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Mortgage risk and the yield curve
Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - In: The review of financial studies 29 (2016) 5, pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
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Understanding Index Option Returns
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - In: The review of financial studies 22 (2013) 11, pp. 4493-4492
Persistent link: https://www.econbiz.de/10010114742
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Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail; Lochstoer, Lars A.; Lundeby, Stig R. H. - In: The review of financial studies 35 (2022) 3, pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
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Understanding index option returns
Broadie, Marc; Chernov, Mikhail; Johannes, Michael - In: The review of financial studies 22 (2009) 11, pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
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CDS auctions
Chernov, Mikhail; Gorbenko, Alexander S.; Makarov, Igor - In: The review of financial studies 26 (2013) 3, pp. 768-805
Persistent link: https://www.econbiz.de/10009752245
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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
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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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Monetary policy risk : rules versus discretion
Backus, David; Chernov, Mikhail; Zin, Stanley E.; … - In: The review of financial studies 35 (2022) 5, pp. 2308-2344
Persistent link: https://www.econbiz.de/10013188961