Marco Grotteria : Citation Profile

London Business School (LBS)

4

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 6
   Journals where Marco Grotteria has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 2 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr691
   Updated: 2025-12-20    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

van Binsbergen, Jules (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Grotteria.

Is cited by:

Van Nieuwerburgh, Stijn (2)

Meinerding, Christoph (2)

Sargent, Thomas (2)

Schüler, Yves (2)

Chen, William (2)

Chernov, Mikhail (2)

Avdjiev, Stefan (2)

Phelan, Gregory (2)

Bassetto, Marco (2)

Augustin, Patrick (2)

Schiaffi, Stefano (2)

Cites to:

Barro, Robert (11)

KRISHNAMURTHY, ARVIND (10)

Gürkaynak, Refet (9)

Hassan, Tarek (8)

Vissing-Jorgensen, Annette (8)

Altavilla, Carlo (7)

Mueller, Philippe (6)

Piazzesi, Monika (6)

Swanson, Eric (6)

Bauer, Michael (5)

Brugnolini, Luca (5)

Main data

Where Marco Grotteria has published?

Journals with more than one article published# docs
Journal of Financial Economics2

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

Recent works citing Marco Grotteria (2025 and 2024)

YearTitle of citing document
2025Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34.

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2025The risk sensitivity of global liquidity flows: heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Goldberg, Linda S. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_973_25.

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2025Capital Inflow Shocks and Convenience Yields. (2025). ben Zeev, Nadav ; Nathan, Daniel ; Ben-Zeev, Noam. In: Working Papers. RePEc:bgu:wpaper:2503.

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2025The risk sensitivity of global liquidity flows: Heterogeneity, evolution and drivers. (2025). Schiaffi, Stefano ; Gambacorta, Leonardo ; Goldberg, Linda S ; Avdjiev, Stefan. In: BIS Working Papers. RePEc:bis:biswps:1262.

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2025Mind your language: Market responses to central bank speeches. (2025). Neely, Christopher ; Yang, Xiye ; Ahrens, Maximilian ; Erdemlioglu, Deniz ; McMahon, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002720.

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2025Digital currency and banking-sector stability. (2025). Phelan, Gregory ; Chen, William. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000439.

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2025FOMC news and segmented markets. (2025). Golez, Benjamin ; Kelly, Peter ; Matthies, Ben. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:79:y:2025:i:2:s0165410125000035.

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2024Interest rates across the world: Global, regional, and idiosyncratic factors. (2024). Zhou, Hang ; Shambaugh, Jay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001092.

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2025Dissecting the return-predicting power of risk-neutral variance. (2025). Pyun, Chaehyun ; Lu, Zhongjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000299.

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2025Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2025A quantitative analysis of bank lending relationships. (2025). Faria-e-Castro, Miguel ; Dempsey, Kyle. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000911.

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2024More than words: Fed Chairs’ communication during congressional testimonies. (2024). Kryvtsov, Oleksiy ; Han, Xinfen ; Alexopoulos, Michelle ; Zhang, XU. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022.

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2024Corporate responses to systemic risk: Talk and action. (2024). Wu, Chunchi ; Wen, Fenghua ; Wang, Junbo ; Liu, Yulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002452.

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2025Agricultural supply chain finance considering interest or direct subsidy by government. (2025). Yi, Zelong ; Chen, Yuqing ; Huang, Hao ; Luo, Suyuan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:195:y:2025:i:c:s136655452500033x.

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2025Reading between the Lines? Textual Analysis of Central Bank Communications: A speech at the Macroeconomics and Monetary Policy Conference, Federal Reserve Bank of San Francisco, San Francisco, California., February 21, 2025. (2025). Jefferson, Philip N. In: Speech. RePEc:fip:fedgsq:99608.

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2025The 2025 U.S. Debt Limit Through the Lens of Financial Markets. (2025). Benzoni, Luca ; Wernick, Marisa. In: Working Paper Series. RePEc:fip:fedhwp:101720.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2024). Yang, Xiye ; Neely, Christopher ; McMahon, Michael ; Ahrens, Maximilian ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96270.

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2025The Risk Sensitivity of Global Liquidity Flows: Heterogeneity, Evolution, and Drivers. (2025). Schiaffi, Stefano ; Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan. In: Staff Reports. RePEc:fip:fednsr:99824.

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2025Stylometric Analysis of Sustainable Central Bank Communications: Revealing Authorial Signatures in Monetary Policy Statements. (2025). Zkan, Brahim ; Emekci, Hakan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:8979-:d:1768127.

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2025Decoupling Dollar and Treasury Privilege. (2025). Schreger, Jesse ; Keerati, Ritt ; Du, Wenxin. In: SocArXiv. RePEc:osf:socarx:7u9kn_v1.

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2024Forecasting EUA futures volatility with geopolitical risk: evidence from GARCH-MIDAS models. (2024). Gao, Qiujin ; Xiao, Ling ; Lu, Hengzhen ; Dhesi, Gurjeet. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00722-0.

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2025The Emotions of Monetary Policy. (2025). Barry, Mamdou-Lamine ; Kandemir, Sinem ; Bruns, Brenton Joey ; Klose, Jens ; Tillmann, Peter ; Smirnov, Victor. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325365.

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Works by Marco Grotteria:

YearTitleTypeCited
2019Risk-Free Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
2022Risk-free interest rates.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2019Risk-Free Interest Rates.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2023Foreseen risks In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
2018Foreseen Risks.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2022Real-time price discovery via verbal communication: Method and application to Fedspeak In: Journal of Financial Economics.
[Full Text][Citation analysis]		article8
2017Cyclical Dispersion in Expected Defaults In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2019Cyclical Dispersion in Expected Defaults.(2019) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2024Monetary Policy Wedges and the Long-term Liabilities of Households and Firms In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025The Impact of Carcinogenic Risk Exposure on Housing Values: Estimates From Chemical Reclassifications In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024Foreign influence in US politics In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Follow the Money In: The Review of Economic Studies.
[Full Text][Citation analysis]		article0

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