Found 8 results for your keywords: author=Chernov, Mikhail. Zin, Stanley. -

The Term Structure of Covered Interest Rate Parity Violations

1
(Mikhail Chernov) (Patrick Augustin) (Lukas Schmid) (Dongho Song)

Interest Rate Skewness and Biased Beliefs

1
(Mikhail Chernov) (Michael Bauer)

International Yield Curves and Currency Puzzles

1
(Mikhail Chernov) (Drew Creal)

Pricing Currency Risks

1
(Mikhail Chernov) (Magnus Dahlquist) (Lars Lochstoer)

Disasters implied by equity index options

1
(Chernov, Mikhail) (Backus, David) (Martin, Ian)

Sources of Entry in Representative Agent Models

1
(Backus, David.) (Chernov, Mikhail. Zin, Stanley.)

Optimal debt and equity values in the presence of chapter 7 and chapter 11

1
(Sundaresan, Suresh) (Broadie, Mark) (Chernov, Mikhail)

Model specification and risk premia: evidence from futures options

1
(Johannes, Michael) (Broadie, Mark) (Chernov, Mikhail)