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Olesya V Grishchenko
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Year
Inflation risk premium: Evidence from the TIPS market
OV Grishchenko, JZ Huang
FEDS Working Paper, 2011
1822011
What is certain about uncertainty?
D Cascaldi-Garcia, C Sarisoy, JM Londono, JH Rogers, D Datta, ...
Journal of Economic Literature 61 (2), 1-31, 2023
962023
Internal vs. external habit formation: The relative importance for asset pricing
OV Grishchenko
Journal of Economics and Business 62 (3), 176-194, 2010
712010
Measuring inflation anchoring and uncertainty: A US and euro area comparison
O Grishchenko, S Mouabbi, JP Renne
Journal of Money, Credit and Banking 51 (5), 1053-1096, 2019
632019
The informational content of the embedded deflation option in TIPS
OV Grishchenko, JM Vanden, J Zhang
Journal of Banking & Finance 65, 1-26, 2016
552016
Private information trading and corporate governance in emerging markets
OV Grishchenko, LP Litov, J Mei
312002
Has the inflation risk premium fallen? Is it now negative?
A Chen, E Engstrom, O Grishchenko
Finance and Economics Discussion Series Research Note, 2016
22*2016
The role of heterogeneity in asset pricing: The effect of a clustering approach
OV Grishchenko, M Rossi
Journal of Business & Economic Statistics 30 (2), 297-311, 2012
192012
Term structure of interest rates with short-run and long-run risks
OV Grishchenko, Z Song, H Zhou
The Journal of Finance and Data Science 8, 255-295, 2022
152022
Measuring private information trading in emerging markets
OV Grishchenko, LP Litov, J Mei
NYU Department of Finance Working Paper, 2002
132002
An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Q Dai, OV Grishchenko
Available at SSRN 869405, 2010
102010
The joint dynamics of the US and Euro-area inflation: Expectations and time-varying uncertainty
O Grishchenko, S Mouabbi, JP Renne
Federal Reserve Board and Melbourne Institute Macroeconomic Policy Meeting …, 2016
72016
Asset pricing in the production economy subject to monetary shocks
OV Grishchenko
Journal of Economics and Business 63 (3), 187-216, 2011
72011
A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
O Grishchenko, X Han, V Nistor
International Journal of Theoretical and Applied Finance 23 (03), 2050018, 2020
62020
An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Q Dai, OV Grishchenko
The Quarterly Journal of Finance 4 (01), 1450005, 2014
42014
INTERNAL VS. EXTERNAL HABIT FORMATION: THE RELATIVE IMPORTANCE FOR ASSET PRICING JOB MARKET PAPER
OV Grishchenko
Journal of Economic Literature–USA, 2005
42005
Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing 1
E Dubin, OV Grishchenko, V Kartashov
Finance 38 (1), 45-83, 2017
32017
Fuel up with OATmeals! The case of the French nominal yield curve
OV Grishchenko, F Moraux, O Pakulyak
The Journal of Finance and Data Science 6, 49-85, 2020
12020
Tale About Inflation Tails
OV Grishchenko, L Wilcox
FEDS Working Paper, 2024
2024
Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison
JP Mouabbi, Sarah, Renne
Journal of Money, Credit, and Banking 51 (5), 1054-1096, 2019
2019
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Articles 1–20