Discussion paper DP14105 Benchmark interest rates when the government is risky Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 6 Nov 2019 Financial Economics C1 E43 E44 G12 H60
Discussion paper DP13365 Conditional dynamics and the multi-horizon risk-return trade-off Mikhail Chernov Lars Lochstoer Stig Lundeby 5 Dec 2018 Financial Economics G12 C51
Discussion paper DP12893 Multihorizon Currency Returns and Purchasing Power Parity Mikhail Chernov Drew Creal 25 Apr 2018 Financial Economics International Macroeconomics and Finance F31 F47 G12 G15
Discussion paper DP12857 Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Patrick Augustin Mikhail Chernov 10 Apr 2018 Financial Economics C1 E43 E44 G12 G15
Discussion paper DP11576 A Macrofinance View of U.S. Sovereign CDS Premiums Mikhail Chernov Lukas Schmid 17 Oct 2016 Financial Economics E43 E44 E52 G12 G13
Discussion paper DP11227 Term structures of asset prices and returns David Backus Nina Boyarchenko Mikhail Chernov 13 Apr 2016 Financial Economics G12 G13
Discussion paper DP10947 Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities Mikhail Chernov Francis Longstaff 14 Mar 2016 Financial Economics G12 G13
Discussion paper DP9611 Monetary policy risk: Rules vs. discretion David Backus Stanley E. Zin Mikhail Chernov Irina Zviadadze 25 Aug 2013 Financial Economics International Macroeconomics E43 E52 G12
Discussion paper DP8745 Sources of Risk in Currency Returns Mikhail Chernov Irina Zviadadze 1 Jan 2012 Financial Economics C58 F31 G12
Discussion paper DP8488 Sources of entropy in representative agent models David Backus Stanley E. Zin Mikhail Chernov 1 Jul 2011 Financial Economics E44 G12
Discussion paper DP8456 CDS Auctions Igor Makarov Mikhail Chernov Alexander Gorbenko 1 Jun 2011 Financial Economics D44 G10 G13
Discussion paper DP7416 Disasters implied by equity index options David Backus Mikhail Chernov Ian Martin 16 Aug 2009 Financial Economics E44 G12
