Mariano Massimiliano Croce : Citation Profile

University of North Carolina-Chapel-Hill

7

H index

6

i10 index

436

Citations

RESEARCH PRODUCTION:

1

Articles

11

Papers

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 21
   Journals where Mariano Massimiliano Croce has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 3 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr73
   Updated: 2026-03-28    RAS profile: 2025-04-28    
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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)

Bansal, Ravi (10)

Ludvigson, Sydney (10)

Coeurdacier, Nicolas (10)

Rey, Helene (10)

van Binsbergen, Jules (9)

Liu, Edith (9)

Verdelhan, Adrien (9)

Cites to:

Epstein, Larry (14)

Zin, Stanley (13)

Obstfeld, Maurice (13)

Lettau, Martin (11)

Bansal, Ravi (10)

Jermann, Urban (8)

Karantounias, Anastasios (7)

Wachter, Jessica (7)

Campbell, John (7)

Hansen, Lars (6)

Ludvigson, Sydney (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, Inc6
2006 Meeting Papers / Society for Economic Dynamics2

Recent works citing Mariano Massimiliano Croce (2025 and 2024)

YearTitle of citing document
2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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2025Firms’ 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.

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2026Examining climate risk attention in stock markets: insights from quantile-on-quantile regression. (2026). Zhao, Lili ; Yang, Guozheng ; Liu, Zhenhao ; Lin, Yutong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001846.

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2024US 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.

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2025A simple measure of Fisherian amplification with flow collateral constraints. (2025). Saffie, Felipe ; Rojas, Eugenio. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003593.

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2025Climate concerns, salient events, and green preferences. (2025). Petey, Joël ; MERLI, Maxime ; Roger, Tristan. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003714.

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2025Long-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.

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2025A unified duration-based explanation of the value, profitability, and investment anomalies. (2025). Li, Tao ; Chen, Shan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000672.

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2025Multiscale dynamic linkages of Chinas financial markets under exchange rate shocks: An MJMD approach. (2025). Liu, Mengyue ; Wei, Jiajia ; Jiang, Yuanyuan ; Sun, Yadong ; Gao, Wang. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007628.

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2024Financial 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.

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2024Asymmetric 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.

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2025Biodiversity risk and value creation in emerging markets. (2025). Chen, Kecun ; Mei, Jianhua ; Li, Zhaoqi ; Sun, Wenjie. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013273.

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2024Who 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.

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2025Segmentation 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.

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2024Concealed 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.

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2024Global 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.

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2025Turbulent business cycles. (2025). Liu, Zheng ; Wang, Pengfei ; Dong, Ding. In: Journal of Monetary Economics. RePEc:eee:moneco:v:155:y:2025:i:c:s0304393225000856.

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2024Synthesization 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.

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2024Term 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.

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2025Openness 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.

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2025A Neoclassical Model of the World Financial Cycle. (2025). Lopez, Pierlauro ; Kehoe, Patrick ; Perri, Fabrizio ; Bai, Yan. In: Working Papers. RePEc:fip:fedcwq:99613.

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2025Turbulent Business Cycles. (2021). Wang, Pengfei ; Liu, Zheng ; Dong, Ding. In: Working Paper Series. RePEc:fip:fedfwp:93061.

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2025What 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.

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2025Response 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.

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Works by Mariano Massimiliano Croce:

YearTitleTypeCited
2010The Short and Long Run Benefits of Financial Integration In: American Economic Review.
[Full Text][Citation analysis]		article38
2017A Tax Plan for Endogenous Innovation In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper2
2022SONOMA: a Small Open ecoNOmy for MAcrofinance In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper3
2007Investor Information, Long-Run Risk, and the Term Structure of Equity In: NBER Working Papers.
[Full Text][Citation analysis]		paper80
2018Volatility Risk Pass-through In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2019The Leading Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2019Persistent Government Debt and Aggregate Risk Distribution In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2019Uncertainty-Induced Reallocations and Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
2025International Climate News In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2005Risks For The Long Run And The Real Exchange Rate In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper241
2006Welfare Costs, Long Run Consumption Risk, and a Production Economy. In: 2006 Meeting Papers.
[Full Text][Citation analysis]		paper25
2006Investor Information, Long-Run Risk, and the Duration fo Risky Assets In: 2006 Meeting Papers.
[Full Text][Citation analysis]		paper9

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