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 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 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