Olesya V. Grishchenko

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Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • EDIRC entry
  • location:

Research profile

author of:

• What Is Certain about Uncertainty? (repec:aea:jeclit:v:61:y:2023:i:2:p:624-54)
  by Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk
• A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model (repec:arx:papers:1812.09904)
  by Olesya Grishchenko & Xiao Han & Victor Nistor
• The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty (repec:bfr:banfra:622)
  by Olesya Grishchenko & Sarah Mouabbi & Jean-Paul Renne
• Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing (repec:cai:finpug:fina_381_0045)
  by Eduard Dubin & Olesya V. Grishchenko & Vasily Kartashov
• The informational content of the embedded deflation option in TIPS (repec:eee:jbfina:v:65:y:2016:i:c:p:1-26)
  by Grishchenko, Olesya V. & Vanden, Joel M. & Zhang, Jianing
• Internal vs. external habit formation: The relative importance for asset pricing (repec:eee:jebusi:v:62:y::i:3:p:176-194)
  by Grishchenko, Olesya V.
• Asset pricing in the production economy subject to monetary shocks (repec:eee:jebusi:v:63:y:2011:i:3:p:187-216)
  by Grishchenko, Olesya V.
• The Role of Inflation Perceptions in Consumer Inflation Expectations: Evidence from the Euro Area (RePEc:fip:fedgfe:103378)
  by Matthieu Bussière & Johanna Gilbert & Olesya V. Grishchenko
• An empirical investigation of consumption-based asset pricing models with stochastic habit formation (repec:fip:fedgfe:2011-47)
  by Qiang Dai & Olesya V. Grishchenko
• The information content of the embedded deflation pption in TIPS (repec:fip:fedgfe:2011-58)
  by Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang
• Inflation risk premium: evidence from the TIPS market (repec:fip:fedgfe:2012-06)
  by Olesya V. Grishchenko & Jing-zhi Huang
• Habit formation heterogeneity: Implications for aggregate asset pricing (repec:fip:fedgfe:2012-07)
  by Eduard Dubin & Olesya V. Grishchenko & Vasily Kartashov
• The informational content of the embedded deflation option in TIPS (repec:fip:fedgfe:2013-24)
  by Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang
• Term Structure of Interest Rates with Short-run and Long-run Risks (repec:fip:fedgfe:2015-95)
  by Olesya V. Grishchenko & Zhaogang Song & Hao Zhou
• Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison (repec:fip:fedgfe:2017-102)
  by Olesya V. Grishchenko & Sarah Mouabbi & Jean-Paul Renne
• Tale About Inflation Tails (RePEc:fip:fedgfe:2024-28)
  by Olesya V. Grishchenko & Laura Wilcox
• How Stable are Inflation Expectations in the Euro Area? Evidence from the Euro-Area Financial Markets (RePEc:fip:fedgfe:2025-41)
  by Olesya V. Grishchenko & Franck Moraux & Olga Pakulyak
• Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press (RePEc:fip:fedgfe:2025-48)
  by Shantanu Banerjee & Paul Cordova & Michiel De Pooter & Olesya V. Grishchenko
• Has the Inflation Risk Premium Fallen? Is it Now Negative? (repec:fip:fedgfn:2016-04-04)
  by Andrew Y. Chen & Eric Engstrom & Olesya V. Grishchenko
• What is Certain about Uncertainty? (repec:fip:fedgif:1294)
  by Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J
• Fuel up with OATmeals! The case of the French nominal yield curve (repec:hal:journl:halshs-02980563)
  by Olesya Grishchenko & Franck Moraux & Olga Pakulyak
• The Role of Heterogeneity in Asset Pricing: The Effect of a Clustering Approach (repec:taf:jnlbes:v:30:y:2011:i:2:p:297-311)
  by Olesya V. Grishchenko & Marco Rossi
• Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison (repec:wly:jmoncb:v:51:y:2019:i:5:p:1053-1096)
  by Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne
• A Volatility-Of-Volatility Expansion Of The Option Prices In The Sabr Stochastic Volatility Model (repec:wsi:ijtafx:v:23:y:2020:i:03:n:s0219024920500181)
  by Olesya Grishchenko & Xiao Han & Victor Nistor
• An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation (repec:wsi:qjfxxx:v:04:y:2014:i:01:n:s2010139214500050)
  by Qiang Dai & Olesya V. Grishchenko