Discussion paper DP11227 Term structures of asset prices and returns Mikhail Chernov David Backus Nina Boyarchenko 13 Apr 2016 Financial Economics G12 G13
Discussion paper DP10947 Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities Mikhail Chernov Francis Longstaff 14 Mar 2016 Financial Economics G12 G13
Discussion paper DP9611 Monetary policy risk: Rules vs. discretion David Backus Stanley E. Zin Mikhail Chernov Irina Zviadadze 25 Aug 2013 Financial Economics International Macroeconomics E43 E52 G12
Discussion paper DP8745 Sources of Risk in Currency Returns Mikhail Chernov Irina Zviadadze 1 Jan 2012 Financial Economics C58 F31 G12
Discussion paper DP8488 Sources of entropy in representative agent models David Backus Stanley E. Zin Mikhail Chernov 1 Jul 2011 Financial Economics E44 G12
Discussion paper DP8456 CDS Auctions Igor Makarov Mikhail Chernov Alexander Gorbenko 1 Jun 2011 Financial Economics D44 G10 G13
Discussion paper DP7416 Disasters implied by equity index options David Backus Mikhail Chernov Ian Martin 16 Aug 2009 Financial Economics E44 G12
Discussion paper DP7096 Monetary Policy Regimes and the Term Structure of Interest Rates Mikhail Chernov Ruslan Bikbov 23 Dec 2008 Financial Economics C52 E43
Discussion paper DP6809 The Term Structure of Inflation Expectations Mikhail Chernov Philippe Mueller 25 Apr 2008 Financial Economics C50 E52 G12
Discussion paper DP6239 Understanding Index Option Returns Mikhail Chernov Mark Broadie Michael Johannes 3 May 2007 Financial Economics C13 G12 G13