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Photo of Mikhail Chernov

Mikhail Chernov

Professor of Finance; Warren C. Cordner Chair in Money and Financial Markets; Director, Master of Financial Engineering Program

Mikhail Chernov focuses on macro-based asset pricing, derivatives, fixed income and financial econometrics.

 
Different countries currencies in a collage format Research Brief / Bond Market

Out of the 1990s Asian Crisis, a New Bond Market Rises

Local currency sovereign bonds transfer risk from issuer to buyer

International flags and Euro sign Research Brief / Markets

One European Country Defaults: How Hard-Hit Is the Euro?

A predictive model employs credit default swaps across currencies

Illustration of a man and woman pushing grocery carts with equations and clouds as a background Research Brief / Home Mortgages

Mortgage Prepayments: Factors beyond Interest Rate Movements

A model estimates the impact of economic variables on the pricing of prepayment risk