Roberto Rigobon : Citation Profile

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

37

H index

57

i10 index

7982

Citations

RESEARCH PRODUCTION:

38

Articles

86

Papers

3

Books

6

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 249
   Journals where Roberto Rigobon has often published
   Relations with other researchers
   Recent citing documents: 305.    Total self citations: 54 (0.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri12
   Updated: 2025-05-10    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Jiang, Bomin (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 (96)

Lütkepohl, Helmut (88)

Weber, Enzo (53)

Netšunajev, Aleksei (47)

Coeurdacier, Nicolas (45)

Ehrmann, Michael (43)

Flavin, Thomas (41)

Schmukler, Sergio (39)

Bacchiocchi, Emanuele (36)

Frankel, Jeffrey (35)

Gopinath, Gita (35)

Cites to:

Reinhart, Carmen (46)

Rogoff, Kenneth (34)

Kaminsky, Graciela (33)

Levy, Daniel (32)

Obstfeld, Maurice (24)

Rose, Andrew (23)

Engel, Charles (22)

Wei, Shang-Jin (20)

Devereux, Michael (20)

Eichengreen, Barry (18)

Bernanke, Ben (17)

Main data

Where Roberto Rigobon has published?

Journals with more than one article published# docs
Journal of International Economics6
Journal of Development Economics3
The Quarterly Journal of Economics3
Economa Journal3
International Journal of Finance & Economics2
Journal of International Money and Finance2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc43
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers Central Bank of Chile / Central Bank of Chile2
Working Paper Series / European Central Bank2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Policy Research Working Paper Series / The World Bank2

Recent works citing Roberto Rigobon (2025 and 2024)

YearTitle of citing document
2024Disruption in Ground Transportation: The Effect of Landslides on Food Market Integration. (2024). Nino, Gustavo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343594.

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2024Exchange Rate Pass-Around. (2024). Trionfetti, Federico ; Crozet, Matthieu ; Jinz, Julien. In: AMSE Working Papers. RePEc:aim:wpaimx:2412.

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2024Large shocks travel fast. (2024). Miyahara, Ken ; Lippi, Francesco ; Cavallo, Alberto. In: Working Papers. RePEc:apc:wpaper:198.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024Technology, Institution, and Regional Growth: Evidence from Mineral Mining Industry in Industrializing Japan. (2024). Ogasawara, Kota. In: Papers. RePEc:arx:papers:2112.14514.

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2024Coarse Wage-Setting and Behavioral Firms. (2024). Reyes, Germ'An. In: Papers. RePEc:arx:papers:2206.01114.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2025Hedonic Prices and Quality Adjusted Price Indices Powered by AI. (2025). Monokroussos, George ; Chernozhukov, Victor ; Vijaykumar, Suhas ; Wan, Shan ; Huerta, Ramon ; Bajari, Patrick ; Manukonda, Manoj ; Leng, Ling ; Li, Junbo ; Wang, Jin ; Cen, Zhihao. In: Papers. RePEc:arx:papers:2305.00044.

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2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

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2024Wealth dynamics in a multi-aggregate closed monetary system. (2024). Ghio, Matteo ; Monaco, Andrea ; Perrotta, Adamaria. In: Papers. RePEc:arx:papers:2401.09871.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Uncertainty of Supply Chains: Risk and Ambiguity. (2024). Kancs, d'Artis. In: Papers. RePEc:arx:papers:2405.03451.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2025Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2410.22706.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2024Trade Openness and Economic Growth in Nigeria: An Autoregressive Distributed Lagged (ARDL) Model Approach. (2024). Peverga, Kator. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:4:p:248-261.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024Determinants of currency choice in cross-border bank loans. (2024). Schmitz, Martin ; McQuade, Peter ; Emter, Lorenz ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:1184.

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2024Estimation of Multidimensionality of Monetary Policy Using High-Frequency Data. (2024). Bannikova, Victoria. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:3-26.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Currency internationalization with Chinese characteristics: Is capital‐account convertibility required for the renminbi to acquire reserve‐currency status?. (2024). Monnet, Eric ; Mehl, Arnaud ; Eichengreen, Barry ; MacAire, Camille ; Naef, Alain. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:2:p:102-128.

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2024Global outsourcing and voluntary disclosure. (2024). Dai, Lili ; Ng, Lilian ; Peng, Zihang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:3-4:p:846-879.

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024The impact of artificial intelligence design on pricing. (2024). Pakes, Ariel ; Asker, John ; Fershtman, Chaim. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:33:y:2024:i:2:p:276-304.

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2024Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2024). Caballero, Ricardo ; Simsek, Alp. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1719-1753.

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2024Nonrenewable resource use sustainability and public debt. (2024). Magris, Francesco ; Clootens, Nicolas. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:26:y:2024:i:1:n:e12665.

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2024How did Chinas zero Covid policy affect its exports?. (2024). Zheng, Xiuxiu ; Tang, Heiwai. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:2:p:545-573.

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2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

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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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2024Dominant currency pricing transition. (2024). Vicquéry, Roger ; Garofalo, Marco ; Vicquery, Roger ; Rosso, Giovanni. In: Bank of England working papers. RePEc:boe:boeewp:1074.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2024Monetary Policy and the Mutual Fund Market: Funding and Liquidity. (2024). Stein, Roy ; Ribon, Sigal ; Ben-Zeev, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.11.

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2024Friendshoring in global production networks: state-orchestrated coupling amid geopolitical uncertainty. (2024). Gideon, Tups ; Linus, Kalvelage. In: ZFW – Advances in Economic Geography. RePEc:bpj:zfwige:v:68:y:2024:i:3-4:p:151-166:n:1001.

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2024Uncovering the Sources of Geographic Market Segmentation: Evidence from the EU and the US. (2024). Verboven, Frank ; Hoste, Joris. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2402.

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2024The Impact of a Large Depreciation on the Cost of Living of Rich and Poor Consumers. (2024). Konings, Jozef ; Hoste, J ; Colicev, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2430.

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2024Geopolitics and corporate risk: Evidence from EU-Russia conflict shocks. (2024). Kagerer, B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2471.

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2024Uncovering the Sources of Geographic Market Segmentation: Evidence from the EU and the US. (2024). Verboven, Frank ; Hoste, Joris. In: Janeway Institute Working Papers. RePEc:cam:camjip:2408.

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2024The Impact of a Large Depreciation on the Cost of Living of Rich and Poor Consumers. (2024). Konings, Jozef ; Hoste, J ; Colicev, A. In: Janeway Institute Working Papers. RePEc:cam:camjip:2419.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Dominant Currency Pricing Transition. (2024). Vicquéry, Roger ; Garofalo, Marco ; Rosso, Giovanni. In: Discussion Papers. RePEc:cfm:wpaper:2419.

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2024The Causal Effects of Expected Depreciations. (2024). Pedemonte, Mathieu ; Hofstetter, Marc ; Delgado, Martha Elena ; Herreo, Juan. In: Documentos CEDE. RePEc:col:000089:021114.

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2025Sustainable Finance in the New Geo-Political Era: A Difficult Balancing Act. (2025). Esposito, Lorenzo ; Cocco, Marta. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0045.

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2024Extreme temperatures and the profitability of large European firms. (2024). Poncela, Maria Pilar ; Enzo, Gian Pietro ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44217.

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2024The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty. (2024). Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2072.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Does fear of floating shape monetary policy and does it matter?. (2024). Ozkan, Gulcin ; McManus, Richard ; Ahmad, Asif. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00192.

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2025An examination of the oil market at the outset of the Russia-Ukraine conflict. (2025). Hassan, Md Iftekhar ; Balli, Faruk ; Billiah, Mabruk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00343.

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2024Determinants of currency choice in cross-border bank loans. (2024). Schmitz, Martin ; McQuade, Peter ; Emter, Lorenz ; Pradhan, Swapan-Kumar. In: Working Paper Series. RePEc:ecb:ecbwps:20242918.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2025Interest rate control and the transmission of monetary policy. (2025). Pool, Sebastiaan ; Holm-Hadulla, Fdric. In: Working Paper Series. RePEc:ecb:ecbwps:20253048.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Bouteska, Ahmed ; Buchetti, Bruno ; Santon, Alessandro ; Harasheh, Murad. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2024Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Aziz, Aulia Luqman ; Pradipta, Indry Aristianto ; Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58.

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2024Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach. (2024). CHAUBAL, ADITI ; Padha, Vimarsh. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000945.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2024Exchange rate pass-through in emerging Asia and exposure to external shocks. (2024). Beirne, John ; Panthi, Pradeep ; Renzhi, Nuobu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1608-1624.

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2024Are cooperative and commercial banks equally effective in reducing the shadow economy? International evidence. (2024). Barra, Cristian ; Ruggiero, Nazzareno ; Papaccio, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:138:y:2024:i:c:s026499932400141x.

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2024Modeling the macroeconomic consequences of natural disasters: Capital stock, recovery dynamics, and monetary policy. (2024). Jooste, Charl ; Hallegatte, Stephane ; McIsaac, Florent. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001433.

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2024Entry cost, fixed cost and markup: Theory and evidence from the impact of corruption on prices. (2024). Liu, Yue ; Luo, Rong. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001755.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2025Disentangling the heterogeneous effect of natural resources on economic growth. (2025). Aparicio-Prez, Daniel ; Ripolls, Jordi. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002840.

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2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Hunjra, Ahmed ; Zhang, Mingda ; Aslam, Faheem ; Memon, Bilal Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190.

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2024Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2024The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694.

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2024Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

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2025Are natural disasters stumbling blocks to carbon inequality mitigation? A global perspective. (2025). Nepal, Rabindra ; Dong, Kangyin ; Zander, Kerstin K ; Zhao, Congyu. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924002891.

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2024Sustainable investing with ESG ambiguous information. (2024). Jin, Yurong ; Yan, Jingzhou. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002805.

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2024Optimal nonparametric range-based volatility estimation. (2024). Bollerslev, Tim ; Li, Qiyuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2024Nonparametric Gini-Frisch bounds. (2024). Chalak, Karim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002762.

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2024Testing and relaxing the exclusion restriction in the control function approach. (2024). Sasaki, Yuya ; hoderlein, stefan ; Dhaultfuille, Xavier. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000439.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Costola, Michele ; Iacopini, Matteo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024The effects of temperature shocks on energy prices and inflation in the Euro Area. (2024). Lucidi, Francesco ; Tancioni, Massimiliano ; Pisa, Marta Maria. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124001004.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Finance dependence and exchange rate pass-through: Empirical evidence from China. (2024). Hu, Chenghao. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000936.

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2024Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy. (2024). Ciccarelli, Matteo ; Marotta, Fulvia. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006618.

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2024Are clean energy markets hedges for stock markets? A tail quantile connectedness regression. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ziadat, Salem Adel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004651.

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2024Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x.

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2024Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective. (2024). Sheenan, Lisa ; Klein, Tony ; Schweers, Koen. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005474.

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2024Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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2024Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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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.
[Full Text][Citation analysis]		article460
2007Currency Choice and Exchange Rate Pass-through.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 460		paper
2016The Billion Prices Project: Using Online Prices for Measurement and Research In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article166
2016The 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: 166		paper
2009Bias From Censored Regressors In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article28
2004Why are capital flows so much volatile in emerging than in developed countries? In: Working Papers.
[Full Text][Citation analysis]		paper47
2006Why 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
2019Promise: measuring from inflation to discrimination In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter0
2012Distance and Political Boundaries. Estimating Border Effects under Inequality Constraints In: Documentos de trabajo.
[Full Text][Citation analysis]		paper32
2012Distance 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: 32		paper
2012Distance 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: 32		paper
2016Distance 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: 32		article
2005Rule of law, democracy, openness, and income In: The Economics of Transition.
[Full Text][Citation analysis]		article170
2014Prices and Supply Disruptions during Natural Disasters In: Review of Income and Wealth.
[Full Text][Citation analysis]		article86
2013Prices and Supply Disruptions during Natural Disasters.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2012Measuring sovereign contagion in Europe In: Working Paper.
[Full Text][Citation analysis]		paper218
2012Measuring Sovereign Contagion in Europe.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		paper
2018Measuring sovereign contagion in Europe.(2018) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		article
2013Measuring Sovereign Contagion in Europe.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		paper
2015Measuring sovereign contagion in Europe.(2015) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 218		paper
2016Contagion, spillover and interdependence In: Bank of England working papers.
[Full Text][Citation analysis]		paper44
2019Contagion, Spillover, and Interdependence.(2019) In: Economía Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2016Contagion, spillover and interdependence.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2005Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries? In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper55
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 nother version. Agregated cites: 55		paper
2010Commodity Prices Pass-Through In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper21
2007Through the Pass-Through: Measuring Central Bank Credibility In: CID Working Papers.
[Full Text][Citation analysis]		paper3
2001Contagion in Latin America: Definitions, Measurement, and Policy Implications In: Economía Journal.
[Full Text][Citation analysis]		article103
2000Contagion in Latin America: Definitions, Measurement, and Policy Implications.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		paper
2015Presidential Address: Macroeconomics and Online Prices In: Economía Journal.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		paper105
2004Rule 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
2005Wealth Transfers, Contagion and Portfolio Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2005Wealth Transfers, Contagion, and Portfolio Constraints.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2008The Role of Portfolio Constraints in the International Propagation of Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper110
2008The Role of Portfolio Constraints in the International Propagation of Shocks.(2008) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		article
2011International Macro-Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2010International Macro-Finance.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2005Stocks, bonds, money markets and exchange rates: measuring international financial transmission In: Working Paper Series.
[Full Text][Citation analysis]		paper297
2005Stocks, 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: 297		paper
2011Stocks, 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: 297		article
2004A 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]		paper55
2004Asset Prices and Exchange Rates In: Econometric Society 2004 North American Winter Meetings.
[Full Text][Citation analysis]		paper245
2003Asset Prices and Exchange Rates.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		paper
2004Asset Prices and Exchange Rates.(2004) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		paper
2003Asset Prices and Exchange Rates.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		paper
2007Asset Prices and Exchange Rates.(2007) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 245		article
2010Set identification and sensitivity analysis with Tobin regressors In: Quantitative Economics.
[Citation analysis]		article8
2008Respuesta fiscal a la incertidumbre de la renta In: Coediciones.
[Full Text][Citation analysis]		book0
2002Currency crises and contagion: an introduction In: Journal of Development Economics.
[Full Text][Citation analysis]		article31
2002The curse of non-investment grade countries In: Journal of Development Economics.
[Full Text][Citation analysis]		article67
2001The Curse of Non-Investment Grade Countries.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2004Once again, is openness good for growth? In: Journal of Development Economics.
[Full Text][Citation analysis]		article141
2004Once Again, is Openness Good for Growth?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2017A micro-based model for world oil market In: Energy Economics.
[Full Text][Citation analysis]		article6
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 nother 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]		article123
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]		article126
2009Capital controls on inflows, exchange rate volatility and external vulnerability In: Journal of International Economics.
[Full Text][Citation analysis]		article70
2010An asset-pricing view of external adjustment In: Journal of International Economics.
[Full Text][Citation analysis]		article57
2007An Asset-Pricing View of External Adjustment.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2005The effects of war risk on US financial markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article97
2003The 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: 97		paper
2003The Effects of War Risk on U.S. Financial Markets.(2003) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 97		paper
2003The 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: 97		paper
2020What can online prices teach us about exchange rate pass-through? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2006The long-run volatility puzzle of the real exchange rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article89
2004The 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: 89		paper
2004The impact of monetary policy on asset prices In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article679
2002The 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: 679		paper
2002The 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: 679		paper
2002The Impact of Monetary Policy on Asset Prices.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 679		paper
2001Measuring the reaction of monetary policy to the stock market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper486
2001Measuring 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: 486		paper
2003Measuring 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: 486		article
2003Spillovers across U.S. financial markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper41
2003Spillovers Across U.S. Financial Markets.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2008Do Credit Rating Agencies Add Value?: Evidence from the Sovereign Rating Business Institutions In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper13
2008Do 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
2007Natural Resources: Neither Curse nor Destiny In: IDB Publications (Books).
[Full Text][Citation analysis]		book379
2001Resource Curse or Debt Overhang?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 379		paper
2007ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES In: International Economic Review.
[Full Text][Citation analysis]		article32
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) 2000 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]		chapter133
2001Contagion: How to Measure It?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		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.
[Full Text][Citation analysis]		chapter67
2006Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2004A Risk Management Approach to Emerging Markets Sovereign Debt Sustainability with an Application to Brazilian Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper67
2004A 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
2005Capital Controls, Exchange Rate Volatility and External Vulnerability In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2006Sticky Borders In: NBER Working Papers.
[Full Text][Citation analysis]		paper160
2008Sticky Borders.(2008) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		article
2010Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World In: NBER Working Papers.
[Full Text][Citation analysis]		paper38
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 nother version. Agregated cites: 38		article
2011Unexploited 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
2011The Distribution of the Size of Price Changes In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2011The Distribution of the Size of Price Changes.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2012Currency Unions, Product Introductions, and the Real Exchange Rate In: NBER Working Papers.
[Full Text][Citation analysis]		paper113
2014Currency 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: 113		article
2014The Price Impact of Joining a Currency Union: Evidence from Latvia In: NBER Working Papers.
[Full Text][Citation analysis]		paper31
2015The Price Impact of Joining a Currency Union: Evidence from Latvia.(2015) In: IMF Economic Review.
[Full Text][Citation analysis]
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2020Quantum Prices In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2020Contingent Linear Financial Networks In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2021The Pricing Strategies of Online Grocery Retailers In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2021From 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]		paper20
2022ESG Confusion and Stock Returns: Tackling the Problem of Noise In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2024Timing Sustainable Engagement in Real Asset Investments In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements In: NBER Working Papers.
[Full Text][Citation analysis]		paper1628
1999On the Measurement of the International Propagation of Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper40
2000Identification through Heteroskedasticity: Measuring Contagion: betweenArgentinean and Mexican Sovereign Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2002Identifying the Efficacy of Central Bank Interventions: The Australian Case In: NBER Working Papers.
[Full Text][Citation analysis]		paper39
2002Using Heteroscedasticity to Estimate the Returns to Education In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
2002Using 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
2003Using heteroscedasticity to estimate the returns to education.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2003An Alternative Interpretation of the Resource Curse: Theory and Policy Implications In: NBER Working Papers.
[Full Text][Citation analysis]		paper103
2003Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis? In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2020Multilayer network analysis of oil linkages In: The Econometrics Journal.
[Full Text][Citation analysis]		article10
2003Identifying the Efficacy of Central Bank Interventions: Evidence from Australia In: RBA Research Discussion Papers.
[Full Text][Citation analysis]		paper23
2007Passthrough at the Dock: Pricing to Currency and to Market? In: 2007 Meeting Papers.
[Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper0
2000Hard currency and financial development In: Textos para discussão.
[Full Text][Citation analysis]		paper2
2003Identification Through Heteroskedasticity In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article593
2014Using Online Prices to Anticipate Official CPI Inflation In: UTokyo Price Project Working Paper Series.
[Full Text][Citation analysis]		paper1
2003Monetary 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]		paper26
2013DO CREDIT RATING AGENCIES ADD VALUE? EVIDENCE FROM THE SOVEREIGN RATING BUSINESS In: International Journal of Finance & Economics.
[Citation analysis]		article16

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team