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Marius Rodriguez
Marius Rodriguez
Verified email at frb.gov
Title
Cited by
Cited by
Year
The price of variance risk
I Dew-Becker, S Giglio, A Le, M Rodriguez
Journal of Financial Economics 123 (2), 225-250, 2017
2072017
International spillovers of monetary policy: Conventional policy vs. quantitative easing
SE Curcuru, SB Kamin, C Li, M Rodriguez
Quantitative Easing (August, 2018), 2018
522018
What is certain about uncertainty?
D Cascaldi-Garcia, C Sarisoy, JM Londono, JH Rogers, D Datta, ...
International Finance Discussion Paper, 2020
352020
Taxonomy of global risk, uncertainty, and volatility measures
D Datta, JM Londono, B Sun, DO Beltran, T RT Ferreira, M Iacoviello, ...
Matteo and Jahan-Parvar, Mohammad R. and Li, Canlin and Rodriguez, Marius …, 2017
292017
Robustness of long-maturity term premium estimates
C Li, A Meldrum, M Rodriguez
222017
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
142013
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
62018
Financial Analysts’ Forecast Revisions and Macroeconomic Information
M Aiolfi, M Rodriguez
Manuscript, UC San Diego, 2006
52006
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
42016
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
12012
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
Taxonomy of Global Risk, Uncertainty, and Volatility Measures
DO Beltran, DD Datta, TRT Ferreira, M Iacoviello, M Jahan-Parvar, C Li, ...
Board of Governors of the Federal Reserve System (US) International Finance …, 2017
2017
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
Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability
A Timmermann, M Aiolfi, M Rodriguez
2010
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