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 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 DP15571 Pricing Currency Risks Mikhail Chernov Magnus Dahlquist Lars Lochstoer 17 Dec 2020 Financial Economics International Macroeconomics and Finance F31 G12 G15
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 DP7327 Limits to Arbitrage and Hedging: Evidence from Commodity Markets Viral Acharya Lars Lochstoer 14 Jun 2009 Financial Economics G12 G13
