Olesya Grishchenko
Olesya Grishchenko
Principal Economist, Federal Reserve Board
Adresse e-mail validée de frb.gov - Page d'accueil
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The inflation risk premium: Evidence from the TIPS market
OV Grishchenko, JZ Huang
The Journal of Fixed Income 22 (4), 5-30, 2013
1372013
Internal vs. external habit formation: The relative importance for asset pricing
OV Grishchenko
Journal of Economics and Business 62 (3), 176-194, 2010
572010
The informational content of the embedded deflation option in TIPS
OV Grishchenko, JM Vanden, J Zhang
Journal of Banking & Finance 65, 1-26, 2016
382016
Private information trading and corporate governance in emerging markets
OV Grishchenko, LP Litov, J Mei
292002
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
162012
Has the inflation risk premium fallen? Is it now negative?
AY Chen, E Engstrom, OV Grishchenko
FEDS Notes, 2016
122016
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
122007
Measuring private information trading in emerging markets
OV Grishchenko, LP Litov, J Mei
NYU Department of Finance Working Paper, 2002
122002
An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Q Dai, OV Grishchenko
Available at SSRN 869405, 2010
92010
Asset pricing in the production economy subject to monetary shocks
OV Grishchenko
Journal of Economics and Business 63 (3), 187-216, 2011
52011
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
42020
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
E Dubin, OV Grishchenko, V Kartashov
Finance 38 (1), 45-83, 2017
32017
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
32014
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
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