36
H index
55
i10 index
6082
Citations
Massachusetts Institute of Technology (MIT) (50% share) | 36 H index 55 i10 index 6082 Citations RESEARCH PRODUCTION: 38 Articles 85 Papers 3 Books 6 Chapters RESEARCH ACTIVITY: 30 years (1992 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pri12 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Rigobon. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Macroeconomic Implications of Uniform Pricing. (2023). Kozlowski, Julian ; Daruich, Diego. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:3:p:64-108. Full description at Econpapers || Download paper | |
2023 | Disentangling COVID-19, Economic Mobility, and Containment Policy Shocks. (2023). Rieth, Malte ; Camehl, Annika. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:4:p:217-48. Full description at Econpapers || Download paper | |
2023 | ¿Cuánto es demasiada inflación? Una clasificación de regÃmenes inflacionarios. (2023). Manuel, De Mier. In: Asociación Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4640. Full description at Econpapers || Download paper | |
2023 | Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay. (2023). Miguel, Mello ; Elizabeth, Bucacos ; Javier, Garcia-Cicco. In: Asociación Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4657. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001. Full description at Econpapers || Download paper | |
2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper | |
2023 | The shock of war: do trade relations impact the reaction of stock markets to the Russian invasion of Ukraine?. (2023). Barichello, Richard ; Wielechowski, Micha ; Czech, Katarzyna. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:1:p:14-27. Full description at Econpapers || Download paper | |
2023 | Prosperity or pollution? Mineral mining and regional growth in industrializing Japan. (2021). Ogasawara, Kota. In: Papers. RePEc:arx:papers:2112.14514. Full description at Econpapers || Download paper | |
2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper | |
2023 | Coarse Wage-Setting and Behavioral Firms. (2022). Reyes, Germ'An. In: Papers. RePEc:arx:papers:2206.01114. Full description at Econpapers || Download paper | |
2023 | Predicting Chinas CPI by Scanner Big Data. (2022). Ren, Tao ; Song, Zikun ; Zhou, Zhenkun. In: Papers. RePEc:arx:papers:2211.16641. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper | |
2023 | Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh. (2023). Hossen, Md Deluair. In: Papers. RePEc:arx:papers:2303.04101. Full description at Econpapers || Download paper | |
2023 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
2023 | Endogenous Linear Regressions with Included Instrumental Variables. (2023). Wang, Rui ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2304.00626. Full description at Econpapers || Download paper | |
2023 | Hedonic Prices and Quality Adjusted Price Indices Powered by AI. (2023). Monokroussos, George ; Chernozhukov, Victor ; Cen, Zhihao ; Bajari, Patrick ; Wan, Shan ; Leng, Ling ; Li, Junbo ; Huerta, Ramon ; Wang, Jin ; Vijaykumar, Suhas ; Manukonda, Manoj. In: Papers. RePEc:arx:papers:2305.00044. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2023 | A New Weighted Food CPI from Scanner Big Data in China. (2023). Ren, Tao ; Song, Zikun ; Zhou, Zhenkun. In: Papers. RePEc:arx:papers:2310.04242. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper | |
2023 | Trends and Inequality in Lifetime Earnings in France. (2023). Antoine, Berthou. In: Working papers. RePEc:bfr:banfra:924. Full description at Econpapers || Download paper | |
2023 | How much do firms need to satisfy employees? - Evidence from credit spreads and online employee reviews. (2023). Takaoka, Sumiko ; Takahashi, Koji. In: BIS Working Papers. RePEc:bis:biswps:1111. Full description at Econpapers || Download paper | |
2023 | Drought shocks and price adjustments in local food markets in Chile: Do product quality and marketing channel matter?. (2023). Gil, Jose Maria ; Acuaduarte, Andres ; Salazar, Cesar. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:3:p:349-363. Full description at Econpapers || Download paper | |
2023 | Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64. Full description at Econpapers || Download paper | |
2023 | The growth effect of trade openness on African countries: Evidence from using an instrumental variable panel smooth transition model. (2023). Bongabonga, Lumengo ; Kinfack, Emilie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:366-379. Full description at Econpapers || Download paper | |
2023 | FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449. Full description at Econpapers || Download paper | |
2023 | House Prices, Monetary Policy and Commodities: Evidence from Australia. (2023). Read, Alistair ; Graham, James. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:324:p:1-31. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Capital?flow volatility in emerging markets: A panel GARCH approach. (2023). Erden, Lutfi ; Kaya, Ahmet Ihsan. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:172-188. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Uniform Pricing as a Barrier to Entry. (2023). Li, Youping ; Shuai, Jie ; Feng, Hong. In: Journal of Industrial Economics. RePEc:bla:jindec:v:71:y:2023:i:1:p:176-191. Full description at Econpapers || Download paper | |
2023 | Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893. Full description at Econpapers || Download paper | |
2023 | Financial globalization and monetary transmission. (2023). Auer, Simone. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:721-760. Full description at Econpapers || Download paper | |
2023 | Understanding International Price and Consumption Disparities. (2023). Vo, Long Hai. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:2:p:443-473. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The electric vehicle revolution: Critical material supply chains, trade and development. (2023). Elliott, Robert ; Nguyentien, Viet ; Jones, Benjamin. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:1:p:2-26. Full description at Econpapers || Download paper | |
2023 | Let us misinvoice more? The effect of de jure capital controls on trade misinvoicing. (2023). Hou, Jia ; Lai, Mianshan. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:7:p:2157-2186. Full description at Econpapers || Download paper | |
2023 | The evaluation of the effects of ESG scores on financial markets. (2023). Costa, Michele. In: Working Papers. RePEc:bol:bodewp:wp1189. Full description at Econpapers || Download paper | |
2023 | Union and Firm Labor Market Power. (2023). Zerecero, Miguel ; Azkarate-Askasua, Miren. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_475. Full description at Econpapers || Download paper | |
2023 | Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311. Full description at Econpapers || Download paper | |
2023 | FINANCE AND GROWTH: THE UNPLEASANT BURDEN OF EVIDENCE. (2023). Khan, Mosahid ; Li, Guangjie ; Luintel, Kul B. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/8. Full description at Econpapers || Download paper | |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper | |
2023 | Granular Corporate Hedging Under Dominant Currency. (2023). Alfaro, Laura ; Varela, Liliana ; Calani, Mauricio. In: Discussion Papers. RePEc:cfm:wpaper:2315. Full description at Econpapers || Download paper | |
2023 | Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986. Full description at Econpapers || Download paper | |
2023 | Tall big data time series of high frequency: stylized facts and econometric modelling. (2023). Real, Guillermo Carlomagno ; Espasa, Antoni. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37746. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | E-commerce and price setting: evidence from Europe. (2023). Wittekopf, David ; Szafranek, Karol ; Baejowska, Aneta ; Macias, Pawe ; Wieland, Elisabeth ; Strasser, Georg ; Osbat, Chiara ; Henkel, Lukas ; Franke, Jorn. In: Occasional Paper Series. RePEc:ecb:ecbops:2023320. Full description at Econpapers || Download paper | |
2023 | Cross-country price and inflation dispersion: retail network or national border?. (2023). Strasser, Georg ; Rumler, Fabio ; Messner, Teresa. In: Working Paper Series. RePEc:ecb:ecbwps:20232776. Full description at Econpapers || Download paper | |
2023 | Digitalisation and the economy. (2023). Strasser, Georg ; Paz-Pardo, Gonzalo ; Ehrmann, Michael ; Dedola, Luca ; Slacalek, Jiri ; Lamo, Ana ; Hoffmann, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20232809. Full description at Econpapers || Download paper | |
2023 | Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Xu, Nancy R ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232879. Full description at Econpapers || Download paper | |
2023 | Do firms react to supply-chain disruptions?. (2023). Requena Silvente, Francisco ; Minondo, Asier ; Daz-Mora, Carmen ; de Lucio, Juan ; Mnguez, Ral. In: Working Papers. RePEc:eec:wpaper:2306. Full description at Econpapers || Download paper | |
2023 | A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688. Full description at Econpapers || Download paper | |
2023 | Capital requirements and growth in an open economy. (2023). Agénor, Pierre-Richard ; Bayraktar, Nihal ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000015. Full description at Econpapers || Download paper | |
2023 | Central bank independence and inflation volatility in developing countries. (2023). Rodriguez, Cesar ; Garriga, Ana Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1320-1341. Full description at Econpapers || Download paper | |
2023 | Do firms react to supply chain disruptions?. (2023). Minondo, Asier ; Diaz-Mora, Carmen ; de Lucio, Juan ; Minguez, Raul ; Requena, Francisco. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:902-916. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901. Full description at Econpapers || Download paper | |
2023 | Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328. Full description at Econpapers || Download paper | |
2023 | Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365. Full description at Econpapers || Download paper | |
2023 | The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912. Full description at Econpapers || Download paper | |
2023 | How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025. Full description at Econpapers || Download paper | |
2023 | Debiased machine learning of set-identified linear models. (2023). Semenova, Vira. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1725-1746. Full description at Econpapers || Download paper | |
2023 | Refining set-identification in VARs through independence. (2023). Wright, Jonathan H ; Drautzburg, Thorsten. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1827-1847. Full description at Econpapers || Download paper | |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320. Full description at Econpapers || Download paper | |
2023 | The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262. Full description at Econpapers || Download paper | |
2023 | Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161. Full description at Econpapers || Download paper | |
2023 | The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947. Full description at Econpapers || Download paper | |
2023 | The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x. Full description at Econpapers || Download paper | |
2023 | Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151. Full description at Econpapers || Download paper | |
2023 | Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198. Full description at Econpapers || Download paper | |
2023 | Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356. Full description at Econpapers || Download paper | |
2023 | Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657. Full description at Econpapers || Download paper | |
2023 | Monetary policy as market stabilizer in the COVID-19 pandemic. (2023). Xiao, Yajun ; Chen, Yang ; Shan, Yimin. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300332x. Full description at Econpapers || Download paper | |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper | |
2023 | Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074. Full description at Econpapers || Download paper | |
2023 | Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989. Full description at Econpapers || Download paper | |
2023 | Endogenous product adjustment and exchange rate pass-through. (2023). Lein, Sarah ; Freitag, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001386. Full description at Econpapers || Download paper | |
2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453. Full description at Econpapers || Download paper | |
2023 | Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000181. Full description at Econpapers || Download paper | |
2023 | Quantum prices. (2023). Rigobon, Roberto ; Aparicio, Diego. In: Journal of International Economics. RePEc:eee:inecon:v:143:y:2023:i:c:s0022199623000569. Full description at Econpapers || Download paper | |
2023 | Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101. Full description at Econpapers || Download paper | |
2023 | Institutional Quality and Financial Development in Resource-Rich Countries: A Nonlinear Panel Data Approach. (2023). Dosso, David. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:113-137. Full description at Econpapers || Download paper | |
2023 | European stock market volatility connectedness: The role of country and sector membership. (2023). Uribe, Jorge ; Guillen, Montserrat ; Vidal-Llana, Xenxo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001688. Full description at Econpapers || Download paper | |
2023 | Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471. Full description at Econpapers || Download paper | |
2023 | Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525. Full description at Econpapers || Download paper | |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper | |
2023 | Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600. Full description at Econpapers || Download paper | |
2023 | International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421. Full description at Econpapers || Download paper | |
2023 | Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091. Full description at Econpapers || Download paper | |
2023 | Origins of international factor structures. (2023). Richmond, Robert J ; Jiang, Zhengyang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:1-26. Full description at Econpapers || Download paper | |
2023 | Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381. Full description at Econpapers || Download paper | |
2023 | Recent developments in exchange rate pass-through: What have we learned from uncertain times?. (2023). ben Ameur, Hachmi ; ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000062. Full description at Econpapers || Download paper | |
2023 | The effects of Trump’s trade war on U.S. financial markets. (2023). Liu, Dingming ; Fang, Jing ; Chen, Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000438. Full description at Econpapers || Download paper | |
2023 | Reserves and risk: Evidence from China. (2023). Yamamoto, Yohei ; Hattori, Takahiro ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000451. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2010 | Currency Choice and Exchange Rate Pass-Through In: American Economic Review. [Full Text][Citation analysis] | article | 421 |
2007 | Currency Choice and Exchange Rate Pass-through.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 421 | paper | |
2016 | The Billion Prices Project: Using Online Prices for Measurement and Research In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 146 |
2016 | The Billion Prices Project: Using Online Prices for Measurement and Research.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | paper | |
2009 | Bias From Censored Regressors In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 25 |
2004 | Why are capital flows so much volatile in emerging than in developed countries? In: Working Papers. [Full Text][Citation analysis] | paper | 47 |
2006 | Why Are Capital Flows So Much Volatile in Merging Than in Developed Countries?.(2006) In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | chapter | |
2019 | Promise: measuring from inflation to discrimination In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 0 |
2012 | Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints In: Documentos de trabajo. [Full Text][Citation analysis] | paper | 30 |
2012 | Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints..(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2012 | Distance and Political Boundaries:Estimating Border Effects under Inequality Constraints..(2012) In: Documentos de Trabajo (working papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2016 | Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints.(2016) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2005 | Rule of law, democracy, openness, and income In: The Economics of Transition. [Full Text][Citation analysis] | article | 159 |
2014 | Prices and Supply Disruptions during Natural Disasters In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 65 |
2013 | Prices and Supply Disruptions during Natural Disasters.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2012 | Measuring sovereign contagion in Europe In: Working Paper. [Full Text][Citation analysis] | paper | 208 |
2012 | Measuring Sovereign Contagion in Europe.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | paper | |
2018 | Measuring sovereign contagion in Europe.(2018) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | article | |
2013 | Measuring Sovereign Contagion in Europe.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | paper | |
2015 | Measuring sovereign contagion in Europe.(2015) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 208 | paper | |
2016 | Contagion, spillover and interdependence In: Bank of England working papers. [Full Text][Citation analysis] | paper | 32 |
2019 | Contagion, Spillover, and Interdependence.(2019) In: EconomÃa Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2016 | Contagion, spillover and interdependence.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2005 | Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries? In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 53 |
2004 | Why 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 nother version. Agregated cites: 53 | paper | |
2010 | Commodity Prices Pass-Through In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 21 |
2007 | Through the Pass-Through: Measuring Central Bank Credibility In: CID Working Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Contagion in Latin America: Definitions, Measurement, and Policy Implications In: EconomÃa Journal. [Full Text][Citation analysis] | article | 99 |
2000 | Contagion in Latin America: Definitions, Measurement, and Policy Implications.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
2015 | Presidential Address: Macroeconomics and Online Prices In: EconomÃa Journal. [Full Text][Citation analysis] | article | 1 |
1992 | La economÃa polÃtica del ajuste estructural y de la reforma del sector público en Venezuela In: Coyuntura Económica. [Full Text][Citation analysis] | article | 0 |
2004 | Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 105 |
2004 | Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 105 | paper | |
2005 | Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2005 | Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2008 | The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 110 |
2008 | The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | article | |
2011 | International Macro-Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | International Macro-Finance.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2005 | Stocks, bonds, money markets and exchange rates: measuring international financial transmission In: Working Paper Series. [Full Text][Citation analysis] | paper | 278 |
2005 | Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 278 | paper | |
2011 | Stocks, bonds, money markets and exchange rates: measuring international financial transmission.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 278 | article | |
2004 | A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 55 |
2004 | Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 233 |
2003 | Asset Prices and Exchange Rates.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
2004 | Asset Prices and Exchange Rates.(2004) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
2003 | Asset Prices and Exchange Rates.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | paper | |
2007 | Asset Prices and Exchange Rates.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 233 | article | |
2010 | Set identification and sensitivity analysis with Tobin regressors In: Quantitative Economics. [Citation analysis] | article | 7 |
2008 | Respuesta fiscal a la incertidumbre de la renta In: Coediciones. [Full Text][Citation analysis] | book | 0 |
2002 | Currency crises and contagion: an introduction In: Journal of Development Economics. [Full Text][Citation analysis] | article | 31 |
2002 | The curse of non-investment grade countries In: Journal of Development Economics. [Full Text][Citation analysis] | article | 61 |
2001 | The Curse of Non-Investment Grade Countries.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2004 | Once again, is openness good for growth? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 134 |
2004 | Once Again, is Openness Good for Growth?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
2017 | A micro-based model for world oil market In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
2002 | Disinflation and fiscal reform: a neoclassical perspective In: Journal of International Economics. [Full Text][Citation analysis] | article | 11 |
2002 | Disinflation and Fiscal Reform: A Neoclassical Perspective.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2003 | On the measurement of the international propagation of shocks: is the transmission stable? In: Journal of International Economics. [Full Text][Citation analysis] | article | 119 |
2004 | Too Sensational: On the Choice of Exchange Rate Regimes: W. Max Corden, MIT Press, 2002 In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
2005 | Identifying the efficacy of central bank interventions: evidence from Australia and Japan In: Journal of International Economics. [Full Text][Citation analysis] | article | 122 |
2009 | Capital controls on inflows, exchange rate volatility and external vulnerability In: Journal of International Economics. [Full Text][Citation analysis] | article | 69 |
2010 | An asset-pricing view of external adjustment In: Journal of International Economics. [Full Text][Citation analysis] | article | 53 |
2007 | An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2005 | The effects of war risk on US financial markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 77 |
2003 | The effects of war risk on U.S. financial markets.(2003) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2003 | The Effects of War Risk on U.S. Financial Markets.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2003 | The Effects of War Risk on U.S. Financial Markets.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2020 | What can online prices teach us about exchange rate pass-through? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
2006 | The long-run volatility puzzle of the real exchange rate In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 87 |
2004 | The Long-Run Volatility Puzzle of the Real Exchange Rate.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2004 | The impact of monetary policy on asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 642 |
2002 | The Impact of Monetary Policy on Asset Prices.(2002) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 642 | paper | |
2002 | The impact of monetary policy on asset prices.(2002) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 642 | paper | |
2002 | The Impact of Monetary Policy on Asset Prices.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 642 | paper | |
2001 | Measuring the reaction of monetary policy to the stock market In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 465 |
2001 | Measuring the Reaction of Monetary Policy to the Stock Market.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 465 | paper | |
2003 | Measuring The Reaction of Monetary Policy to the Stock Market.(2003) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 465 | article | |
2003 | Spillovers across U.S. financial markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 41 |
2003 | Spillovers Across U.S. Financial Markets.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2008 | Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 13 |
2008 | Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions.(2008) In: Research Department Publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2007 | Natural Resources: Neither Curse nor Destiny In: IDB Publications (Books). [Full Text][Citation analysis] | book | 363 |
2001 | Resource Curse or Debt Overhang?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 363 | paper | |
2007 | ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES In: International Economic Review. [Full Text][Citation analysis] | article | 29 |
2009 | Set identification with Tobin regressors In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Censored Regressors and Expansion Bias In: Working papers. [Full Text][Citation analysis] | paper | 1 |
2002 | Inter-American Seminar on Economics (IASE) 2000 In: NBER Books. [Citation analysis] | book | 0 |
2005 | Comment on Fiscal Divergence and Business Cycle Synchronization: Irresponsibility is Idiosyncratic In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2002 | Contagion: How to Measure It? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 133 |
2001 | Contagion: How to Measure It?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2000 | Comment on Balance-of-Payments Crises in Emerging Markets: Large Capital Inflows and Sovereign Governments In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2008 | Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices In: NBER Chapters. [Full Text][Citation analysis] | chapter | 65 |
2006 | Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2004 | A Risk Management Approach to Emerging Markets Sovereign Debt Sustainability with an Application to Brazilian Data In: NBER Working Papers. [Full Text][Citation analysis] | paper | 67 |
2004 | A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an Application to Brazilian Data.(2004) In: Textos para discussão. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2005 | Capital Controls, Exchange Rate Volatility and External Vulnerability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2006 | Sticky Borders In: NBER Working Papers. [Full Text][Citation analysis] | paper | 138 |
2008 | Sticky Borders.(2008) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | article | |
2010 | Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World In: NBER Working Papers. [Full Text][Citation analysis] | paper | 38 |
2013 | Unexploited 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 nother version. Agregated cites: 38 | article | |
2011 | Unexploited gains from international diversification : patterns of portfolio holdings around the world.(2011) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2011 | The Distribution of the Size of Price Changes In: NBER Working Papers. [Full Text][Citation analysis] | paper | 26 |
2011 | The Distribution of the Size of Price Changes.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2012 | Currency Unions, Product Introductions, and the Real Exchange Rate In: NBER Working Papers. [Full Text][Citation analysis] | paper | 103 |
2014 | Currency Unions, Product Introductions, and the Real Exchange Rate.(2014) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | article | |
2014 | The Price Impact of Joining a Currency Union: Evidence from Latvia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 28 |
2015 | The Price Impact of Joining a Currency Union: Evidence from Latvia.(2015) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2020 | Quantum Prices In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Contingent Linear Financial Networks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | The Pricing Strategies of Online Grocery Retailers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2021 | From Just in Time, to Just in Case, to Just in Worst-Case: Simple models of a Global Supply Chain under Uncertain Aggregate Shocks. In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2022 | ESG Confusion and Stock Returns: Tackling the Problem of Noise In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
1999 | No Contagion, Only Interdependence: Measuring Stock Market Co-movements In: NBER Working Papers. [Full Text][Citation analysis] | paper | 144 |
1999 | On the Measurement of the International Propagation of Shocks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 41 |
2000 | Identification through Heteroskedasticity: Measuring Contagion: betweenArgentinean and Mexican Sovereign Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
2002 | Identifying the Efficacy of Central Bank Interventions: The Australian Case In: NBER Working Papers. [Full Text][Citation analysis] | paper | 38 |
2002 | Using Heteroscedasticity to Estimate the Returns to Education In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
2002 | Using heteroscedasticity to estimate the returns to education.(2002) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2003 | Using heteroscedasticity to estimate the returns to education.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2003 | An Alternative Interpretation of the Resource Curse: Theory and Policy Implications In: NBER Working Papers. [Full Text][Citation analysis] | paper | 103 |
2003 | Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
2020 | Multilayer network analysis of oil linkages In: The Econometrics Journal. [Full Text][Citation analysis] | article | 3 |
2003 | Identifying the Efficacy of Central Bank Interventions: Evidence from Australia In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2007 | Passthrough at the Dock: Pricing to Currency and to Market? In: 2007 Meeting Papers. [Citation analysis] | paper | 2 |
2011 | Equilibrium Portfolios and External Adjustment under Incomplete Markets In: 2011 Meeting Papers. [Citation analysis] | paper | 0 |
2013 | Product Introductions, Currency Unions, and the Real Exchange Rate In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Hard currency and financial development In: Textos para discussão. [Full Text][Citation analysis] | paper | 2 |
2003 | Identification Through Heteroskedasticity In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 535 |
2014 | Using Online Prices to Anticipate Official CPI Inflation In: UTokyo Price Project Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2003 | Monetary policy and sectoral shocks : did the Federal Reserve react properly to the high-tech crisis? In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
2013 | DO CREDIT RATING AGENCIES ADD VALUE? EVIDENCE FROM THE SOVEREIGN RATING BUSINESS In: International Journal of Finance & Economics. [Citation analysis] | article | 16 |
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