Found 4 results for your keywords: author="Mikhail Chernov"

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The Term Structure of Covered Interest Rate Parity Violations

(Mikhail Chernov) (Patrick Augustin) (Lukas Schmid) (Dongho Song)

Interest Rate Skewness and Biased Beliefs

(Mikhail Chernov) (Michael Bauer)

International Yield Curves and Currency Puzzles

(Mikhail Chernov) (Drew Creal)

Pricing Currency Risks

(Mikhail Chernov) (Magnus Dahlquist) (Lars Lochstoer)