Mikhail Chernov
University of California, Los Angeles
H-index: 27
North America-United States
Top articles of Mikhail Chernov
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
An anatomy of currency strategies: The role of emerging markets | Available at SSRN 4802331 | Mikhail Chernov Magnus Dahlquist Lars A Lochstoer | 2024/4/21 |
Interest rate skewness and biased beliefs | The Journal of Finance | Michael Bauer Mikhail Chernov | 2024/2 |
Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds | Journal of International Economics | Mikhail Chernov Drew D Creal Peter Hördahl | 2023 |
International yield curves and currency puzzles | The Journal of Finance | Mikhail Chernov Drew Creal | 2023/2 |
Currency Risk Premiums: A Multi-Horizon Perspective | Foundations and Trends in Finance | Mikhail Chernov Magnus Dahlquist | 2023/6/25 |
What do financial markets say about the exchange rate? | Mikhail Chernov Valentin Haddad Oleg Itskhoki | 2023 | |
Pricing currency risks | The Journal of Finance | Mikhail Chernov Magnus Dahlquist Lars Lochstoer | 2023/4 |
Monetary Policy Risk: Rules vs. Discretion | David Backus Mikhail Chernov Stanley E Zin Irina Zviadadze | 2021/7/5 | |
Conditional dynamics and the multihorizon risk-return trade-off | Review of Financial Studies | Mikhail Chernov Lars A Lochstoer Stig RH Lundeby | 2022 |
The real channel for nominal bond-stock puzzles | Mikhail Chernov Lars A Lochstoer Dongho Song | 2021/7/26 | |
The PPP view of multihorizon currency risk premiums | The Review of Financial Studies | Mikhail Chernov Drew Creal | 2021/6/1 |
Benchmark interest rates when the government is risky | Journal of Financial Economics | Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song | 2021/4/1 |
Non-Standard Errors | Anna Dreber Albert J Menkveld Felix Holzmeister Magnus Johannesson Juergen Huber | 2021/11/11 | |
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads | Journal of Financial Economics | Patrick Augustin Mikhail Chernov Dongho Song | 2020/7/1 |
A macrofinance view of US Sovereign CDS premiums | Journal of Finance | Mikhail Chernov Lukas Schmid Andres Schneider | 2020 |
Co-Authors
