.
Rigobon, Roberto's
Scholarly Papers
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Aggregate Statistics
Total 9,781
Total Citations 1,258
1.
Kritzman, Mark Windham Capital Management
Li, Yuanzhen Windham Capital Management
Page, Sebastien State Street Associates
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
1,643(3,973)
6
Systemic risk, principal components
2.
Asset Prices and Exchange Rates
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Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
14 Jul 03
Last Revised:
29 Jul 10
1,334(5,742)
72
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
0
G12, G15, F31, F36
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
0
International finance, asset pricing, exchange rate, terms of trade, international transmission
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
46
72
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
1,288
72
International finance, asset pricing, exchange rate, terms of trade, international transmission
3.
Kritzman, Mark Massachusetts Institute of Technology (MIT) - Sloan School of Management
Li, Yuanzhen Windham Capital Management
Page, Sebastien State Street Associates
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
1,167(7,203)
6
4.
Measuring the Reaction of Monetary Policy to the Stock Market
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Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
11 Jun 01
Last Revised:
20 Aug 01
1,012(9,114)
84
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
67
84
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
945
84
Monetary policy, stock market, identification, heteroskedasticity
5.
The Impact of Monetary Policy on Asset Prices
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Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
31 Jan 02
Last Revised:
26 Oct 10
577(21,036)
119
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
54
114
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
523
113
Monetary policy, stock market, yield curve, identification, heteroskedasticity
6.
The Role of Portfolio Constraints in the International Propagation of Shocks
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Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 Feb 05
Last Revised:
09 Jul 08
407(33,339)
33
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
2
33
Asset pricing, contagion, International finance, portfolio constraints, terms of trade, wealth transfer
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
0
International finance, asset pricing, exchange rate, terms of trade, wealth transfer, portfolio constraints, contagion, international transmission
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
405
33
International finance, asset pricing, terms of trade, portfolio constraints, contagion
7.
The Effects of War Risk on U.S. Financial Markets
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Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
01 Apr 03
Last Revised:
19 Jun 03
379(36,413)
18
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
112
18
War, flight to quality, heteroskedasticity, identification
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
36
18
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
231
18
War Risk, Stock Markets, Monetary Policy, Identification, Heteroskedasticity
8.
Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
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Ehrmann , Michael European Central Bank (ECB)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
Posted:
21 Feb 05
Last Revised:
07 Jul 10
332(42,794)
47
Ehrmann , Michael European Central Bank (ECB)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
40
47
Ehrmann , Michael European Central Bank (ECB)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Fratzscher, Marcel DIW Berlin
292
47
international financial markets, integration, transmission, financial market linkages, identification, heteroskedasticity, asset pricing, United States, euro area
9.
Spillovers Across U.S. Financial Markets
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Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
25 Apr 03
Last Revised:
12 May 03
275(53,249)
15
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
250
15
Identification, Heteroskedasticity, GARCH, Stock Market, Yield Curve
Sack, Brian P. Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
25
15
10.
Broner, Fernando A. CREI
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
253(58,444)
6
Capital flows, emerging countries, volatility, crises, contagion, persistence
11.
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Mar 08
Last Revised:
28 Mar 12
183(81,523)
7
Current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances
12.
An Asset-Pricing View of External Adjustment
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Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
05 Oct 07
Last Revised:
03 Jul 10
167(88,836)
8
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
13
8
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
154
8
current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances
13.
Cavallo, Eduardo A. Inter-American Development Bank (IDB) - Research Department
Powell, Andrew Inter-American Development Bank (IDB)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
158(93,426)
2
14.
Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
156(94,519)
355
15.
Manzano, Osmel CAF Development Bank of Latin America
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
150(97,929)
37
16.
Once Again, is Openness Good for Growth?
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Lee, Ha Yan Massachusetts Institute of Technology (MIT) - Department of Economics
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ricci, Luca A. International Monetary Fund (IMF) - Research Department
Posted:
24 Sep 04
Last Revised:
15 Feb 06
141(103,300)
15
Lee, Ha Yan Massachusetts Institute of Technology (MIT) - Department of Economics
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ricci, Luca A. International Monetary Fund (IMF) - Research Department
86
15
Trade openness, economic growth, endogeneity, identification through heteroskedasticity
Lee, Ha Yan Massachusetts Institute of Technology (MIT) - Department of Economics
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Ricci, Luca A. International Monetary Fund (IMF) - Research Department
55
15
17.
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Stoker, Thomas M. Massachusetts Institute of Technology (MIT) - Sloan School of Management
140(103,904)
1
Censored Regressors, Expansion Bias
18.
Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships
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Rodrik, Dani Harvard University - Harvard Kennedy School (HKS)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
24 Sep 04
Last Revised:
24 Aug 09
121(117,267)
62
Rodrik, Dani Harvard University - Harvard Kennedy School (HKS)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
29
62
Rodrik, Dani Harvard University - Harvard Kennedy School (HKS)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
32
62
Growth
Rodrik, Dani Harvard University - Harvard Kennedy School (HKS)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
60
62
19.
International Macro-Finance
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Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
27 Dec 10
Last Revised:
06 Feb 11
117(120,370)
4
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
7
4
asset pricing, equity prices, international macroeconomics, international portfolios
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
68
4
International Macroeconomics, Asset Pricing, International Macro-Finance, International Portfolios, Equity Prices
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
42
4
20.
Garcia, Marcio G. P. Pontifical Catholic University - Department of Economics
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
102(133,336)
22
21.
Didier, Tatiana World Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Schmukler, Sergio L. World Bank - Development Research Group (DECRG)
90(145,158)
8
financial integration, globalization, mutual funds, risk diversification
22.
Contagion: How to measure it?
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Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
09 Feb 01
Last Revised:
21 Oct 10
79(157,554)
30
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
79
30
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
0
Contagion, Financial Crises, Exchange Rate Crises, Conditional Heteroskedasticity, Simultaneous Equations, Omitted Variables.
23.
Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World
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Didier, Tatiana World Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Schmukler, Sergio L. World Bank - Development Research Group (DECRG)
Posted:
27 Dec 10
Last Revised:
25 Jan 11
78(158,757)
6
Didier, Tatiana World Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Schmukler, Sergio L. World Bank - Development Research Group (DECRG)
62
6
Mutual Funds, Debt Markets, Emerging Markets, Rural Development Knowledge & Information Systems, Access to Finance
Didier, Tatiana World Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Schmukler, Sergio L. World Bank - Development Research Group (DECRG)
16
6
24.
Raddatz, Claudio E. World Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
74(163,916)
6
25.
Hausmann, Ricardo Harvard University - Harvard Kennedy School (HKS)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
73(165,228)
26
26.
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
59(185,330)
17
27.
Gopinath, Gita Harvard University - Department of Economics
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Itskhoki, Oleg Princeton University - Department of Economics
54(193,549)
32
28.
Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
48(204,113)
14
29.
Wealth Transfers, Contagion, and Portfolio Constraints
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Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
12 Jul 05
Last Revised:
26 Oct 05
46(207,825)
7
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
21
7
International finance, asset pricing, terms of trade, portfolio constraints, contagion
Pavlova, Anna London Business School
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
25
7
30.
Hausmann, Ricardo Harvard University - Harvard Kennedy School (HKS)
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Panizza, Ugo United Nations - Conference on Trade and Development (UNCTAD)
46(207,825)
14
31.
Hogan, Vincent National University of Ireland - University College Dublin
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
37(226,243)
8
32.
Edwards, Sebastian University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
36(228,481)
14
33.
Kearns, Jonathan Reserve Bank of Australia - Economic Research
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
35(230,806)
11
34.
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Sack, Brien Author - Independent
33(235,544)
18
35.
Gopinath, Gita Harvard University - Department of Economics
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
33(235,544)
43
36.
Stoker, Thomas M. affiliation not provided to SSRN
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
27(251,842)
4
37.
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
26(254,976)
29
38.
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
26(254,976)
39
39.
Raddatz, Claudio E. World Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
25(258,101)
7
40.
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
19(278,725)
2
41.
Cavallo, Alberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
12(303,611)
2
42.
Borraz, Fernando Banco Central del Uruguay
Cavallo, Alberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Zipitria, Leandro Universidad de Montevideo
8(316,682)
43.
Caporin, Massimiliano University of Padova - Department of Economics and Management "Marco Fanno"
Pelizzon, Loriana Ca Foscari University of Venice - Department of Economics
Ravazzolo, Francesco Norges Bank
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
17 Mar 12
Last Revised:
14 May 13
2(335,836)
2
Sovereign Risk, Contagion
44.
Cavallo, Alberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Neiman, Brent University of Chicago - Booth School of Business
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
1(343,238)
1
45.
Forbes, Kristin J. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
Contagion, Correlations, Heteroscedasticity, Interdependence, Comovement, Currency Crises, Asian Crisis, Mexican Crisis
46.
Rigobon, Roberto Massachusetts Institute of Technology (MIT) - Sloan School of Management
