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
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
Discussion paper DP14105 Benchmark interest rates when the government is risky Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 6 Nov 2019 Financial Economics C1 E43 E44 G12 H60
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 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
Discussion paper DP12857 Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Mikhail Chernov Patrick Augustin 10 Apr 2018 Financial Economics C1 E43 E44 G12 G15
Discussion paper DP11576 A Macrofinance View of U.S. Sovereign CDS Premiums Mikhail Chernov Lukas Schmid 17 Oct 2016 Financial Economics E43 E44 E52 G12 G13