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Mariano Massimiliano Croce
Mariano Massimiliano Croce
Verified email at unibocconi.it - Homepage
Title
Cited by
Cited by
Year
Risks for the long run and the real exchange rate
R Colacito, MM Croce
Journal of Political Economy 119 (1), 153, 2011
4272011
Long-run productivity risk: A new hope for production-based asset pricing
MM Croce
Journal of Monetary Economics, 2014, 2008
407*2008
Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows
MM Croce, M Lettau, SC Ludvigson
Review of Financial Studies 2014, 2007
269*2007
International Asset Pricing with Recursive Preferences
R Colacito, M Croce
Journal of Finance, forthcoming, 2012
263*2012
Fiscal policies and asset prices
M Croce, H Kung, T Nguyen, L Schmid
Review of Financial Studies 25 (9), 2012
1752012
Currency Risk Factors in a Recursive Multi-Country Economy
R Ready, M Croce, F Gavazzoni, R Colacito
Journal of Finance, 2016
142*2016
Toward a quantitative general equilibrium asset pricing model with intangible capital
H Ai, MM Croce, K Li
Review of Financial Studies 26 (2), 2013
1382013
The market price of fiscal uncertainty
M Croce, T Nguyen, L Schmid
Journal of Monetary Economics 59 (5), 2011
1052011
News shocks and the production-based term structure of equity returns
H Ai, MM Croce, AM Diercks, K Li
The Review of Financial Studies 31 (7), 2423-2467, 2018
92*2018
BKK the EZ Way. International Long-Run Growth News and Capital Flows
R Colacito, MMM Croce, SW Ho, P Howard
American Economic Review, 2018
81*2018
Government debt and the returns to innovation
MM Croce, TT Nguyen, S Raymond, L Schmid
Journal of Financial Economics 132 (3), 205-225, 2019
802019
When the markets get COVID: Contagion, viruses, and information diffusion
MMM Croce, P Farroni, I Wolfskeil
CEPR Discussion Paper No. DP14674, 2020
73*2020
The short and long run benefits of financial integration
R Colacito, MM Croce
American Economic Review 100 (2), 527-531, 2010
592010
Persistent government debt and aggregate risk distribution
M Croce, TT Nguyen, S Raymond
Journal of Financial Economics 140 (2), 347-367, 2021
42*2021
Volatility risk pass-through
R Colacito, MM Croce, Y Liu, I Shaliastovich
The Review of Financial Studies 35 (5), 2345-2385, 2022
302022
Uncertainty-induced reallocations and growth
R Bansal, MM Croce, W Liao, S Rosen
National Bureau of Economic Research, 2019
222019
Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics
R Colacito, MM Croce, Z Liu
Quantitative Economics 10 (1), 311-351, 2019
182019
Growth risks, asset prices, and welfare
MM Croce
Economics Letters 202, 109817, 2021
15*2021
The leading premium
MM Croce, T Marchuk, C Schlag
National Bureau of Economic Research, 2019
132019
International Robust Disagreement
R Colacito, M Croce
American Economic Review 102 (3), 2012
122012
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Articles 1–20