Ric Colacito

Cytowane przez

	Wszystkie	Od 2020
Cytowania	3011	1475
h-indeks	17	14
i10-indeks	22	16

320

160

240

2006200720082009201020112012201320142015201620172018201920202021202220232024202511 38 36 49 58 70 80 100 128 138 163 177 201 224 228 314 280 299 308 46

Dostęp publiczny

Wyświetl wszystko

1 artykuł

0 artykułów

dostępne

niedostępne

Objęte finansowaniem

Współautorzy

Mariano Massimiliano CroceBocconi UniversityZweryfikowany adres z unibocconi.it
Toan PhanFederal Reserve Bank of RichmondZweryfikowany adres z rich.frb.org
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillZweryfikowany adres z unc.edu
Robert EngleNew York UniversityZweryfikowany adres z stern.nyu.edu
Federico GavazzoniAssociate Professor of Finance - BI Norwegian Business SchoolZweryfikowany adres z bi.no
Paolo FulghieriProfessor of FinanceZweryfikowany adres z unc.edu
Anna BassiAssociate Professor of Political Science, UNC Chapel HillZweryfikowany adres z unc.edu
Bridget HoffmannResearch Department, Inter-American Development BankZweryfikowany adres z iadb.org
Bridget HoffmannResearch Department, Inter-American Development BankZweryfikowany adres z iadb.org
LUCIO SARNOCambridge Judge Business School, University of CambridgeZweryfikowany adres z jbs.cam.ac.uk
Steven J. RiddioughAssociate Professor of Finance, University of TorontoZweryfikowany adres z rotman.utoronto.ca
Philip HowardSchool of Business, Wake Forest UniversityZweryfikowany adres z wfu.edu
Robert C. ReadyUniversity of OregonZweryfikowany adres z uoregon.edu
Ivan ShaliastovichProfessor of Finance, University of Wisconsin MadisonZweryfikowany adres z wisc.edu
Wasin SiwasaritDepartment of Economics, Thammasat UniversityZweryfikowany adres z econ.tu.ac.th
Lars Peter HansenProfessor of Economics and Statistics, University of ChicagoZweryfikowany adres z uchicago.edu
Fousseni Chabi-YoIsenberg School of Management, University of Massachusetts-AmherstZweryfikowany adres z isenberg.umass.edu
Biao YangShanghai Jiao Tong University, Antai College of Economics and ManagementZweryfikowany adres z sjtu.edu.cn
María José Arteaga GaravitoBocconi UniversityZweryfikowany adres z phd.unibocconi.it

Obserwuj

Ric Colacito

Professor of Finance, UNC Chapel Hill; National Bureau of Economic Research

Zweryfikowany adres z unc.edu - Strona główna

International Finance Asset Pricing Macroeconomics Financial Econometrics


Tytuł Sortuj wg cytatów Sortuj wg roku Sortuj wg tytułu	Cytowane przez Cytowane przez	Rok
Risks for the long run and the real exchange rate R Colacito, MM Croce Journal of Political Economy 119 (1), 153-181, 2011	457	2011
Testing and valuing dynamic correlations for asset allocation R Engle, R Colacito Journal of Business and Economic Statistics 24 (2), 238-253, 2006	406	2006
A component model for dynamic correlations R Colacito, RF Engle, E Ghysels Journal of Econometrics 164 (1), 45-59, 2011	389	2011
Temperatures and growth: A panel analysis of the United States R Colacito, B Hoffmann, T Phan Journal of Money, Credit, and Banking 51 (2-3), 313-368, 2019	323	2019
’O sole mio: An experimental analysis of weather and risk attitudes in financial decisions A Bassi, R Colacito, P Fulghieri The Review of Financial Studies 26 (7), 1824-1852, 2013	304	2013
International Asset Pricing with Recursive Preferences R Colacito, M Croce The Journal of Finance 68 (6), 2651-2686, 2013	258	2013
Currency risk factors in a recursive multi-country economy R Colacito, MM Croce, F Gavazzoni, RC Ready Journal of Finance, forthcoming 73 (6), 2719-2756, 2018	155	2018
Business cycles and currency returns R Colacito, SJ Riddiough, L Sarno Journal of Financial Economics, 2019	105	2019
Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. R Colacito, E Ghysels, J MENG, W Siwasarit Review of Financial Studies 20 (8), 2069-2109, 2016	99	2016
Bkk the ez way. an international production economy with recursive preferences S Ho, P Howard, M Croce, R Colacito American Economic Review, forthcoming, 2013	88*	2013
Benefits from US Monetary Policy Experimentation in the days of Samuelson and Solow and Lucas T Cogley, R Colacito, TJ Sargent Journal of Money, Credit and Banking 39, 67-99, 2007	72	2007
Robustness and us monetary policy experimentation T Cogley, R Colacito, LP Hansen, TJ Sargent Journal of Money, Credit and Banking 40 (8), 1599-1623, 2008	68	2008
The short-and long-run benefits of financial integration R Colacito, MM Croce American Economic Review 100 (2), 152-155, 2010	62	2010
Six Anomalies looking for a model. A consumption based explanation of International Finance Puzzles R Colacito Manuscript, University of North Carolina, Chapel Hill, 2008	42*	2008
Volatility risk pass-through R Colacito, MM Croce, Y Liu, I Shaliastovich Review of Financial Studies (forthcoming), 2021	36	2021
Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics R Colacito, MM Croce, Z Liu Quantitative Economics, forthcoming, 2019	27*	2019
Concealed carry S Andrews, R Colacito, MM Croce, F Gavazzoni Journal of Financial Economics 159, 103874, 2024	22	2024
Term structure of risk, the role of Known and Unknown Risks and Non-stationary Distributions R Engle, R Colacito The Known, the Unknown and the Unknowable in Financial Risk Management, 59-73, 2009	17*	2009
The Term Structures of Co-Entropy in International Financial Markets F Chabi-Yo, R Colacito Management Science, forthcoming, 2017	15	2017
International Robust Disagreement R Colacito, MM Croce American Economic Review 102 (3), 152-155, 2012	14	2012

Nie można teraz wykonać tej operacji. Spróbuj ponownie później.

Prace 1–20

Cytowania rocznie

Powielone cytowania

Scalone cytowania

Dodaj współautorówWspółautorzy

Obserwuj

Cytowane przez

Współautorzy