Mariano Massimiliano Croce
I am a CEPR Research Fellow and an IGIER research fellow. After I received my Ph.D. in Economics from New York University, I taught at several leading academic institutions, including Bocconi University, University of Pennsylvania, New York University, Indian School of Business, and the University of North Carolina. I have published papers in the leading academic journals, including The American Economic Review, the Journal of Political Economy, The Journal of Finance, the Journal of Financial Economics, The Review of Financial Studies, and the Journal of Monetary Economics
Since September 2017, I have been a CEPR Research Fellow. In April 2018, I was appointed as an NBER Research Associate. In 2019, I was nominated as the Director of the PhD in Economics and Finance program at Bocconi. In 2021, I was appointed as a Co-Editor of Economics Letters.
My research focuses on asset pricing in general equilibrium models in which there is uncertainty about the long horizon perspectives of the economy (growth news shocks).
Recursive allocations and wealth distribution with multiple goods: existence, survivorship, and dynamics
Quantitative Economics, 2019BKK the EZ Way: international long-run growth news and capital flows
The American Economic Review, 2018News shocks and the production-based term structure of equity returns
The Review of Financial Studies, 2018Investor information, long-run risk, and the term structure of equity
The Review of Financial Studies, 2015Long-run productivity risk: a new hope for production-based asset pricing?
Journal of Monetary Economics, 2014Toward a quantitative general equilibrium asset pricing model with intangible capital
The Review of Financial Studies, 2013I have a long teaching history in MBA, Executive MBA, PhD, and undergraduate programs. I teach courses such as Global Economics, Investments, Corporate Finance, International Capital Markets, Financial Econometrics, Empirical Asset Pricing; and Advanced Methods for Macro Finance.