Ruslan Bikbov

Columbia Business School

Doctoral Student

420 West 118th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

3

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CITATIONS
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64

Scholarly Papers (3)

1.

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 504 (39,469)
Citation 31

Abstract:

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

2.

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 482 (40,730)
Citation 17

Abstract:

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 (509,496)
Citation 16

Abstract:

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