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Book

Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off
Author: Chernov, Mikhail
Year: 2018 Publisher: National Bureau of Economic Research

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International Yield Curves and Currency Puzzles
Author: Chernov, Mikhail
Year: 2018 Publisher: National Bureau of Economic Research

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Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
Author: Chernov, Mikhail
Year: 2016 Publisher: National Bureau of Economic Research

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Multihorizon Currency Returns and Purchasing Power Parity
Author: Chernov, Mikhail
Year: 2018 Publisher: National Bureau of Economic Research

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Currency Risk Premiums
Author: Chernov, Mikhail.
Year: 2023 Publisher: National Bureau of Economic Research

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Real Channel for Nominal Bond-Stock Puzzles
Author: Chernov, Mikhail.
Year: 2021 Publisher: National Bureau of Economic Research

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Sovereign Credit and Exchange Rate Risks
Author: Chernov, Mikhail.
Year: 2020 Publisher: National Bureau of Economic Research

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Pricing Currency Risks
Author: Chernov, Mikhail.
Year: 2020 Publisher: National Bureau of Economic Research

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Anatomy of Currency Strategies
Author: Chernov, Mikhail.
Year: 2024 Publisher: National Bureau of Economic Research

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What do Financial Markets say about the Exchange Rate?
Author: Chernov, Mikhail.
Year: 2024 Publisher: National Bureau of Economic Research

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