Ruslan Bikbov

Columbia Business School

Doctoral Student

420 West 118th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

3

DOWNLOADS

1,114

SSRN CITATIONS

14

CROSSREF CITATIONS

50

Scholarly Papers (3)

1.

Term Structure and Volatility: Lessons from the Eurodollar Markets

Number of pages: 65 Posted: 08 Jul 2004
Ruslan Bikbov and Mikhail Chernov
Columbia Business School and UCLA Anderson
Downloads 562 (48,919)
Citation 26

Abstract:

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2.

No-Arbitrage Macroeconomic Determinants of the Yield Curve

AFA 2006 Boston Meetings Paper, EFA 2005 Moscow Meetings Paper
Number of pages: 55 Posted: 11 Jul 2005
Ruslan Bikbov and Mikhail Chernov
Columbia Business School and UCLA Anderson
Downloads 550 (50,248)
Citation 33

Abstract:

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Term structure, no-arbitrage affine models, macroeconomics, monetary policy, credit spread, budget deficit

3.

Monetary Policy Regimes and the Term Structure of Interest Rates

CEPR Discussion Paper No. DP7096
Number of pages: 54 Posted: 17 Feb 2009
Ruslan Bikbov and Mikhail Chernov
Columbia Business School and UCLA Anderson
Downloads 2 (652,176)
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Abstract:

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great moderation, monetary policy, regime switches, structural VAR, term structure model