Anthony P. Rodrigues : Citation Profile


Are you Anthony P. Rodrigues?

Federal Reserve Bank of New York

7

H index

5

i10 index

418

Citations

RESEARCH PRODUCTION:

9

Articles

20

Papers

2

Books

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 13
   Journals where Anthony P. Rodrigues has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 4 (0.95 %)

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   Permalink: http://citec.repec.org/pro281
   Updated: 2021-03-27    RAS profile: 2012-04-11    
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Relations with other researchers


Works with:

Puglia, Michael (2)

Fleming, Michael (2)

Shachar, Or (2)

De Pooter, Michiel (2)

Del Negro, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anthony P. Rodrigues.

Is cited by:

Frankel, Jeffrey (9)

Krippner, Leo (9)

Flavin, Thomas (8)

Klein, Michael (6)

Madrian, Brigitte (6)

pragidis, ioannis (5)

Galvão, Ana (5)

Potter, Simon (5)

Laibson, David (5)

Engel, Charles (5)

Choi, James (5)

Cites to:

Mishkin, Frederic (13)

Poterba, James (10)

Estrella, Arturo (10)

Venti, Steven (8)

Wise, David (7)

Skinner, Jonathan (5)

Scholz, John (4)

Gerlach, Stefan (4)

Engel, Charles (4)

Zeldes, Stephen (4)

Hubbard, Robert (4)

Main data


Where Anthony P. Rodrigues has published?


Journals with more than one article published# docs
Quarterly Review3

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York5
Staff Reports / Federal Reserve Bank of New York4
Liberty Street Economics / Federal Reserve Bank of New York4

Recent works citing Anthony P. Rodrigues (2021 and 2020)


YearTitle of citing document
2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2020Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Broto, Carmen ; Lamas, Matias. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

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2020Intraday market making with overnight inventory costs. (2020). Vogt, Erik ; Fleming, Michael ; Capponi, Agostino ; Adrian, Tobias ; Zhang, Hongzhong. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300331.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2021Monetary policy uncertainty and monetary policy surprises. (2021). Wu, Jason ; Modugno, Michele ; Favara, Giovanni ; de Pooter, Michiel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302795.

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2020Nudging: Progress to date and future directions. (2020). Kosowsky, Harry ; Beshears, John. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:161:y:2020:i:s:p:3-19.

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2020Does the Yield Curve Predict Output?. (2020). Haubrich, Joseph. In: Working Papers. RePEc:fip:fedcwq:89008.

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2020Monetary Policy Uncertainty and Monetary Policy Surprises. (2020). Wu, Jason ; Modugno, Michele ; Favara, Giovanni ; De Pooter, Michiel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-32.

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2020Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers. (2020). Puglia, Michael ; Harkrader, James Collin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-96.

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2021The Effects of Government Bonds on Liquidity Risk and Bank Profitability in Cape Verde. (2021). Vieira, Carlos ; Ferreira, Paulo ; Teixeira, Jose Carlos. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:1:p:2-:d:473962.

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2020Yield Spread and Economic Policy Uncertainty: Evidence from Japan. (2020). Chang, Tsangyao ; Chiu, Chien-Liang ; Chen, Chan-Sheng ; Kuo, Pao-Lan ; Wang, Mei-Chih. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4302-:d:362496.

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2020An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment. (2020). Afzal, Sitara ; Yasir, Muhammad ; Song, Oh-Young ; Shahzad, Farhan ; Malik, Nazish Yameen ; Chaudhary, Ghulam Mujtaba ; Latif, Khalid. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1660-:d:324085.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Lajaunie, Quentin ; Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02549044.

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2020Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession. (2020). Sun, Jiandong ; Feng, Shuaizhang. In: Working Papers. RePEc:hka:wpaper:2020-029.

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2020Age of Decision: Pension Savings Withdrawal and Consumption and Debt Response. (2020). Qian, Wenlan ; Pan, Jessica ; Agarwal, Sumit. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:43-69.

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2020Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession. (2020). Sun, Jiandong ; Feng, Shuaizhang. In: IZA Discussion Papers. RePEc:iza:izadps:dp13168.

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2021Nonlinear Impulse Response Function for Dichotomous Models. (2021). Lajaunie, Quentin. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2852.

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2020On business cycle forecasting. (2020). , Eric ; Lai, Huiwen. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00085-3.

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2020Misclassification-errors-adjusted Sahm Rule for Early Identification of Economic Recession. (2020). Sun, Jiandong ; Feng, Shuaizhang. In: GLO Discussion Paper Series. RePEc:zbw:glodps:523.

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Works by Anthony P. Rodrigues:


YearTitleTypeCited
1990The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: Department of Economics, Working Paper Series.
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paper6
1993The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.(1993) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
1990The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market..(1990) In: Economics Working Papers.
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This paper has another version. Agregated cites: 6
paper
1995Tests of conditional mean-variance efficiency of the U.S. stock market In: Journal of Empirical Finance.
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article8
1986A Model of Wage Contract Bargaining with Imperfect Information and Strikes In: Eastern Economic Journal.
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article0
1995Why do volatilities sometimes move together? In: Proceedings.
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article1
1990Tests of mean-variance efficiency of international equity markets In: Research Working Paper.
[Citation analysis]
paper12
1992Tests of mean-variance efficiency of international equity markets.(1992) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
1993Tests of Mean-Variance Efficiency of International Equity Markets..(1993) In: Oxford Economic Papers.
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This paper has another version. Agregated cites: 12
article
2016How Do Survey- and Market-Based Expectations of the Policy Rate Differ? In: Liberty Street Economics.
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paper2
2016Reconciling Survey- and Market-Based Expectations for the Policy Rate In: Liberty Street Economics.
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paper2
2018Unlocking the Treasury Market through TRACE In: Liberty Street Economics.
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paper3
2018Breaking Down TRACE Volumes Further In: Liberty Street Economics.
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paper4
1994Nonbank lenders and the credit slowdown In: Monograph.
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book1
1994Survey evidence on credit tightening and the factors behind the recent credit crunch In: Monograph.
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book2
1988Financial implications of the U.S. external deficit In: Quarterly Review.
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article2
1991Financial liberalization and monetary control in Japan In: Quarterly Review.
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article9
1993Government securities investments of commercial banks In: Quarterly Review.
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article3
1988A test of international CAPM In: Research Paper.
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paper0
1986A Test of International CAPM.(1986) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
1989Conditional mean-variance efficiency of the U.S. stock market In: Research Paper.
[Citation analysis]
paper7
1989Conditional Mean-Variance Efficiency of the U.S. Stock Market.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1989U.S. external imbalances: financial strains and macroeconomic choices In: Research Paper.
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paper0
1991Financial reform and monetary control in Japan In: Research Paper.
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paper2
2000How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports.
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paper186
2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States.(2003) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 186
article
2005One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports.
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paper3
1998How workers use 401(k) plans: the participation, contribution, and withdrawal decisions In: Staff Reports.
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paper50
1998Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports.
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paper26
1989Tests of International CAPM with Time-Varying Covariances. In: Journal of Applied Econometrics.
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article89
1987Tests of International CAPM with Time-Varying Covariances.(1987) In: NBER Working Papers.
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This paper has another version. Agregated cites: 89
paper

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