Olesya V. Grishchenko

605 total citations
38 papers, 343 citations indexed

About

Olesya V. Grishchenko is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Olesya V. Grishchenko has authored 38 papers receiving a total of 343 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 22 papers in General Economics, Econometrics and Finance and 16 papers in Economics and Econometrics. Recurrent topics in Olesya V. Grishchenko's work include Monetary Policy and Economic Impact (22 papers), Financial Markets and Investment Strategies (17 papers) and Stochastic processes and financial applications (13 papers). Olesya V. Grishchenko is often cited by papers focused on Monetary Policy and Economic Impact (22 papers), Financial Markets and Investment Strategies (17 papers) and Stochastic processes and financial applications (13 papers). Olesya V. Grishchenko collaborates with scholars based in United States, China and Germany. Olesya V. Grishchenko's co-authors include Jing‐Zhi Huang, Sarah Mouabbi, Jean‐Paul Renne, Jianing Zhang, Joel M. Vanden, Marco Rossi, Jing-Zhi Huang, Jianping Mei, Lubomir P. Litov and Mohammad R. Jahan‐Parvar and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Journal of Economic Literature.

In The Last Decade

Olesya V. Grishchenko

32 papers receiving 322 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Olesya V. Grishchenko United States 11 229 201 193 30 12 38 343
Zeno Enders Germany 9 290 1.3× 389 1.9× 327 1.7× 35 1.2× 6 0.5× 25 488
Hibiki Ichiue Japan 10 132 0.6× 145 0.7× 157 0.8× 51 1.7× 8 0.7× 21 241
Marius Rodriguez United States 8 186 0.8× 99 0.5× 173 0.9× 16 0.5× 12 1.0× 10 262
Matthieu Darracq Pariès Germany 12 365 1.6× 271 1.3× 252 1.3× 48 1.6× 7 0.6× 47 472
Carlos Eduardo Soares Gonçalves Brazil 8 266 1.2× 388 1.9× 307 1.6× 23 0.8× 6 0.5× 16 448
Tino Berger Germany 11 109 0.5× 229 1.1× 240 1.2× 15 0.5× 13 1.1× 30 312
Adrienne Mack United States 7 179 0.8× 150 0.7× 263 1.4× 67 2.2× 9 0.8× 13 329
Stéphane Moyen Germany 10 225 1.0× 282 1.4× 300 1.6× 27 0.9× 5 0.4× 21 416
Björn van Roye Germany 8 150 0.7× 227 1.1× 272 1.4× 22 0.7× 10 0.8× 14 332
Mete Kılıç United States 7 221 1.0× 95 0.5× 220 1.1× 37 1.2× 25 2.1× 15 304

Countries citing papers authored by Olesya V. Grishchenko

Since Specialization
Citations

This map shows the geographic impact of Olesya V. Grishchenko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Olesya V. Grishchenko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Olesya V. Grishchenko more than expected).

Fields of papers citing papers by Olesya V. Grishchenko

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Olesya V. Grishchenko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Olesya V. Grishchenko. The network helps show where Olesya V. Grishchenko may publish in the future.

Co-authorship network of co-authors of Olesya V. Grishchenko

This figure shows the co-authorship network connecting the top 25 collaborators of Olesya V. Grishchenko. A scholar is included among the top collaborators of Olesya V. Grishchenko based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Olesya V. Grishchenko. Olesya V. Grishchenko is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Pooter, Michiel De, et al.. (2025). Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press. Finance and Economics Discussion Series.
2.
Grishchenko, Olesya V. & Laura J. Wilcox. (2024). Tale About Inflation Tails. Finance and Economics Discussion Series. 1–68.
3.
Londoño, Juan M., Bo Sun, Olesya V. Grishchenko, et al.. (2023). What is Certain about Uncertainty?. Journal of Economic Literature. 61(2). 624–654. 43 indexed citations
4.
Grishchenko, Olesya V., Zhaogang Song, & Hao Zhou. (2022). Term structure of interest rates with short-run and long-run risks. SHILAP Revista de lepidopterología. 8. 255–295. 3 indexed citations
5.
Grishchenko, Olesya V., et al.. (2020). Fuel up with OATmeals! The case of the French nominal yield curve. SHILAP Revista de lepidopterología. 6. 49–85. 1 indexed citations
6.
Nistor, Victor, Olesya V. Grishchenko, & Xiao Han. (2020). A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model. HAL (Le Centre pour la Communication Scientifique Directe).
7.
Grishchenko, Olesya V., Sarah Mouabbi, & Jean‐Paul Renne. (2019). Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison. Journal of money credit and banking. 51(5). 1053–1096. 28 indexed citations
8.
Grishchenko, Olesya V., Sarah Mouabbi, & Jean‐Paul Renne. (2017). The Joint Dynamics of U.S. And Euro-Area Inflation Rates: Expectations and Timevarying Uncertainty. SSRN Electronic Journal. 2 indexed citations
9.
Grishchenko, Olesya V., Sarah Mouabbi, & Jean‐Paul Renne. (2016). The Joint Dynamics of the U.S. and Euro-Area Inflation: Expectations and Time-Varying Uncertainty. SSRN Electronic Journal. 3 indexed citations
10.
Grishchenko, Olesya V., Joel M. Vanden, & Jianing Zhang. (2015). The informational content of the embedded deflation option in TIPS. Journal of Banking & Finance. 65. 1–26. 22 indexed citations
11.
Grishchenko, Olesya V., Zhaogang Song, & Hao Zhou. (2015). Term Structure of Interest Rates with Short-Run and Long-Run Risks. SSRN Electronic Journal. 1 indexed citations
12.
Dai, Qiang & Olesya V. Grishchenko. (2014). An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation. Quarterly Journal of Finance. 4(1). 1450005–1450005. 3 indexed citations
13.
Grishchenko, Olesya V. & Jing‐Zhi Huang. (2013). The Inflation Risk Premium: Evidence from the TIPS Market. The Journal of Fixed Income. 22(4). 5–30. 61 indexed citations
14.
Grishchenko, Olesya V. & Jing-Zhi Huang. (2012). The Inflation Risk Premium: Evidence from the TIPS Market. SSRN Electronic Journal. 15 indexed citations
15.
Grishchenko, Olesya V., Joel M. Vanden, & Jianing Zhang. (2012). The Informational Content of the Embedded Deflation Option in TIPS. SSRN Electronic Journal. 3 indexed citations
16.
Dai, Qiang & Olesya V. Grishchenko. (2011). An Empirical Investigation of Consumption-Based Asset Pricing Models with Stochastic Habit Formation. Finance and Economics Discussion Series. 2011.0(47). 1–39. 2 indexed citations
17.
Grishchenko, Olesya V. & Jing‐Zhi Huang. (2011). Inflation Risk Premium: Evidence from the TIPS Market. SSRN Electronic Journal. 3 indexed citations
18.
Grishchenko, Olesya V., Joel M. Vanden, & Jianing Zhang. (2011). The Information Content of the Embedded Deflation Option in TIPS. SSRN Electronic Journal. 4 indexed citations
19.
Grishchenko, Olesya V.. (2010). Internal vs. external habit formation: The relative importance for asset pricing. Journal of Economics and Business. 62(3). 176–194. 9 indexed citations
20.
Grishchenko, Olesya V., Lubomir P. Litov, & Jianping Mei. (2002). Private Information Trading and Corporate Governance In Emerging Markets. The Faculty Digital Archive (New York University). 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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