7
H index
6
i10 index
503
Citations
Anthony P. Rodrigues : Citation Profile
Federal Reserve Bank of New York | RESEARCH PRODUCTION: 11 Articles 20 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1986 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anthony P. Rodrigues. | Is cited by:
| Cites to:
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Main data
Where Anthony P. Rodrigues has published?
| Journals with more than one article published | # docs |
|---|---|
| Quarterly Review | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Research Paper / Federal Reserve Bank of New York | 5 |
| Staff Reports / Federal Reserve Bank of New York | 4 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
| Liberty Street Economics / Federal Reserve Bank of New York | 4 |
Recent works citing Anthony P. Rodrigues (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | A predictive term-spread model in the age of inflation targeting. (2025). Tvedt, Jostein. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500004x. Full description at Econpapers || Download paper |
| 2024 | Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595. Full description at Econpapers || Download paper |
| 2024 | The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. Full description at Econpapers || Download paper |
| 2024 | Linkages between financial and macroeconomic indicators in emerging markets and developing economies. (2024). Michaelides, Michael ; Liang, Zhongwen ; Loungani, Prakash ; Biswas, Rita. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000796. Full description at Econpapers || Download paper |
| 2024 | How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089. Full description at Econpapers || Download paper |
| 2024 | Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724006056. Full description at Econpapers || Download paper |
| 2024 | Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999. Full description at Econpapers || Download paper |
| 2024 | Examining U.S. Millennial Retirement Plan Participation Decisions: The Roles of Employer Contributions and Automatic Enrollment. (2024). Liu, YI ; Korankye, Thomas ; Pearson, Blain. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:2:p:52-:d:1329490. Full description at Econpapers || Download paper |
| 2024 | Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity. (2024). Jo, Gab-Je. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:3:p:117-:d:1355973. Full description at Econpapers || Download paper |
| 2024 | Locally time-varying parameter regression. (2024). He, Zhongfang. In: Econometric Reviews. RePEc:taf:emetrv:v:43:y:2024:i:5:p:269-300. Full description at Econpapers || Download paper |
| 2025 | Economic Forecasting With German Newspaper Articles. (2025). Wintter, Simon ; Berger, Tino. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:497-512. Full description at Econpapers || Download paper |
Works by Anthony P. Rodrigues:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Is Aggregate Consumer Borrowing Consistent with the Permanent Income Hypothesis? In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 1990 | The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 1993 | The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market.(1993) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1990 | The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market..(1990) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1995 | Tests of conditional mean-variance efficiency of the U.S. stock market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
| 1986 | A Model of Wage Contract Bargaining with Imperfect Information and Strikes In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 1995 | Why do volatilities sometimes move together? In: Proceedings. [Citation analysis] | article | 1 |
| 1990 | Tests of mean-variance efficiency of international equity markets In: Research Working Paper. [Citation analysis] | paper | 13 |
| 1992 | Tests of mean-variance efficiency of international equity markets.(1992) In: Research Paper. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1993 | Tests of Mean-Variance Efficiency of International Equity Markets..(1993) In: Oxford Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2016 | How Do Survey- and Market-Based Expectations of the Policy Rate Differ? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Reconciling Survey- and Market-Based Expectations for the Policy Rate In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Unlocking the Treasury Market through TRACE In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Breaking Down TRACE Volumes Further In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 7 |
| 1994 | Nonbank lenders and the credit slowdown In: Monograph. [Citation analysis] | book | 1 |
| 1994 | Survey evidence on credit tightening and the factors behind the recent credit crunch In: Monograph. [Citation analysis] | book | 2 |
| 1988 | Financial implications of the U.S. external deficit In: Quarterly Review. [Full Text][Citation analysis] | article | 2 |
| 1991 | Financial liberalization and monetary control in Japan In: Quarterly Review. [Full Text][Citation analysis] | article | 9 |
| 1993 | Government securities investments of commercial banks In: Quarterly Review. [Full Text][Citation analysis] | article | 4 |
| 1988 | A test of international CAPM In: Research Paper. [Citation analysis] | paper | 0 |
| 1986 | A Test of International CAPM.(1986) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1989 | Conditional mean-variance efficiency of the U.S. stock market In: Research Paper. [Citation analysis] | paper | 7 |
| 1989 | Conditional Mean-Variance Efficiency of the U.S. Stock Market.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1989 | U.S. external imbalances: financial strains and macroeconomic choices In: Research Paper. [Citation analysis] | paper | 0 |
| 1991 | Financial reform and monetary control in Japan In: Research Paper. [Citation analysis] | paper | 2 |
| 2000 | How stable is the predictive power of the yield curve? evidence from Germany and the United States In: Staff Reports. [Full Text][Citation analysis] | paper | 225 |
| 2003 | How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 225 | article | |
| 2005 | One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
| 1998 | How workers use 401(k) plans: the participation, contribution, and withdrawal decisions In: Staff Reports. [Full Text][Citation analysis] | paper | 73 |
| 1998 | How Workers Use 401(K) Plans: The Participation, Contribution, and Withdrawal Decisions.(1998) In: National Tax Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
| 1998 | Consistent covariance matrix estimation in probit models with autocorrelated errors In: Staff Reports. [Full Text][Citation analysis] | paper | 28 |
| 1989 | Tests of International CAPM with Time-Varying Covariances. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 97 |
| 1987 | Tests of International CAPM with Time-Varying Covariances.(1987) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team