Items where Author is "Bikbov, Ruslan"

Number of items: 4.
  • Monetary policy regimes and the term structure of interest rates. Bikbov, Ruslan and Chernov, Mikhail
  • No-arbitrage macroeconomic determinants of the yield curve. Bikbov, Ruslan and Chernov, Mikhail
  • Unspanned stochastic volatility in affine models: evidence from Eurodollar futures and options. Bikbov, Ruslan and Chernov, Mikhail
  • Yield curve and volatility: lessons from Eurodollar futures and options. Bikbov, Ruslan and Chernov, Mikhail