Items where Author is "Grotteria, M"

Grotteria, M (2024) Follow the Money. Review of Economic Studies, 91 (2). pp. 1122-1161. ISSN 0034-6527

Gomes, J F, Grotteria, M and Wachter, J A (2023) Foreseen Risks. Journal of Economic Theory, 212. p. 105706. ISSN 0022-0531

Gomez-Cram, R and Grotteria, M (2022) Real-time price discovery via verbal communication: Method and application to Fedspeak. Journal of Financial Economics, 143 (3). pp. 993-1025. ISSN 0304-405X

van Binsbergen, Jules H., Diamond, William F. and Grotteria, M (2021) Risk-Free Interest Rates. Journal of Financial Economics, 143 (1). pp. 1-29. ISSN 0304-405X

van Binsbergen, J, Diamond, W and Grotteria, M (2021) Daily Data: Risk-free Interest Rates. [Dataset]

Gomes, J F, Grotteria, M and Wachter, J A (2019) Cyclical Dispersion in Expected Defaults. Review of Financial Studies, 32 (4). pp. 1275-1308. ISSN 0893-9454