de/10012168989
Saved in:
4
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo
;
Mayordomo, Sergio
;
Serena, José …
-
2020
Persistent link: https://www.econbiz.de/10012198409
Saved in:
5
Sovereign credit risk and exchange rates : Evidence from CDS quanto spreads
Augustin, Patrick
;
Chernov, Mikhail
;
Song, Dongho
- In:
Journal of financial economics
137
(
2020
)
1
,
pp. 129-151
Persistent link: https://www.econbiz.de/10012631074
Saved in:
6
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2020
Persistent link: https://www.econbiz.de/10012243589
Saved in:
7
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo
;
Mayordomo, Sergio
;
Serena, José …
-
2020
Persistent link: https://www.econbiz.de/10012210605
Saved in:
8
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
Chernov, Mikhail
-
2016
analyze the properties of the prepayment
risk
premium
and find that it is almost entirely due to compensation for turnover …
Persistent link: https://www.econbiz.de/10012456578
Saved in:
9
Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
Chernov, Mikhail
-
2016
analyze the properties of the prepayment
risk
premium
and find that it is almost entirely due to compensation for turnover …
Persistent link: https://www.econbiz.de/10012996380
Saved in:
10
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
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