Details about Olesya V. Grishchenko

Access statistics for papers by Olesya V. Grishchenko.

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

Short-id: pgr408

Working Papers

2024

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

2020

2. What is Certain about Uncertainty?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (19)

2017

3. 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.) View citations (11)
4. The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
   Working papers, Banque de France View citations (6)

2016

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

2015

6. 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.) View citations (2)

2013

7. 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.) View citations (2)
   See also Journal Article The informational content of the embedded deflation option in TIPS, Journal of Banking & Finance, Elsevier (2016) View citations (9) (2016)

2012

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

2011

10. 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.) 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) View citations (1) (2014)
11. 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.) 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 View citations (9)
   See also Working Paper The informational content of the embedded deflation option in TIPS, Finance and Economics Discussion Series (2013) View citations (2) (2013)

2014

2. An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation
   Quarterly Journal of Finance (QJF), 2014, 04, (01), 1-34 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) View citations (1) (2011)

2011

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

2010

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