Marius del Giudice Rodriguez : Citation Profile

Federal Reserve Bank of San Francisco

6

H index

6

i10 index

231

Citations

RESEARCH PRODUCTION:

2

Articles

9

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 23
   Journals where Marius del Giudice Rodriguez has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 1 (0.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro710
   Updated: 2025-12-20    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marius del Giudice Rodriguez.

Is cited by:

Hallin, Marc (11)

Chernov, Mikhail (8)

Giglio, Stefano (7)

Trucíos, Carlos (7)

Boyarchenko, Nina (6)

Dew-Becker, Ian (5)

Hotta, Luiz (5)

Valls Pereira, Pedro (5)

Pettenuzzo, Davide (4)

bloom, nicholas (4)

Violante, Francesco (4)

Cites to:

Bollerslev, Tim (15)

bloom, nicholas (13)

Jahan-Parvar, Mohammad (11)

Londono, Juan M. (7)

Feunou, Bruno (6)

Andersen, Torben (6)

Dew-Becker, Ian (6)

Zhou, Hao (6)

Davis, Steven (6)

Pastor, Lubos (6)

Wu, Liuren (5)

Main data

Where Marius del Giudice Rodriguez has published?

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Marius del Giudice Rodriguez (2025 and 2024)

YearTitle of citing document
2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

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2025Global risk aversion and the term premium gap in emerging market economies. (2025). Villa, Stefania ; Flaccadoro, Marco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1493_25.

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2025Investment in an increasingly uncertain global landscape. (2025). Burgert, Matthias ; Chui, Michael ; Gorea, Denis ; Zampolli, Fabrizio. In: BIS Bulletins. RePEc:bis:bisblt:103.

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2024Uncertainty of supply chains: Risk and ambiguity. (2024). Kancs, d'Artis. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:2009-2033.

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2024Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8.

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2025Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2025Misaligned expectations and bond term premium measures. (2025). Vázquez, Jesús ; Vzquez, Jess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000828.

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2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2025Quantifying uncertainty in economics policy predictions: A Bayesian & Monte Carlo based data-driven approach. (2025). Abdul, Mahe Jabeen ; Ur, Shafeeq. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002443.

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2025Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503.

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2024Corporate social responsibility and firm-level systematic risk: The moderating effect of economic policy uncertainty. (2024). Wang, Zhixiao ; Liu, Shasha ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001583.

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2025Term premia and credit risk in emerging markets: The role of U.S. monetary policy. (2025). Sols, Pavel. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000017.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2024Application of Z-numbers theory to study the influencing criteria in underground mining method selection. (2024). Jahanbani, Zeinab ; Ataee-Pour, Majid ; Mortazavi, Ali. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011820.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2025How does managerial perception of uncertainty affect corporate investment during the COVID-19 pandemic: A text mining approach. (2025). Kimura, Yosuke ; Chen, Ying ; Inoue, Kotaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004074.

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2024Size, value and volatility. (2024). Peterburgsky, Stanley. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:752-763.

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2024Economic policy uncertainty, health status, and mortality. (2024). Huang, Wei ; Yu, Miao ; Lei, Xiaoyan. In: Social Science & Medicine. RePEc:eee:socmed:v:362:y:2024:i:c:s0277953624006804.

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2024Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, d'Artis. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2024_03.

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2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Working Paper Series. RePEc:fip:fedfwp:101776.

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2025Portfolio Margining Using PCA Latent Factors. (2025). Nesmith, Travis ; Du, Shengwu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-16.

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2025Accounting for Uncertainty and Risks in Monetary Policy. (2025). Zhong, Molin ; Berge, Travis ; Bauer, Michael ; Loria, Francesca ; Fiori, Giuseppe. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-73.

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2025Coming Together or Coming Apart? Crises, Uncertainty and Tolerance. (2025). Berggren, Niclas ; Nilsson, Therese ; Bergh, Andreas. In: Working Paper Series. RePEc:hhs:iuiwop:1521.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024Uncertainty Measures and Business Cycles: Evidence From the US. (2024). Bathuure, Isaac ; Vitenu-Sackey, Prince Asare ; Chen, Haining. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240620.

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2025The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0.

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2025Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul. (2025). Benturk, Mehmet. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00446-w.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024The effects of macro uncertainty shocks in the euro area: A FAVAR approach. (2024). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1109.

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2025Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924.

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2024Implications of Heightened Global Uncertainty for the East Asia and Pacific Region. (2024). Mattoo, Aaditya ; Islamaj, Ergys ; Ha, Jongrim. In: World Bank Publications - Reports. RePEc:wbk:wboper:42090.

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2024Geopolitical risks and their impact on global macro-financial stability: Literature and measurements. (2024). Ngo, Ngoc Anh ; Hodula, Martin ; Malovana, Simona ; Jank, Jan. In: BOFIT Discussion Papers. RePEc:zbw:bofitp:303508.

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2025Uncertainty and rounding in expectation surveys. (2025). Glas, Alexander ; Dovern, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:325496.

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2025The impact of external uncertainty shocks on the Korean economy. (2024). Kim, Junhyong. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:314770.

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Works by Marius del Giudice Rodriguez:

YearTitleTypeCited
2010Understanding Analysts Earnings Expectations: Biases, Nonlinearities and Predictability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2010Understanding Analysts Earnings Expectations: Biases, Nonlinearities, and Predictability.(2010) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2014Bank counterparties and collateral usage In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article0
2013The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2011Dynamic factor value-at-risk for large, heteroskedastic portfolios In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper19
2017Robustness of Long-Maturity Term Premium Estimates In: FEDS Notes.
[Full Text][Citation analysis]		paper12
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper20
2018International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper27
2020What is Certain about Uncertainty? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper50
2016Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies In: IFDP Notes.
[Full Text][Citation analysis]		paper2
2015The Price of Variance Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper95

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