Mikhail Chernov

About Mikhail Chernov

Mikhail Chernov, With an exceptional h-index of 27 and a recent h-index of 22 (since 2020), a distinguished researcher at University of California, Los Angeles, specializes in the field of Macro Finance, Term Structure, Options, Credit, Currencies.

His recent articles reflect a diverse array of research interests and contributions to the field:

An anatomy of currency strategies: The role of emerging markets

Interest rate skewness and biased beliefs

Currency Risk Premiums: A Multi-Horizon Perspective

What do financial markets say about the exchange rate?

Pricing currency risks

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

International yield curves and currency puzzles

Monetary Policy Risk: Rules vs. Discretion

Mikhail Chernov Information

University

Position

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Citations(all)

5978

Citations(since 2020)

1769

Cited By

4985

hIndex(all)

27

hIndex(since 2020)

22

i10Index(all)

34

i10Index(since 2020)

30

Email

University Profile Page

Google Scholar

Mikhail Chernov Skills & Research Interests

Macro Finance

Term Structure

Options

Credit

Currencies

Top articles of Mikhail Chernov

An anatomy of currency strategies: The role of emerging markets

Available at SSRN 4802331

2024/4/21

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Interest rate skewness and biased beliefs

The Journal of Finance

2024/2

Michael Bauer
Michael Bauer

H-Index: 27

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Currency Risk Premiums: A Multi-Horizon Perspective

Foundations and Trends in Finance

2023/6/25

Mikhail Chernov
Mikhail Chernov

H-Index: 20

What do financial markets say about the exchange rate?

2023

Pricing currency risks

The Journal of Finance

2023/4

Mikhail Chernov
Mikhail Chernov

H-Index: 20

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

Journal of International Economics

2023

Mikhail Chernov
Mikhail Chernov

H-Index: 20

International yield curves and currency puzzles

The Journal of Finance

2023/2

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Drew Creal
Drew Creal

H-Index: 14

Monetary Policy Risk: Rules vs. Discretion

2021/7/5

David Backus
David Backus

H-Index: 24

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Conditional dynamics and the multihorizon risk-return trade-off

Review of Financial Studies

2022

Mikhail Chernov
Mikhail Chernov

H-Index: 20

The real channel for nominal bond-stock puzzles

2021/7/26

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Dongho Song
Dongho Song

H-Index: 10

The PPP view of multihorizon currency risk premiums

The Review of Financial Studies

2021/6/1

Mikhail Chernov
Mikhail Chernov

H-Index: 20

Drew Creal
Drew Creal

H-Index: 14

Benchmark interest rates when the government is risky

Journal of Financial Economics

2021/4/1

Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads

Journal of Financial Economics

2020/7/1

A macrofinance view of US Sovereign CDS premiums

Journal of Finance

2020

Mikhail Chernov
Mikhail Chernov

H-Index: 20

See List of Professors in Mikhail Chernov University(University of California, Los Angeles)

Co-Authors

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