Mikhail Chernov

Warren C. Cordner Professor in Money Financial Markets, UCLA

Mikhail Chernov is the Warren C. Cordner Professor in Money Financial Markets at UCLA’s Anderson School of Management, a Research Associate at NBER, and a Research Fellow at CEPR. Previously, he served on the faculty of London School of Economics, London Business School, and Columbia Business School. He has served on the editorial boards of Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Finance, Journal of Financial and Quantitative Analysis, and Journal of Financial Econometrics. He is a board member of the Macro-Finance Society. Mikhail received his Ph.D. in Finance from the Pennsylvania State University and his B.S. in Mathematics and M.S. in Statistics from Moscow State University. Professor Chernov’s research focuses on empirical macro-based asset pricing with a particular interest in yield curve modelling, monetary policy, sovereign credit risk, and crash risk. He has published in Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Econometrics, Journal of Business and Economic, amongst others.

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