Marco Grotteria

London Business School

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

http://https://sites.google.com/site/marcogrotteria/

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 16,405

SSRN RANKINGS

Top 16,405

in Total Papers Downloads

3,744

SSRN CITATIONS
Rank 25,670

SSRN RANKINGS

Top 25,670

in Total Papers Citations

28

CROSSREF CITATIONS

9

Scholarly Papers (5)

1.
Downloads 1,632 ( 13,242)
Citation 5

Risk Free Interest Rates

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 74 Posted: 22 Sep 2018 Last Revised: 04 Jan 2021
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School
Downloads 1,609 (13,273)
Citation 1

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Demand for Safe Assets, Convenience Yield, Quantitative Easing, Monetary Policy

Risk-Free Interest Rates

NBER Working Paper No. w26138
Number of pages: 55 Posted: 12 Aug 2019 Last Revised: 03 Jun 2021
University of Pennsylvania - The Wharton School, University of Pennsylvania - Finance Department and London Business School
Downloads 23 (627,262)

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Risk-Free Interest Rates

CEPR Discussion Paper No. DP13899
Number of pages: 57 Posted: 20 Aug 2019
University of Pennsylvania - Finance Department, London Business School and University of Pennsylvania - The Wharton School
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Citation 5
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Convenience Yield, Demand for Safe Assets, monetary policy, Quantitative easing

2.
Downloads 646 ( 50,488)
Citation 8

Cyclical Dispersion in Expected Defaults

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61 Posted: 10 Apr 2017 Last Revised: 11 Aug 2020
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 622 (52,386)
Citation 4

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Expected Default, Bond Issuance, Business Cycles, Disaster Risk

Cyclical Dispersion in Expected Defaults

NBER Working Paper No. w23704
Number of pages: 51 Posted: 21 Aug 2017 Last Revised: 09 Apr 2021
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 24 (619,933)

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3.
Downloads 581 ( 57,817)

Foreseen Risks

Number of pages: 67 Posted: 12 Jan 2018 Last Revised: 22 Apr 2020
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 568 (58,794)

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Credit Bubbles, Financial intermediaries, Financial Crises, Risk Shifting

Foreseen Risks

NBER Working Paper No. w25277
Number of pages: 66 Posted: 19 Nov 2018 Last Revised: 26 Jul 2021
Joao F. Gomes, Marco Grotteria and Jessica A. Wachter
The Wharton School, London Business School and University of Pennsylvania - Finance Department
Downloads 13 (705,276)

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4.

Follow the Money

Number of pages: 76 Posted: 08 Dec 2018 Last Revised: 22 Jul 2020
Marco Grotteria
London Business School
Downloads 518 (66,699)
Citation 4

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Lobbying, Expected Returns, Imperfect competition, Strategic interaction

5.

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 64 Posted: 23 Jun 2020 Last Revised: 06 Mar 2021
Roberto Gomez Cram and Marco Grotteria
London Business School and London Business School
Downloads 367 (100,418)
Citation 1

Abstract:

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Price Discovery, Monetary Policy, Federal Reserve, FOMC, Video Data