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Details about Olesya V. Grishchenko

Homepage:http://www.federalreserve.gov/econresdata/olesya-v-grishchenko.htm
Phone:202-452-2981
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Olesya V. Grishchenko.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pgr408


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Working Papers

2024

  1. Tale About Inflation Tails
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2020

  1. What is Certain about Uncertainty?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (18)

2017

  1. Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (11)
  2. The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
    Working papers, Banque de France Downloads View citations (6)

2016

  1. Has the Inflation Risk Premium Fallen? Is it Now Negative?
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)

2015

  1. Term Structure of Interest Rates with Short-run and Long-run Risks
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)

2013

  1. The informational content of the embedded deflation option in TIPS
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article The informational content of the embedded deflation option in TIPS, Journal of Banking & Finance, Elsevier (2016) Downloads View citations (9) (2016)

2012

  1. Habit formation heterogeneity: Implications for aggregate asset pricing
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  2. Inflation risk premium: evidence from the TIPS market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (52)

2011

  1. An empirical investigation of consumption-based asset pricing models with stochastic habit formation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    See also Journal Article An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation, Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd. (2014) Downloads View citations (1) (2014)
  2. The information content of the embedded deflation pption in TIPS
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (8)

Journal Articles

2016

  1. The informational content of the embedded deflation option in TIPS
    Journal of Banking & Finance, 2016, 65, (C), 1-26 Downloads View citations (9)
    See also Working Paper The informational content of the embedded deflation option in TIPS, Finance and Economics Discussion Series (2013) Downloads View citations (2) (2013)

2014

  1. An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
    Quarterly Journal of Finance (QJF), 2014, 04, (01), 1-34 Downloads View citations (1)
    See also Working Paper An empirical investigation of consumption-based asset pricing models with stochastic habit formation, Finance and Economics Discussion Series (2011) Downloads View citations (1) (2011)

2011

  1. Asset pricing in the production economy subject to monetary shocks
    Journal of Economics and Business, 2011, 63, (3), 187-216 Downloads View citations (3)
  2. The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach
    Journal of Business & Economic Statistics, 2011, 30, (2), 297-311 Downloads View citations (5)

2010

  1. Internal vs. external habit formation: The relative importance for asset pricing
    Journal of Economics and Business, 2010, 62, (3), 176-194 Downloads View citations (21)
 
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