| The inflation risk premium: Evidence from the TIPS market OV Grishchenko, JZ Huang The Journal of Fixed Income 22 (4), 5-30, 2013 | 137 | 2013 |
| Internal vs. external habit formation: The relative importance for asset pricing OV Grishchenko Journal of Economics and Business 62 (3), 176-194, 2010 | 57 | 2010 |
| The informational content of the embedded deflation option in TIPS OV Grishchenko, JM Vanden, J Zhang Journal of Banking & Finance 65, 1-26, 2016 | 38 | 2016 |
| Private information trading and corporate governance in emerging markets OV Grishchenko, LP Litov, J Mei | 29 | 2002 |
| 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 | 24* | 2019 |
| 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 | 16 | 2012 |
| Has the inflation risk premium fallen? Is it now negative? AY Chen, E Engstrom, OV Grishchenko FEDS Notes, 2016 | 12 | 2016 |
| Term structure of interest rates with short-run and long-run risks OV Grishchenko, Z Song, H Zhou Finance Down Under 2016 Building on the Best from the Cellars of Finance, 2007 | 12 | 2007 |
| Measuring private information trading in emerging markets OV Grishchenko, LP Litov, J Mei NYU Department of Finance Working Paper, 2002 | 12 | 2002 |
| An empirical investigation of consumption-based asset pricing models with stochastic habit formation Q Dai, OV Grishchenko Available at SSRN 869405, 2010 | 9 | 2010 |
| Asset pricing in the production economy subject to monetary shocks OV Grishchenko Journal of Economics and Business 63 (3), 187-216, 2011 | 5 | 2011 |
| 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 | 4 | 2020 |
| INTERNAL VS. EXTERNAL HABIT FORMATION: THE RELATIVE IMPORTANCE FOR ASSET PRICING JOB MARKET PAPER OV Grishchenko Journal of Economic Literature–USA, 2005 | 4 | 2005 |
| Habit formation heterogeneity: Implications for aggregate asset pricing E Dubin, OV Grishchenko, V Kartashov Finance 38 (1), 45-83, 2017 | 3 | 2017 |
| 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 | 3 | 2014 |
| 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 |
| Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing OV Grishchenko, E Dubin, V Kartashov FEDS Working Paper, 2012 | | 2012 |
| Essays on asset pricing, habit formation and corporate governance O Grishchenko New York University, Graduate School of Business Administration, 2005 | | 2005 |
| FEDS Notes A Chen, E Engstrom, O Grishchenko | | |
Jing-Zhi HuangDepartment of Finance, Smeal College of Business, Penn State UniversityAdresse e-mail validée de psu.edu
