Mariano Massimiliano Croce : Citation Profile


Are you Mariano Massimiliano Croce?

University of North Carolina-Chapel-Hill

7

H index

6

i10 index

416

Citations

RESEARCH PRODUCTION:

1

Articles

10

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 24
   Journals where Mariano Massimiliano Croce has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 3 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr73
   Updated: 2024-11-08    RAS profile: 2023-03-10    
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Relations with other researchers


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:

Kollmann, Robert (20)

Donadelli, Michael (15)

Lewis, Karen (13)

Marfe, Roberto (11)

Coeurdacier, Nicolas (10)

Ludvigson, Sydney (10)

Bansal, Ravi (10)

Rey, Helene (10)

Verdelhan, Adrien (9)

van Binsbergen, Jules (9)

Liu, Edith (9)

Cites to:

Epstein, Larry (14)

Obstfeld, Maurice (13)

Zin, Stanley (13)

Lettau, Martin (11)

Bansal, Ravi (10)

Jermann, Urban (8)

Campbell, John (7)

Karantounias, Anastasios (7)

Wachter, Jessica (7)

Ludvigson, Sydney (6)

bloom, nicholas (6)

Main data


Where Mariano Massimiliano Croce has published?


Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc5
2006 Meeting Papers / Society for Economic Dynamics2

Recent works citing Mariano Massimiliano Croce (2024 and 2023)


YearTitle of citing document
2024Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2023The long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221.

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2023Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26.

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2023International trade and the risk in bilateral exchange rates. (2023). Loualiche, Erik ; Hassan, Ramin ; Ward, Colin ; Pecora, Alexandre R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001435.

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2024Global risk and the dollar. (2024). Schumann, Ben ; Muller, Gernot J ; Georgiadis, Georgios. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393224000023.

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2023The rate of discount on public investments with future bias in an altruistic overlapping generations model. (2023). Tamai, Toshiki. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000605.

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2023Global financial cycle, commodity terms of trade and financial spreads in emerging markets and developing economies. (2023). Montes-Rojas, Gabriel ; Toledo, Fernando ; Carrera, Jorge. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:179-190.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023The Real Response to Uncertainty Shocks: The Risk Premium Channel. (2023). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:119-140.

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388.

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Works by Mariano Massimiliano Croce:


YearTitleTypeCited
2010The Short and Long Run Benefits of Financial Integration In: American Economic Review.
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article38
2017A Tax Plan for Endogenous Innovation In: FRB Atlanta Working Paper.
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paper2
2022SONOMA: a Small Open ecoNOmy for MAcrofinance In: International Finance Discussion Papers.
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paper1
2007Investor Information, Long-Run Risk, and the Term Structure of Equity In: NBER Working Papers.
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paper77
2018Volatility Risk Pass-through In: NBER Working Papers.
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paper16
2019The Leading Premium In: NBER Working Papers.
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paper6
2019Persistent Government Debt and Aggregate Risk Distribution In: NBER Working Papers.
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paper0
2019Uncertainty-Induced Reallocations and Growth In: NBER Working Papers.
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paper10
2005Risks For The Long Run And The Real Exchange Rate In: 2005 Meeting Papers.
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paper232
2006Welfare Costs, Long Run Consumption Risk, and a Production Economy. In: 2006 Meeting Papers.
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paper25
2006Investor Information, Long-Run Risk, and the Duration fo Risky Assets In: 2006 Meeting Papers.
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paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team