Marius del Giudice Rodriguez : Citation Profile


Are you Marius del Giudice Rodriguez?

Federal Reserve Bank of San Francisco

2

H index

0

i10 index

14

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   5 years (2010 - 2015). See details.
   Cites by year: 2
   Journals where Marius del Giudice Rodriguez has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pro710
   Updated: 2017-12-09    RAS profile: 2013-08-26    
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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 (3)

Shin, Hyun Song (2)

SHIM, ILHYOCK (2)

Barigozzi, Matteo (2)

Boyarchenko, Nina (1)

Chernov, Mikhail (1)

Pettenuzzo, Davide (1)

Backus, David (1)

Korobilis, Dimitris (1)

Cites to:

Ghosh, Atish (2)

Hutchison, Michael (2)

Engel, Charles (2)

Giglio, Stefano (2)

Glick, Reuven (2)

Giacomini, Raffaella (2)

Qureshi, Mahvash (2)

Hakkio, Craig (2)

Rogoff, Kenneth (2)

Dew-Becker, Ian (2)

Reinhart, Carmen (2)

Main data


Where Marius del Giudice Rodriguez has published?


Recent works citing Marius del Giudice Rodriguez (2017 and 2016)


YearTitle of citing document
2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Hallin, Marc ; Barigozzi, Matteo ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2017Generalized dynamic factor models and volatilities: estimation and forecasting. (2017). Hallin, Marc ; Barigozzi, Matteo . In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:307-321.

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2017Comparative assessment of macroprudential policies. (2017). SHIM, ILHYOCK ; Shin, Hyun Song ; Bruno, Valentina . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:183-202.

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2017An evaluation of bank measures for market risk before, during and after the financial crisis. (2017). Brien, James O ; Szersze, Pawe J ; Obrien, James . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:215-234.

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2017The term structure of returns: Facts and theory. (2017). van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:1-21.

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2017Explaining the negative returns to volatility claims: An equilibrium approach. (2017). Eraker, Bjorn ; Wu, Yue . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:72-98.

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2016Term structures of asset prices and returns. (2016). Chernov, Mikhail ; Boyarchenko, Nina ; Backus, David. In: Staff Reports. RePEc:fip:fednsr:774.

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2016What Derives the Bond Portfolio Value-at-Risk: Information Roles of Macroeconomic and Financial Stress Factors. (2016). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-006.

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2017Term Structure of Risk on Macrofinance Models. (2017). Zviadadze, Irina . In: 2017 Meeting Papers. RePEc:red:sed017:965.

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Works by Marius del Giudice Rodriguez:


YearTitleTypeCited
2010Understanding Analysts Earnings Expectations: Biases, Nonlinearities and Predictability In: CEPR Discussion Papers.
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paper1
2010Understanding Analysts Earnings Expectations: Biases, Nonlinearities, and Predictability.(2010) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Bank counterparties and collateral usage In: FRBSF Economic Letter.
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article0
2013The effect of capital controls and prudential FX measures on options-implied exchange rate stability In: Working Paper Series.
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paper2
2011Dynamic factor value-at-risk for large, heteroskedastic portfolios In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper6
2015The Price of Variance Risk In: NBER Working Papers.
[Full Text][Citation analysis]
paper5

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