Следене
Marius Rodriguez
Marius Rodriguez
Потвърден имейл адрес: frb.gov
Заглавие
Позовавания
Позовавания
Година
The price of variance risk
I Dew-Becker, S Giglio, A Le, M Rodriguez
Journal of Financial Economics 123 (2), 225-250, 2017
2342017
What is certain about uncertainty?
D Cascaldi-Garcia, C Sarisoy, JM Londono, B Sun, DD Datta, T Ferreira, ...
Journal of Economic Literature 61 (2), 624-654, 2023
932023
International spillovers of monetary policy: Conventional policy vs. quantitative easing
SE Curcuru, SB Kamin, C Li, M Rodriguez
International Finance Discussion Paper, 2018
772018
Taxonomy of global risk, uncertainty, and volatility measures
D Datta, JM Londono, B Sun, DO Beltran, T RT Ferreira, M Iacoviello, ...
International Finance Discussion Paper, 2017
412017
Robustness of long-maturity term premium estimates
C Li, A Meldrum, M Rodriguez
302017
Dynamic factor value-at-risk for large heteroskedastic portfolios
S Aramonte, M del Giudice Rodriguez, J Wu
Journal of Banking & Finance 37 (11), 4299-4309, 2013
172013
Understanding analysts’ earnings expectations: Biases, nonlinearities, and predictability
M Aiolfi, M Rodriguez, A Timmermann
Journal of Financial Econometrics 8 (3), 305-334, 2010
142010
Financial analysts’ incentives and forecast biases
M Rodriguez
Manuscript, UC San Diego, 2005
102005
International spillovers of monetary policy: Conventional policy vs
SE Curcuru, SB Kamin, C Li, M Rodriguez
Quantitative Easing, 2018
82018
Drivers of inflation compensation: Evidence from inflation swaps in advanced economies
MG Rodriguez, E Yoldas
Board of Governors of the Federal Reserve System (US), 2016
52016
Financial Analysts’ Forecast Revisions and Macroeconomic Information
M Aiolfi, M Rodriguez
Manuscript, UC San Diego, 2006
52006
The effect of capital controls and prudential FX measures on options-implied exchange rate stability
M Rodriguez, T Wu
Available at SSRN 2246872, 2013
42013
The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability
M del Giudice Rodriguez, T Wu
Federal Reserve Bank of San Francisco, 2013
22013
The Effect of Capital Controls and Prudential FX Measures on Options&Implied Exchange Rate Volatility and Tail Risk!
M del Giudice Rodriguez, T Wu
22012
International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
SB Kamin, SE Curcuru, C Li, M Rodriguez
AEI: American Enterprise Institute for Public Policy Research, 2023
2023
The Decline in Long-Term Interest Rates and the Role of Monetary Policy
DK Engstrom, J McCoy, A Meldrum, K Peneva, M Rodriguez, BA Wilson
2019
Trade Policy Uncertainty and the US Economy
M Iacoviello, E Pinto, M Rodriguez, S Tevlin, R Vigfusson
2018
Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies
M del Giudice Rodriguez, E Yoldas
IFDP Notes, 2016
2016
Bank counterparties and collateral usage
H Faquiryan, M Rodriguez
FRBSF Economic Letter 2014, 21, 2014
2014
Bias and Uncertainty in Analyst Earnings Expectations at Different Forecast Horizons
M Aiolfi, M Rodriguez, A Timmermann
Essays in Nonlinear Time Series Econometrics, 288, 2014
2014
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