Grishchenko, Olesya V.: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Fuel up with OATmeals! The case of the French nominal yield curve

Grishchenko, Olesya V., Moraux, Franck, Pakulyak, Olga

Journal:

The Journal of Finance and Data Science

Year:

2020

File:

PDF, 2.20 MB

2020

2

The informational content of the embedded deflation option in TIPS

Grishchenko, Olesya V., Vanden, Joel M., Zhang, Jianing

Journal:

Journal of Banking & Finance

Year:

2016

Language:

english

File:

PDF, 1.12 MB

english, 2016

3

The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach

Grishchenko, Olesya V., Rossi, Marco

Journal:

Journal of Business and Economic Statistics

Year:

2012

Language:

english

File:

PDF, 463 KB

english, 2012

4

The Inflation Risk Premium: Evidence from the TIPS Market

Grishchenko, Olesya V, Huang, Jing-Zhi

Journal:

The Journal of Fixed Income

Year:

2013

Language:

english

File:

PDF, 2.09 MB

english, 2013

5

Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison

GRISHCHENKO, OLESYA, MOUABBI, SARAH, RENNE, JEAN‐PAUL

Journal:

Journal of Money, Credit and Banking

Year:

2019

Language:

english

File:

PDF, 1.59 MB

english, 2019

6

Internal vs. external habit formation: The relative importance for asset pricing

Olesya V. Grishchenko

Journal:

Journal of Economics and Business

Year:

2010

Language:

english

File:

PDF, 1.03 MB

english, 2010

7

Asset pricing in the production economy subject to monetary shocks

Olesya V. Grishchenko

Journal:

Journal of Economics and Business

Year:

2011

Language:

english

File:

PDF, 401 KB

english, 2011

8

An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation

Dai, Qiang, Grishchenko, Olesya V.

Journal:

The Quarterly Journal of Finance

Year:

2014

Language:

english

File:

PDF, 309 KB

english, 2014

9

The Informational Content of the Embedded Deflation Option in TIPS

Grishchenko, Olesya V., Vanden, Joel M. M., Zhang, Jianing

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 805 KB

english, 2012

10

The Joint Dynamics of U.S. And Euro-Area Inflation Rates: Expectations and Timevarying Uncertainty

Grishchenko, Olesya V., Mouabbi, Sarah, Renne, Jean-Paul

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 968 KB

english, 2017

11

Term Structure of Interest Rates with Short-Run and Long-Run Risks

Grishchenko, Olesya V., Song, Zhaogang, Zhou, Hao

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 763 KB

english, 2015