7
H index
6
i10 index
416
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pcr73 |
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 |
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NBER Working Papers / National Bureau of Economic Research, Inc | 5 |
2006 Meeting Papers / Society for Economic Dynamics | 2 |
Year | Title of citing document |
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2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | Asymmetric 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Origins 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. Full description at Econpapers || Download paper |
2023 | International 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. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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.. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper |
2023 | Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 1 |
2007 | Investor Information, Long-Run Risk, and the Term Structure of Equity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 77 |
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 | 10 |
2005 | Risks For The Long Run And The Real Exchange Rate In: 2005 Meeting Papers. [Full Text][Citation analysis] | paper | 232 |
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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