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Themes

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Discussion paper

DP19999 A Test of the Efficiency of a Given Portfolio in High Dimensions

  • Mikhail Chernov
  • Bryan Kelly
  • Semyon Malamud
  • Johannes Schwab

5 Mar 2025
  • Asset Pricing
  • C12
  • C40
  • C55
  • C57
  • G12
Discussion paper

DP19836 The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls

  • Mikhail Chernov
  • Vadim Elenev
  • Dongho Song

8 Jan 2025
  • Political Economy
  • Public Economics
  • Asset Pricing
  • C32
  • C53
  • D72
  • P00
Discussion paper

DP19470 Reassessing Sources of Risk Premiums in Currency Markets

  • Mikhail Chernov
  • Magnus Dahlquist
  • Lars Lochstoer

12 Sep 2024
  • International Macroeconomics and Finance
  • Asset Pricing
  • F31
  • G12
  • G15
Discussion paper

DP19071 What do financial markets say about the exchange rate?

  • Mikhail Chernov
  • Valentin Haddad
  • Oleg Itskhoki

13 May 2024
  • International Macroeconomics and Finance
  • Macroeconomics and Growth
  • Asset Pricing
  • E44
  • F31
  • G15
Discussion paper

DP18265 Currency risk premiums: A multi-horizon perspective

  • Mikhail Chernov
  • Magnus Dahlquist

3 Jul 2023
  • Asset Pricing
  • E52
  • F31
  • G12
  • G15
Discussion paper

DP13252 International yield curves and currency puzzles

  • Mikhail Chernov
  • Drew Creal

18 Feb 2022
  • Financial Economics
  • International Macroeconomics and Finance
  • F31
  • G12
  • G15
Discussion paper

DP16381 The real channel for nominal bond-stock puzzles

  • Mikhail Chernov
  • Lars Lochstoer
  • Dongho Song

21 Jul 2021
  • Financial Economics
  • E21
  • E31
  • E43
  • E44
  • G12
Discussion paper

DP16274 Interest Rate Skewness and Biased Beliefs

  • Michael Bauer
  • Mikhail Chernov

17 Jun 2021
  • Financial Economics
  • E43
  • E44
  • E52
  • G12
Discussion paper

DP15571 Pricing Currency Risks

  • Mikhail Chernov
  • Magnus Dahlquist
  • Lars Lochstoer

17 Dec 2020
  • Financial Economics
  • International Macroeconomics and Finance
  • F31
  • G12
  • G15
Discussion paper

DP14986 Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds

  • Mikhail Chernov
  • Drew Creal
  • Peter Hördahl

2 Jul 2020
  • Financial Economics
  • International Macroeconomics and Finance
  • F31
  • G12
  • G15
Discussion paper

DP14774 The term structure of CIP violations

  • Patrick Augustin
  • Mikhail Chernov
  • Lukas Schmid
  • Dongho Song

18 May 2020
  • Financial Economics
  • International Macroeconomics and Finance
  • C1
  • E43
  • E44
  • G12
  • H60
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VoxEU Column

Benchmark interest rates when the government is risky

  • Dongho Song
  • Mikhail Chernov
  • Lukas Schmid
  • Patrick Augustin

10 Jan 2020
  • Financial Markets
  • Global crisis
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