SSRN logo
Public User
Advanced Search

Mariano Massimiliano Croce

University of North Carolina Kenan-Flagler Business School

Associate Professor of Finance

McColl Builiding

Chapel Hill, NC North Carolina 27599-3490

United States

http://dl.dropboxusercontent.com/u/17690403/mmc_site/public_html/index.htm

  • University of North Carolina Kenan-Flagler Business School

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 2,406

SSRN RANKINGS

Top 2,406

in Total Papers Downloads

11,914

CITATIONS
Rank 3,069

SSRN RANKINGS

Top 3,069

in Total Papers Citations

179

Scholarly Papers (23)

Actions:
Email selected abstracts
1.

Long-Run Productivity Risk: A New Hope for Production-Based Asset Pricing?

Journal of Monetary Economics 2014
Number of pages: 45 Posted: 18 Mar 2008 Last Revised: 10 Mar 2017
Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School
Downloads 1,749 (6,976)
Citation 23

Abstract:

Production, Long-Run Risk, Asset Pricing

2.

Risks for the Long-Run and the Real Exchange Rate

Journal of Political Economy, Vol. 119, No. 1, 2011
Number of pages: 34 Posted: 14 Mar 2008 Last Revised: 03 Oct 2012
Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 1,289 (8,483)
Citation 39

Abstract:

Exchange rates, international financial markets, long-run risks

3.

International Asset Pricing with Recursive Preferences

Downloads 1,029 ( 16,363)
Citation 3

International Asset Pricing with Recursive Preferences

Journal of Finance, Volume 68, Issue 6, December 2013
Number of pages: 53 Posted: 23 Jul 2010 Last Revised: 10 Mar 2017
Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 537 (40,425)
Citation 3

Abstract:

International Asset Pricing with Recursive Preferences

Journal of Finance, 2013, AFA 2013 San Diego Meetings Paper
Number of pages: 53 Posted: 14 Mar 2012 Last Revised: 10 Mar 2017
Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 492 (45,240)
Citation 3

Abstract:

Recursive preferences, risk-sharing, exchange rate

4.

Fiscal Policies and Asset Prices

Review of Financial Studies, 2012
Number of pages: 47 Posted: 15 Jun 2011 Last Revised: 10 Mar 2017
Mariano Massimiliano Croce, Howard Kung, Thien Tung Nguyen and Lukas Schmid
University of North Carolina Kenan-Flagler Business School, London Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 908 (15,319)
Citation 9

Abstract:

cost of equity, corporate tax uncertainty, tax smoothing

5.

Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital

Review of Financial Studies 26 (2): 491-530, 2013, DOI: doi.org/10.1093/rfs/hhs121
Number of pages: 61 Posted: 15 Mar 2010 Last Revised: 10 Mar 2017
Hengjie Ai, Mariano Massimiliano Croce and Kai Li
affiliation not provided to SSRN, University of North Carolina Kenan-Flagler Business School and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 856 (17,702)
Citation 10

Abstract:

Asset Pricing, General Equilibrium, Intangible Capital, Value Premium

6.

Fiscal Policy and the Distribution of Consumption Risk

Number of pages: 49 Posted: 29 Jun 2011 Last Revised: 18 Oct 2013
Mariano Massimiliano Croce, Thien Tung Nguyen and Lukas Schmid
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 623 (27,896)
Citation 5

Abstract:

Fiscal Policy, Endogenous Growth, Recursive Preferences, Welfare Costs

7.

News Shocks and the Production-Based Term Structure of Equity Returns

Downloads 624 ( 33,643)

News Shocks and the Production-Based Term Structure of Equity Returns

Number of pages: 62 Posted: 18 Nov 2012 Last Revised: 22 May 2017
Hengjie Ai, Mariano Massimiliano Croce, Anthony M. Diercks and Kai Li
affiliation not provided to SSRN, University of North Carolina Kenan-Flagler Business School, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 555 (38,744)

Abstract:

News Shocks, Learning, Term Structure of Equity, Duration

Production-Based Term Structure of Equity Returns

UNC Kenan-Flagler Research Paper No. 2336099
Number of pages: 42 Posted: 09 Oct 2013
Mariano Massimiliano Croce, Hengjie Ai, Anthony M. Diercks and Kai Li
University of North Carolina Kenan-Flagler Business School, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System: Monetary and Financial Market Analysis and Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management
Downloads 69 (281,636)

Abstract:

Term Structure, Duration, Value Premium

8.

The Market Price of Fiscal Uncertainty

Carnegie-Rochester Conference Series on Public Policy, JME 2012
Number of pages: 41 Posted: 01 Nov 2011 Last Revised: 10 Mar 2017
Mariano Massimiliano Croce, Thien Tung Nguyen and Lukas Schmid
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 507 (33,934)
Citation 7

Abstract:

Robustness, Endogenous Growth, Asset Prices

9.

BKK the EZ Way: International Long-Run Growth News and Capital Flows

Number of pages: 75 Posted: 18 Nov 2012 Last Revised: 10 Mar 2017
Riccardo Colacito, Mariano Massimiliano Croce, Steven Wei Ho and Philip Howard
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Wake Forest University - School of Business
Downloads 480 (31,812)

Abstract:

International Investment Flows, Long-Run Growth News, Recursive Preferences

10.

International Asset Pricing with Risk-Sensitive Agents

Number of pages: 41 Posted: 05 Feb 2010 Last Revised: 03 Oct 2012
Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 316 (75,125)
Citation 1

Abstract:

Recursive Preferences, time-varying volatility, international finance, exchange rates

11.

The Short- and Long-Run Benefits of Financial Integration

American Economic Review, Papers and Proceedings, May 2010
Number of pages: 5 Posted: 04 Feb 2010
Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 300 (71,360)
Citation 3

Abstract:

12.

Recursive Allocations and Wealth Distribution with Multiple Goods: Existence, Survivorship, and Dynamics

Number of pages: 58 Posted: 23 Jul 2010 Last Revised: 30 May 2017
Riccardo Colacito, Mariano Massimiliano Croce and Zhao Liu
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School and Duke University, Department of Economics, Students
Downloads 218 (79,452)
Citation 1

Abstract:

13.

Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows

Downloads 213 (118,209)
Citation 31

Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows

AFA 2008 New Orleans Meetings, AFA 2009 San Francisco Meetings Paper
Number of pages: 59 Posted: 26 Feb 2007
Mariano Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson
University of North Carolina Kenan-Flagler Business School, University of California - Haas School of Business and New York University - Department of Economics
Downloads 116 (200,031)
Citation 31

Abstract:

Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows

Review of Financial Studies, 2015, NYU Working Paper No. FIN-06-011
Number of pages: 58 Posted: 03 Nov 2008 Last Revised: 10 Mar 2017
Mariano Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson
University of North Carolina Kenan-Flagler Business School, University of California - Haas School of Business and New York University - Department of Economics
Downloads 60 (303,514)
Citation 30

Abstract:

Investor Information, Long-Run Risk, and the Term Structure of Equity

NBER Working Paper No. w12912
Number of pages: 57 Posted: 17 Feb 2007
Mariano Massimiliano Croce, Martin Lettau and Sydney C. Ludvigson
University of North Carolina Kenan-Flagler Business School, University of California - Haas School of Business and New York University - Department of Economics
Downloads 37 (376,354)
Citation 31

Abstract:

14.

International Robust Disagreement

American Economic Review, Vol. 102, No. 2, May 2012
Number of pages: 5 Posted: 14 Jan 2012
Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 181 (118,209)
Citation 3

Abstract:

Robustness, Disagreement, International

15.

Currency Risk Factors in a Recursive Multi-Country Economy

INSEAD Working Paper No. 2015/40/FIN, Simon Business School Working Paper No. FR 15-10
Number of pages: 77 Posted: 24 Dec 2014 Last Revised: 16 May 2017
Riccardo Colacito, Mariano Massimiliano Croce, Federico Gavazzoni and Robert C. Ready
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, INSEAD and University of Rochester - Simon Business School
Downloads 168 (57,744)

Abstract:

Recursive Risk Sharing, Carry Trade, Currency Risk Factors

16.

Welfare Costs in the Long Run

UNC Kenan-Flagler Research Paper No. 2013-3
Number of pages: 29 Posted: 18 May 2012 Last Revised: 12 Nov 2013
Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School
Downloads 138 (132,329)
Citation 1

Abstract:

Welfare Costs, Long-Run Risk, Asset Pricing, Recursive Utility

17.

Risks for the Long Run and the Real Exchange Rate: Technical Appendix

Number of pages: 16 Posted: 14 Sep 2008
Riccardo Colacito and Mariano Massimiliano Croce
University of North Carolina Kenan-Flagler Business School and University of North Carolina Kenan-Flagler Business School
Downloads 123 (171,952)
Citation 36

Abstract:

18.

Global Entropy

Number of pages: 53 Posted: 16 Feb 2014 Last Revised: 11 Sep 2015
Mariano Massimiliano Croce, Thien Tung Nguyen and Lukas Schmid
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance and Duke University - The Fuqua School of Business
Downloads 9 (304,579)

Abstract:

Global Growth, Entropy, Contagion

19.

A Tax Plan for Endogenous Innovation

Number of pages: 44 Posted: 14 Apr 2017
Mariano Massimiliano Croce, Anastasios G. Karantounias, Steve Raymond and Lukas Schmid
University of North Carolina Kenan-Flagler Business School, Federal Reserve Banks - Federal Reserve Bank of Atlanta, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Duke University - The Fuqua School of Business
Downloads 0 (371,883)

Abstract:

Innovation, endogenous growth, government debt, labor tax, subsidy, profit tax

20.

Uncertainty-Induced Reallocations and the Macroeconomy

Number of pages: 50 Posted: 18 Nov 2016 Last Revised: 19 Nov 2016
Ravi Bansal, Mariano Massimiliano Croce, Wenxi Liao and Samuel Rosen
Duke University and NBER, University of North Carolina Kenan-Flagler Business School, Fuqua School of Business, Duke University and University of North Carolina, Kenan-Flagler Business School
Downloads 0 (285,232)

Abstract:

Uncertainty shocks, Reallocation, Safe Public Capital.

21.

Government Debt and the Returns to Innovation

Fisher College of Business Working Paper No. 2016-03-10, Charles A. Dice Center Working Paper No. 2016-10
Number of pages: 72 Posted: 24 May 2016 Last Revised: 06 Jul 2017
Mariano Massimiliano Croce, Thien Tung Nguyen, Steve Raymond and Lukas Schmid
University of North Carolina Kenan-Flagler Business School, Ohio State University (OSU) - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Department of Economics and Duke University - The Fuqua School of Business
Downloads 0 (96,848)

Abstract:

Government Debt, Fiscal Uncertainty, Cross Section of Stock Returns, Predictability, R&D, Growth

22.

Volatility Risk Pass-Through

Number of pages: 56 Posted: 27 Nov 2015
Riccardo Colacito, Mariano Massimiliano Croce, Yang Liu and Ivan Shaliastovich
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, University of Pennsylvania and University of Wisconsin - Madison
Downloads 0 (159,722)

Abstract:

23.

The Leading Premium

Number of pages: 46 Posted: 20 Nov 2015 Last Revised: 09 Feb 2016
Mariano Massimiliano Croce, Tatyana Marchuk and Christian Schlag
University of North Carolina Kenan-Flagler Business School, Goethe University Frankfurt, Faculty of Economics and Business Administration, Department of Finance and Goethe University Frankfurt - Research Center SAFE
Downloads 0 (125,602)

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 1.071 seconds

Relx Group logo