NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Mikhail Chernov

Anderson School of Management
University of California, Los Angeles
110 Westwood Plaza, Suite C-417
Los Angeles, CA 90095

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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

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

 
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