Mikhail Chernov

Discussion Papers

DP16381 21 July 2021 The real explanation of nominal bond-stock puzzles
Author(s): Mikhail Chernov, Lars Lochstoer, Dongho Song
DP16274 17 June 2021 Interest Rate Skewness and Biased Beliefs
Author(s): Michael Bauer, Mikhail Chernov
DP15571 17 December 2020 Pricing Currency Risks
Author(s): Mikhail Chernov, Magnus Dahlquist, Lars Lochstoer
DP14986 02 July 2020 Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds
Author(s): Mikhail Chernov, Drew Creal, Peter Hördahl
DP14774 18 May 2020 A no-arbitrage perspective on global arbitrage opportunities
Author(s): Patrick Augustin, Mikhail Chernov, Lukas Schmid, Dongho Song

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