7
H index
6
i10 index
428
Citations
University of North Carolina-Chapel-Hill | 7 H index 6 i10 index 428 Citations RESEARCH PRODUCTION: 1 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mariano Massimiliano Croce. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| NBER Working Papers / National Bureau of Economic Research, Inc | 6 |
| 2006 Meeting Papers / Society for Economic Dynamics | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215. Full description at Econpapers || Download paper |
| 2024 | Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713. Full description at Econpapers || Download paper |
| 2025 | Firms’ Investment and Capacity Utilisation: The Role of Financial Constraints and Uncertainty. (2025). Treibich, Tania ; Savona, Maria ; Piccillo, Giulia ; Mohades, Siavash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12108. Full description at Econpapers || Download paper |
| 2024 | US monetary policy and real exchange rate dynamics: the role of exchange rate arrangements and capital controls. (2024). Ma, Zhenyu ; Xiao, Zehua ; Wang, Ning. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003756. Full description at Econpapers || Download paper |
| 2025 | Long-run risk in stationary vector autoregressive models. (2025). Jasiak, Joann ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002562. Full description at Econpapers || Download paper |
| 2024 | Financial market integration: A complex and controversial journey. (2024). Donadelli, Michael ; Gufler, I ; Paradiso, A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322. Full description at Econpapers || Download paper |
| 2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
| 2024 | Who saves more, the naive or the sophisticated agent?. (2024). Zimper, Alexander ; Groneck, Max ; Ludwig, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000541. Full description at Econpapers || Download paper |
| 2025 | Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk. (2025). Zentefis, Alexander K ; Khorrami, Paymon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001601. Full description at Econpapers || Download paper |
| 2024 | Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977. Full description at Econpapers || Download paper |
| 2024 | Global risk and the dollar. (2024). Müller, Gernot ; Georgiadis, Georgios ; Muller, Gernot J ; Schumann, Ben. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023. Full description at Econpapers || Download paper |
| 2024 | Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative. (2024). Sha, Yezhou ; Li, Lingyi ; Xie, Haixia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001495. Full description at Econpapers || Download paper |
| 2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper |
| 2025 | Openness and the effect of business cycle synchronization on the equity risk premium. (2025). Gitelson, Natalia ; Manes, Eran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001539. Full description at Econpapers || Download paper |
| 2025 | A Neoclassical Model of the World Financial Cycle. (2025). Lopez, Pierlauro ; Kehoe, Patrick ; Perri, Fabrizio ; Bai, Yan. In: Working Papers. RePEc:fip:fedcwq:99613. Full description at Econpapers || Download paper |
| 2025 | Turbulent Business Cycles. (2021). Wang, Pengfei ; Liu, Zheng ; Dong, Ding. In: Working Paper Series. RePEc:fip:fedfwp:93061. Full description at Econpapers || Download paper |
| 2025 | What Drives the Exchange Rate?. (2025). Mukhin, Dmitry ; Itskhoki, Oleg. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:1:d:10.1057_s41308-024-00251-0. Full description at Econpapers || Download paper |
| 2025 | Response of tail risks of Euro-dollar exchange rate to monetary policy shocks in the US and the Euro area using penalized local projections. (2025). Yang, Hyejin ; Lee, Jin. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:6:d:10.1007_s43546-025-00836-5. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | The Short and Long Run Benefits of Financial Integration In: American Economic Review. [Full Text][Citation analysis] | article | 38 |
| 2017 | A Tax Plan for Endogenous Innovation In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2022 | SONOMA: a Small Open ecoNOmy for MAcrofinance In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Investor Information, Long-Run Risk, and the Term Structure of Equity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 79 |
| 2018 | Volatility Risk Pass-through In: NBER Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2019 | The Leading Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Persistent Government Debt and Aggregate Risk Distribution In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Uncertainty-Induced Reallocations and Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2025 | International Climate News In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Risks For The Long Run And The Real Exchange Rate In: 2005 Meeting Papers. [Full Text][Citation analysis] | paper | 240 |
| 2006 | Welfare Costs, Long Run Consumption Risk, and a Production Economy. In: 2006 Meeting Papers. [Full Text][Citation analysis] | paper | 25 |
| 2006 | Investor Information, Long-Run Risk, and the Duration fo Risky Assets In: 2006 Meeting Papers. [Full Text][Citation analysis] | paper | 9 |
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