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Multihorizon currency returns and purchasing power parity
Chernov, Mikhail; Creal, Drew - 2018
Persistent link: https://www.econbiz.de/10011916251
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International yield curves and currency puzzles
Chernov, Mikhail; Creal, Drew - 2018 - Revision
Persistent link: https://www.econbiz.de/10012000629
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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
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The PPP view of multihorizon currency risk premiums
Chernov, Mikhail; Creal, Drew - In: The review of financial studies 34 (2021) 6, pp. 2728-2772
Persistent link: https://www.econbiz.de/10012546313
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International yield curves and currency puzzles
Chernov, Mikhail; Creal, Drew - In: The journal of finance : the journal of the American … 78 (2023) 1, pp. 209-245
Persistent link: https://www.econbiz.de/10014311355
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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
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A class of non-Gaussian state space models with exact likelihood inference
Creal, Drew - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 585-597
Persistent link: https://www.econbiz.de/10011893816
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Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010360896
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Interest rate uncertainty and economic fluctuations
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010431316
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Bond risk premia in consumption-based models
Creal, Drew; Wu, Jing Cynthia - 2016
Persistent link: https://www.econbiz.de/10011476470