NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Mikhail Chernov

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters and Reporter Articles

April 2016Term Structures of Asset Prices and Returns
with David Backus, Nina Boyarchenko: w22162
March 2016Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
with Brett R. Dunn, Francis A. Longstaff: w22096
August 2013Identifying Taylor Rules in Macro-Finance Models
with David Backus, Stanley E. Zin: w19360
July 2011Sources of Entropy in Representative Agent Models
with David Backus, Stanley E. Zin: w17219

Published: \Sources of entropy in representative agent models," with M. Chernov and S. Zin, 2014, Journal of Finance 69, 51-99. citation courtesy of

August 2009Disasters implied by equity index options
with David Backus, Ian Martin: w15240

Published: David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, vol. 66(6), pages 1969-2012, December. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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