Roberto Rigobon : Citation Profile


Are you Roberto Rigobon?

Massachusetts Institute of Technology (MIT) (50% share)
National Bureau of Economic Research (NBER) (50% share)

30

H index

47

i10 index

4567

Citations

RESEARCH PRODUCTION:

30

Articles

74

Papers

1

Books

5

Chapters

RESEARCH ACTIVITY:

   24 years (1992 - 2016). See details.
   Cites by year: 190
   Journals where Roberto Rigobon has often published
   Relations with other researchers
   Recent citing documents: 692.    Total self citations: 48 (1.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri12
   Updated: 2019-04-20    RAS profile: 2015-11-05    
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Relations with other researchers


Works with:

Cavallo, Alberto (8)

Neiman, Brent (4)

Cavallo, Eduardo (3)

Ravazzolo, Francesco (2)

Pelizzon, Loriana (2)

Caporin, Massimiliano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Rigobon.

Is cited by:

Fratzscher, Marcel (72)

Dungey, Mardi (58)

Lütkepohl, Helmut (46)

Flavin, Thomas (37)

Unalmis, Deren (34)

Schmukler, Sergio (33)

Fry-McKibbin, Renee (32)

Ehrmann, Michael (32)

Panopoulou, Ekaterini (31)

Coeurdacier, Nicolas (30)

Weber, Enzo (30)

Cites to:

Reinhart, Carmen (36)

Rogoff, Kenneth (27)

Kaminsky, Graciela (24)

Rose, Andrew (17)

Engel, Charles (17)

Obstfeld, Maurice (16)

Edwards, Sebastian (15)

Devereux, Michael (15)

Wei, Shang-Jin (15)

Eichengreen, Barry (14)

Pavlova, Anna (14)

Main data


Where Roberto Rigobon has published?


Journals with more than one article published# docs
Journal of International Economics6
Journal of Development Economics3
The Review of Economics and Statistics2
Economa Journal2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)4
Working Papers Central Bank of Chile / Central Bank of Chile2
Policy Research Working Paper Series / The World Bank2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2

Recent works citing Roberto Rigobon (2018 and 2017)


YearTitle of citing document
2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

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2018A multilevel factor approach for the analysis of CDS commonality and risk contribution. (2018). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Caporin, Massimiliano ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2018-33.

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2017Working Paper 272 - Price effects of borders between Lesotho and South Africa. (2017). Edwards, Lawrence ; Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2389.

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2017Working Paper 283 - Mineral Resource Accounting Measures in Africa. (2017). Anthony, Leiman ; Moussi, Sopp Louis. In: Working Paper Series. RePEc:adb:adbwps:2411.

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2017The Costs of Sovereign Default: Evidence from Argentina. (2017). Schreger, Jesse ; Hebert, Benjamin. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:10:p:3119-45.

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2017Price Setting in Online Markets: Basic Facts, International Comparisons, and Cross-Border Integration. (2017). Talavera, Oleksandr ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:249-82.

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2017Are Online and Offline Prices Similar? Evidence from Large Multi-channel Retailers. (2017). Cavallo, Alberto. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:1:p:283-303.

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2019Firm Uncertainty Cycles and the Propagation of Nominal Shocks. (2019). Blanco, Andres ; Baley, Isaac. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:1:p:276-337.

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2017How Government Statistics Adjust for Potential Biases from Quality Change and New Goods in an Age of Digital Technologies: A View from the Trenches. (2017). Groshen, Erica ; Friedman, David M ; Bradley, Ralph ; Aizcorbe, Ana M ; Moyer, Brian C. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:187-210.

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2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit ; Derek, Julien Chevallier . In: The Energy Journal. RePEc:aen:journl:ej38-2-bunn.

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2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

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2018WEB SCRAPING FOR FOOD PRICE RESEARCH. (2018). Hillen, Judith. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275840.

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2017Does trade contribute to poverty reduction? If it does, where the benefit goes to?. (2017). Oh, Saera ; Lee, Sang Hyeon. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252849.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2018Multi-Dimensional Pass-Through and Welfare Measures under Imperfect Competition. (2018). Fabinger, Michal ; Adachi, Takanori. In: Papers. RePEc:arx:papers:1702.04967.

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2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Camilo, Daniela Castro ; Wadsworth, Jennifer . In: Papers. RePEc:arx:papers:1709.01198.

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2017The Relationship Between Exchange Rate and Inflation Targeting in Emerging Countries. (2017). Lamia, Beldi ; Djelassi, Mouldi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1028-1038.

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2018Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode. (2018). Sun, Yunpeng ; Wang, Xueying. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:745-761.

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2017Building Trust in State through Legal Literacy: An RCT in the Tribal Areas & Frontier Regions of Pakistan. (2017). Rider, Mark ; Price, Michael ; Cyan, Musharraf . In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1712.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph S. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2018Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:18-22.

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2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina. In: Working Papers Series. RePEc:bcb:wpaper:466.

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2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2018Estimating the contagion effect through the portfolio channel using a network approach. (2018). Schiavone, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_429_18.

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2017Monetary policy surprises over time. (2017). veronese, giovanni ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1102_17.

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2018Contagion in the CoCos market? A case study of two stress events. (2018). Bologna, Pierluigi ; Segura, Anatoli ; Miglietta, Arianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Saqib, Gulzar ; Qarni, Muhammad Owais. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Supply Chain Disruptions: Evidence from the Great East Japan Earthquake. (2017). Tahbaz-Salehi, Alireza ; Saito, Yukiko ; Nirei, Makoto ; Carvalho, Vasco. In: Working Papers. RePEc:bfi:wpaper:2017-01.

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2017Monetary Policy through Production Networks: Evidence from the Stock Market. (2017). Weber, Michael ; Ozdagli, Ali. In: Working Papers. RePEc:bfi:wpaper:2017-07.

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2017Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, J ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2017Corporate Debt Structure and Economic Recoveries. (2017). Tripier, Fabien ; Szczerbowicz, Urszula ; Grjebine, Thomas. In: Working papers. RePEc:bfr:banfra:646.

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2017A Kinked-Demand Theory of Price Rigidity. (2017). Dupraz, S. In: Working papers. RePEc:bfr:banfra:656.

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2018Exchange Rate Movements, Firm-Level Exports and Heterogeneity. (2018). Dhyne, Emmanuel ; Berthou, Antoine. In: Working papers. RePEc:bfr:banfra:660.

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2018Dollar Funding and Firm-Level Exports. (2018). Mésonnier, Jean-Stéphane ; Horny, Guillaume ; Berthou, Antoine ; J-S. Mesonnier, . In: Working papers. RePEc:bfr:banfra:666.

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2019How do lenders price energy efficiency? Evidence from personal consumption loans. (2019). Faucheux, Laurent ; Petronevich, Anna ; Giraudet, Louis-Gaetan. In: Working papers. RePEc:bfr:banfra:716.

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2018Dollar funding and French exports to the United States: lessons from the 2011 dollar crunch. (2018). Mésonnier, Jean-Stéphane ; Horny, Guillaume ; Berthou, Antoine ; Mesonnier, Jean-Stephane. In: Rue de la Banque. RePEc:bfr:rueban:2018:62.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2017EXCHANGE RATE REGIMES AND SUDDEN STOPS. (2017). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1712.

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2018Finding equilibrium: on the relation between exchange rates and monetary policy. (2018). Edwards, Sebastian. In: BIS Papers chapters. RePEc:bis:bisbpc:96-10.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017What are the effects of macroprudential policies on macroeconomic performance?. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; Boar, Codruta . In: BIS Quarterly Review. RePEc:bis:bisqtr:1709g.

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2017Quality Pricing-to-Market. (2017). Sauré, Philip ; Chaney, Thomas ; Auer, Raphael ; Saure, Philip. In: BIS Working Papers. RePEc:bis:biswps:657.

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2018The effects of prudential regulation, financial development and financial openness on economic growth. (2018). Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Kharroubi, Enisse ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:752.

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2018Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:761.

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2018An Empirical Analysis of Health Shocks and Informal Risk Sharing Networks. (2018). Woldemichael, Andinet ; Gurmu, Shiferaw. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:100-111.

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2018Does Nuclear Uncertainty Threaten Financial Markets? The Attention Paid to North Korean Nuclear Threats and Its Impact on South Koreas Financial Markets. (2018). Pyun, Ju Hyun ; Hyun, JU ; Huh, IN. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:55-82.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2017LIQUIDITY RISK AND TIME-VARYING CORRELATION BETWEEN EQUITY AND CURRENCY RETURNS. (2017). Jung, Kuk Mo ; Mo, Kuk. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:898-919.

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2018ESTIMATING MARKET POWER IN HOMOGENOUS PRODUCT MARKETS USING A COMPOSED ERROR MODEL: APPLICATION TO THE CALIFORNIA ELECTRICITY MARKET. (2018). Steinbuks, Jevgenijs ; Orea, Luis. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1296-1321.

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2017The Reaction of the Australian Stock Market to Monetary Policy Announcements from the Reserve Bank of Australia. (2017). Brown, Alexandra ; Karpaviius, Sigitas. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:20-41.

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2017Identification of Small Open Economy SVARs via Markov-Switching Heteroskedasticity. (2017). Turnip, Guido. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:302:p:465-483.

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2017Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1185-1218.

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2018Cross†country diffusion of ideology via FDI : Micro†evidence from China. (2018). Lin, Faqin. In: The Economics of Transition. RePEc:bla:etrans:v:26:y:2018:i:1:p:3-34.

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2018Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:136-168.

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2018The contagion versus interdependence controversy between hedge funds and equity markets. (2018). Kim, Taeyoon ; Lee, Hee Soo. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:309-330.

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2017Skilled Immigration, Innovation, and the Wages of Native-Born Americans. (2017). Islam, Asadul ; Nguyen, Chau. In: Industrial Relations: A Journal of Economy and Society. RePEc:bla:indres:v:56:y:2017:i:3:p:459-488.

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2017Monetary policy and inequality: Financial channels. (2017). O'Farrell, Rory ; Rawdanowicz, Lukasz. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:174-188.

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2017Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects. (2017). Lloyd, Tim. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:3-21.

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2018Statistical challenges of administrative and transaction data. (2018). Hand, David J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:555-605.

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2018Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Powell, Ben ; Winton, Joe ; Davies, Jennifer ; Mayhew, Matthew ; Elliott, Duncan ; Nason, Guy. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756.

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2017Linear regression with a randomly censored covariate: application to an Alzheimers study. (2017). Atem, Folefac D ; Betensky, Rebecca A ; Johnson, Keith A ; Maye, Jacqueline E ; Qian, Jing . In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:2:p:313-328.

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2017Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures. (2017). Rao, Tata Subba ; Tjostheim, Dag ; Francisco-Fernandez, Mario ; Cao, Ricardo ; Berentsen, Geir Drage ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:352-380.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

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2017Credit Constraints, Export Mode and Firm Performance: An Investigation of Chinas Private Enterprises. (2017). Lin, Faqin. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:1:p:123-143.

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2018Revisiting the importance of border effect in sub‐national regions. Evidence from a quasi‐experimental design. (2018). Ripollés, Jordi ; Balaguer, Jacint. In: Papers in Regional Science. RePEc:bla:presci:v:97:y:2018:i:4:p:1113-1130.

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2017The Penn Effect revisited: New evidence from Latin America. (2017). Iyke, Bernard Njindan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1364-1379.

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2017International Menu Costs and Price Dynamics. (2017). Schoenle, Raphael. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:578-606.

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2017Nonlinearity and asymmetry in the exchange rate pass-through: What role for nominal price stickiness?. (2017). Razafindrabe, Tovonony. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:711-732.

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2017Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model. (2017). Viegi, Nicola ; Kavli, Haakon . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:3-27.

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2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338.

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2018Has the Exchange Rate Pass‐Through changed in South Africa?. (2018). Kabundi, Alain ; Mbelu, Asi. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:339-360.

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2017The impact of Africa-Chinas diplomatic visits on bilateral trade. (2017). Yan, Wenshou ; Lin, Faqin ; Wang, Xiaosong . In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:3:p:310-326.

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2017Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542.

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2017Monetary policy spillovers and currency crisis in comparative perspective: East Asia before the 1997 crisis and Eastern Europe after tapering. (2017). Kim, Jong-Hee. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2752-2770.

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2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705.

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2018Advice on using heteroscedasticity based identification. (2018). Lewbel, Arthur ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:975.

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2017Business cycle synchronisation in a currency union : Taking stock of the evidence. (2017). Korhonen, Iikka ; Fidrmuc, Jarko ; Campos, Nauro ; Iikka, Korhonen ; Jarko, Fidrmuc . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_028.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018CONTAGION AND CORRELATION IN EMPIRICAL MODELS OF BANK CREDIT RISK IN ISRAEL. (2018). Beenstock, Michael ; Khatib, Mahmood. In: Israel Economic Review. RePEc:boi:isrerv:v:15:y:2018:i:1:p:1-34.

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2017Impact of Japanese Banks Strategic Stockholdings on their Cost of Capital. (2017). Ikeda, Kei . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e04.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2018Compilation of Experimental Price Indices Using Big Data and Machine Learning:A Comparative Analysis and Validity Verification of Quality Adjustments. (2018). Abe, Nobuhiro ; Shinozaki, Kimiaki . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e13.

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2017Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1702.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717.

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2018Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, G ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1124.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2017Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan. (2017). Ghulam, Abbas ; Laxmi, Koju ; Roni, Bhowmik ; Shouyang, Wang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:1:p:1-20:n:1.

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2018High-frequency Cash Flow Dynamics. (2018). Pettenuzzo, Davide ; Timmermann, Allan ; Sabbatucci, Riccardo. In: Working Papers. RePEc:brd:wpaper:120.

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2017The Financial Connectedness between Eurozone Core and Periphery: A Disaggregated View. (2017). Tsopanakis, Andreas ; Magkonis, Georgios. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/15.

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2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6.

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2018Social Preferences, Public Good Provision, Social Capital and Positional Concerns: Empirical Evidence from the South Caucasus. (2018). Grigoryan, Aleksandr ; Baghdasaryan, Vardan ; Antinyan, Armenak. In: CERGE-EI Working Papers. RePEc:cer:papers:wp625.

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More than 100 citations found, this list is not complete...

Works by Roberto Rigobon:


YearTitleTypeCited
2010Currency Choice and Exchange Rate Pass-Through In: American Economic Review.
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article202
2007Currency Choice and Exchange Rate Pass-through.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 202
paper
2009Bias From Censored Regressors In: Journal of Business & Economic Statistics.
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article19
2004Why are capital flows so much volatile in emerging than in developed countries? In: Working Papers.
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paper8
2006Why Are Capital Flows So Much Volatile in Merging Than in Developed Countries?.(2006) In: Central Banking, Analysis, and Economic Policies Book Series.
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This paper has another version. Agregated cites: 8
chapter
2012Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints In: Documentos de trabajo.
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paper17
2012Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints..(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 17
paper
2012Distance and Political Boundaries:Estimating Border Effects under Inequality Constraints..(2012) In: Documentos de Trabajo (working papers).
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This paper has another version. Agregated cites: 17
paper
2005Rule of law, democracy, openness, and income In: The Economics of Transition.
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article46
2002No Contagion, Only Interdependence: Measuring Stock Market Comovements In: Journal of Finance.
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article1474
1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1474
paper
2014Prices and Supply Disruptions during Natural Disasters In: Review of Income and Wealth.
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article16
2013Prices and Supply Disruptions during Natural Disasters.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2012Measuring sovereign contagion in Europe In: Working Paper.
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paper95
2012Measuring Sovereign Contagion in Europe.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 95
paper
2013Measuring Sovereign Contagion in Europe.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 95
paper
2015Measuring sovereign contagion in Europe.(2015) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 95
paper
2005Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries? In: Working Papers Central Bank of Chile.
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paper22
2004Why are capital flows so much more volatile in emerging than in developed countries?.(2004) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2010Commodity Prices Pass-Through In: Working Papers Central Bank of Chile.
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paper4
2001Contagion in Latin America: Definitions, Measurement, and Policy Implications In: Economía Journal.
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article71
2000Contagion in Latin America: Definitions, Measurement, and Policy Implications.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71
paper
2015Presidential Address: Macroeconomics and Online Prices In: Economía Journal.
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article0
1992La economía política del ajuste estructural y de la reforma del sector público en Venezuela In: Coyuntura Económica.
[Full Text][Citation analysis]
article0
2004Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships In: CEPR Discussion Papers.
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paper63
2004Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 63
paper
2005Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers.
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paper9
2005Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2008The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers.
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paper70
2008The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 70
article
2011International Macro-Finance In: CEPR Discussion Papers.
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paper6
2010International Macro-Finance.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
2004A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data In: Econometric Society 2004 Latin American Meetings.
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paper19
2004Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]
paper155
2003Asset Prices and Exchange Rates.(2003) In: Working papers.
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This paper has another version. Agregated cites: 155
paper
2004Asset Prices and Exchange Rates.(2004) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
paper
2003Asset Prices and Exchange Rates.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
paper
2007Asset Prices and Exchange Rates.(2007) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
article
2010Set identification and sensitivity analysis with Tobin regressors In: Quantitative Economics.
[Citation analysis]
article2
2002Currency crises and contagion: an introduction In: Journal of Development Economics.
[Full Text][Citation analysis]
article32
2002The curse of non-investment grade countries In: Journal of Development Economics.
[Full Text][Citation analysis]
article57
2001The Curse of Non-Investment Grade Countries.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2004Once again, is openness good for growth? In: Journal of Development Economics.
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article80
2004Once Again, is Openness Good for Growth?.(2004) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2004Once Again, is Openness Good for Growth?.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 80
paper
2002Disinflation and fiscal reform: a neoclassical perspective In: Journal of International Economics.
[Full Text][Citation analysis]
article11
2002Disinflation and Fiscal Reform: A Neoclassical Perspective.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2003On the measurement of the international propagation of shocks: is the transmission stable? In: Journal of International Economics.
[Full Text][Citation analysis]
article86
2004Too Sensational: On the Choice of Exchange Rate Regimes: W. Max Corden, MIT Press, 2002 In: Journal of International Economics.
[Full Text][Citation analysis]
article0
2005Identifying the efficacy of central bank interventions: evidence from Australia and Japan In: Journal of International Economics.
[Full Text][Citation analysis]
article81
2009Capital controls on inflows, exchange rate volatility and external vulnerability In: Journal of International Economics.
[Full Text][Citation analysis]
article44
2010An asset-pricing view of external adjustment In: Journal of International Economics.
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article42
2007An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42
paper
2005The effects of war risk on US financial markets In: Journal of Banking & Finance.
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article42
2003The effects of war risk on U.S. financial markets.(2003) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 42
paper
2003The Effects of War Risk on U.S. Financial Markets.(2003) In: Working papers.
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This paper has another version. Agregated cites: 42
paper
2003The Effects of War Risk on U.S. Financial Markets.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 42
paper
2006The long-run volatility puzzle of the real exchange rate In: Journal of International Money and Finance.
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article70
2004The Long-Run Volatility Puzzle of the Real Exchange Rate.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2004The impact of monetary policy on asset prices In: Journal of Monetary Economics.
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article403
2002The impact of monetary policy on asset prices.(2002) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 403
paper
2002The Impact of Monetary Policy on Asset Prices.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 403
paper
2001Measuring the reaction of monetary policy to the stock market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper34
2001Measuring the Reaction of Monetary Policy to the Stock Market.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34
paper
2003Spillovers across U.S. financial markets In: Finance and Economics Discussion Series.
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paper34
2003Spillovers Across U.S. Financial Markets.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2008Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions In: Research Department Publications.
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paper5
2007ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES In: International Economic Review.
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article20
2009Set identification with Tobin regressors In: CeMMAP working papers.
[Full Text][Citation analysis]
paper0
2004Censored Regressors and Expansion Bias In: Working papers.
[Full Text][Citation analysis]
paper1
2002Inter-American Seminar on Economics (IASE) In: NBER Books.
[Citation analysis]
book0
2005Comment on Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2002Contagion: How to Measure It? In: NBER Chapters.
[Full Text][Citation analysis]
chapter104
2001Contagion: How to Measure It?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104
paper
2000Comment on Balance-of-Payments Crises in Emerging Markets: Large Capital Inflows and Sovereign Governments In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
2008Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices In: NBER Chapters.
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chapter20
2006Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2004A Risk Management Approach to Emerging Markets Sovereign Debt Sustainability with an Application to Brazilian Data In: NBER Working Papers.
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paper52
2004A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an Application to Brazilian Data.(2004) In: Textos para discussão.
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This paper has another version. Agregated cites: 52
paper
2005Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission In: NBER Working Papers.
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paper204
2011Stocks, bonds, money markets and exchange rates: measuring international financial transmission.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 204
article
2005Capital Controls, Exchange Rate Volatility and External Vulnerability In: NBER Working Papers.
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paper20
2006Sticky Borders In: NBER Working Papers.
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paper136
2010Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World In: NBER Working Papers.
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paper21
2013Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World.(2013) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2011Unexploited gains from international diversification : patterns of portfolio holdings around the world.(2011) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 21
paper
2011The Distribution of the Size of Price Changes In: NBER Working Papers.
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paper16
2011The Distribution of the Size of Price Changes.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2012Currency Unions, Product Introductions, and the Real Exchange Rate In: NBER Working Papers.
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paper51
2014Currency Unions, Product Introductions, and the Real Exchange Rate.(2014) In: The Quarterly Journal of Economics.
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This paper has another version. Agregated cites: 51
article
2014The Price Impact of Joining a Currency Union: Evidence from Latvia In: NBER Working Papers.
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paper11
2015The Price Impact of Joining a Currency Union: Evidence from Latvia.(2015) In: IMF Economic Review.
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This paper has another version. Agregated cites: 11
article
2016The Billion Prices Project: Using Online Prices for Measurement and Research In: NBER Working Papers.
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paper29
1999On the Measurement of the International Propagation of Shocks In: NBER Working Papers.
[Full Text][Citation analysis]
paper36
2000Identification through Heteroskedasticity: Measuring Contagion: betweenArgentinean and Mexican Sovereign Bonds In: NBER Working Papers.
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paper8
2001Resource Curse or Debt Overhang? In: NBER Working Papers.
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paper74
2002Identifying the Efficacy of Central Bank Interventions: The Australian Case In: NBER Working Papers.
[Full Text][Citation analysis]
paper30
2002Using Heteroscedasticity to Estimate the Returns to Education In: NBER Working Papers.
[Full Text][Citation analysis]
paper17
2003Using heteroscedasticity to estimate the returns to education.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2003An Alternative Interpretation of the Resource Curse: Theory and Policy Implications In: NBER Working Papers.
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paper52
2003Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis? In: NBER Working Papers.
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paper17
2003Identifying the Efficacy of Central Bank Interventions: Evidence from Australia In: RBA Research Discussion Papers.
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paper24
2007Passthrough at the Dock: Pricing to Currency and to Market? In: 2007 Meeting Papers.
[Citation analysis]
paper0
2011Equilibrium Portfolios and External Adjustment under Incomplete Markets In: 2011 Meeting Papers.
[Citation analysis]
paper0
2013Product Introductions, Currency Unions, and the Real Exchange Rate In: 2013 Meeting Papers.
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paper0
2000Hard currency and financial development In: Textos para discussão.
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paper2
2003Identification Through Heteroskedasticity In: The Review of Economics and Statistics.
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article287
2014Using Online Prices to Anticipate Official CPI Inflation In: UTokyo Price Project Working Paper Series.
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paper0
2003Monetary policy and sectoral shocks : did the Federal Reserve react properly to the high-tech crisis? In: Policy Research Working Paper Series.
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paper6
2013DO CREDIT RATING AGENCIES ADD VALUE? EVIDENCE FROM THE SOVEREIGN RATING BUSINESS In: International Journal of Finance & Economics.
[Citation analysis]
article10

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