Roberto Rigobon

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor

E52-447

Cambridge, MA 02142

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • Massachusetts Institute of Technology (MIT) - Sloan School of Management

    • Email
    • Tel: 617-258-8374
    • Fax: 617-258-6855

  • National Bureau of Economic Research (NBER)

SCHOLARLY PAPERS

60

DOWNLOADS
Rank 485

SSRN RANKINGS

Top 485

in Total Papers Downloads

59,298

SSRN CITATIONS
Rank 324

SSRN RANKINGS

Top 324

in Total Papers Citations

618

CROSSREF CITATIONS

2,039

Scholarly Papers (60)

Actions:
Email selected abstracts
1.

Aggregate Confusion: The Divergence of ESG Ratings

Forthcoming Review of Finance
Number of pages: 48 Posted: 20 Aug 2019 Last Revised: 26 Apr 2022
Florian Berg, Julian F Kölbel and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Zurich, Department of Banking and Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 41,178 (57)
Citation 168

Abstract:

Loading...

Corporate Social Responsibility, Corporate Sustainability, ESG Rating Agencies, ESG Rating Disagreement

2.

ESG Confusion and Stock Returns: Tackling the Problem of Noise

Number of pages: 60 Posted: 12 Oct 2021
Florian Berg, Julian F Kölbel, Anna Pavlova and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Zurich, Department of Banking and Finance, London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,903 (3,787)

Abstract:

Loading...

ESG, errors-in-variables, attenuation bias, ratings, stock returns, noise

3.

Principal Components as a Measure of Systemic Risk

Number of pages: 30 Posted: 05 Apr 2010
Mark Kritzman, Yuanzhen Li, Sebastien Page and Roberto Rigobon
Windham Capital Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3,246 (5,178)
Citation 39

Abstract:

Loading...

Systemic risk, principal components

4.

Asset Prices and Exchange Rates

Downloads 1,704 ( 14,642)
Citation 107

Asset Prices and Exchange Rates

MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Number of pages: 45 Posted: 27 Dec 2004
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,621 (15,530)

Abstract:

Loading...

International finance, asset pricing, exchange rate, terms of trade, international transmission

Asset Prices and Exchange Rates

NBER Working Paper No. w9834
Number of pages: 51 Posted: 14 Jul 2003 Last Revised: 16 May 2022
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 83 (411,405)
Citation 40

Abstract:

Loading...

Asset Prices and Exchange Rates

Review of Financial Studies, Vol. 20, pp. 1139-1181, 2007
Posted: 07 Aug 2006
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

International finance, asset pricing, exchange rate, terms of trade, international transmission

Asset Prices and Exchange Rates

The Review of Financial Studies, Vol. 20, Issue 4, pp. 1139-1180, 2007
Posted: 25 Jun 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

G12, G15, F31, F36

5.

Measuring the Reaction of Monetary Policy to the Stock Market

Downloads 1,294 ( 22,221)
Citation 46

Measuring the Reaction of Monetary Policy to the Stock Market

Number of pages: 32 Posted: 11 Jun 2001
Roberto Rigobon and Brian P. Sack
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Downloads 1,166 (25,426)
Citation 43

Abstract:

Loading...

Monetary policy, stock market, identification, heteroskedasticity

Measuring the Reaction of Monetary Policy to the Stock Market

NBER Working Paper No. w8350
Number of pages: 34 Posted: 28 Jun 2001 Last Revised: 27 Apr 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 128 (307,283)
Citation 11

Abstract:

Loading...

6.

The Impact of Monetary Policy on Asset Prices

Downloads 780 ( 45,480)
Citation 168

The Impact of Monetary Policy on Asset Prices

Number of pages: 34 Posted: 31 Jan 2002
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 647 (57,355)
Citation 1

Abstract:

Loading...

Monetary policy, stock market, yield curve, identification, heteroskedasticity

The Impact of Monetary Policy on Asset Prices

NBER Working Paper No. w8794
Number of pages: 40 Posted: 14 Feb 2002 Last Revised: 14 Jul 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 133 (298,371)
Citation 13

Abstract:

Loading...

7.

Why are Capital Flows so Much More Volatile in Emerging than in Developed Countries?

Number of pages: 23 Posted: 01 Mar 2006
Fernando Broner and Roberto Rigobon
CREI and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 581 (66,617)
Citation 23

Abstract:

Loading...

Capital flows, emerging countries, volatility, crises, contagion, persistence

8.

The Role of Portfolio Constraints in the International Propagation of Shocks

Downloads 468 ( 86,956)
Citation 77

The Role of Portfolio Constraints in the International Propagation of Shocks

EFA 2006 Zurich Meetings Paper, MIT Sloan Working Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 54 Posted: 24 Feb 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 466 (86,653)
Citation 11

Abstract:

Loading...

International finance, asset pricing, terms of trade, portfolio constraints, contagion

The Role of Portfolio Constraints in the International Propagation of Shocks

CEPR Discussion Paper No. DP6647
Number of pages: 57 Posted: 05 Jun 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2 (917,298)
Citation 8
  • Add to Cart

Abstract:

Loading...

Asset pricing, contagion, International finance, portfolio constraints, terms of trade, wealth transfer

The Role of Portfolio Constraints in the International Propagation of Shocks

Review of Economic Studies, Forthcoming
Posted: 20 Mar 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

International finance, asset pricing, exchange rate, terms of trade, wealth transfer, portfolio constraints, contagion, international transmission

9.

The Effects of War Risk on U.S. Financial Markets

Downloads 445 ( 92,250)
Citation 31

The Effects of War Risk on U.S. Financial Markets

Number of pages: 16 Posted: 01 Apr 2003
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 260 (164,664)

Abstract:

Loading...

War Risk, Stock Markets, Monetary Policy, Identification, Heteroskedasticity

The Effects of War Risk on U.S. Financial Markets

Number of pages: 18 Posted: 19 Jun 2003
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 135 (295,035)
Citation 2

Abstract:

Loading...

War, flight to quality, heteroskedasticity, identification

The Effects of War Risk on U.S. Financial Markets

NBER Working Paper No. w9609
Number of pages: 16 Posted: 05 Apr 2003 Last Revised: 04 Apr 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 50 (534,946)
Citation 5

Abstract:

Loading...

10.

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

Downloads 388 (108,072)
Citation 88

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

EFA 2005 Moscow Meetings Paper, ECB Working Paper No. 452
Number of pages: 49 Posted: 21 Feb 2005
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 334 (126,974)

Abstract:

Loading...

international financial markets, integration, transmission, financial market linkages, identification, heteroskedasticity, asset pricing, United States, euro area

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

NBER Working Paper No. w11166
Number of pages: 41 Posted: 30 Mar 2005 Last Revised: 07 Jul 2022
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 54 (516,514)
Citation 16

Abstract:

Loading...

11.

Equilibrium Portfolios and External Adjustment Under Incomplete Markets

AFA 2009 San Francisco Meetings Paper
Number of pages: 41 Posted: 20 Mar 2008 Last Revised: 28 Mar 2012
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 354 (119,779)
Citation 21

Abstract:

Loading...

Current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances

12.

Spillovers Across U.S. Financial Markets

Downloads 325 (131,373)

Spillovers Across U.S. Financial Markets

Number of pages: 30 Posted: 01 May 2003
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 285 (149,948)

Abstract:

Loading...

Identification, Heteroskedasticity, GARCH, Stock Market, Yield Curve

Spillovers Across U.S. Financial Markets

NBER Working Paper No. w9640
Number of pages: 29 Posted: 25 Apr 2003 Last Revised: 07 May 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 40 (585,932)

Abstract:

Loading...

13.

Measuring Sovereign Contagion in Europe

Downloads 304 (140,877)
Citation 27

Measuring Sovereign Contagion in Europe

SAFE Working Paper No. 103
Number of pages: 92 Posted: 15 May 2015
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration, Free University of Bozen-Bolzano - Faculty of Economics and Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 155 (264,210)
Citation 14

Abstract:

Loading...

Sovereign Risk, Contagion, Disintegration

Measuring Sovereign Contagion in Europe

Number of pages: 246 Posted: 17 Mar 2012 Last Revised: 13 Mar 2014
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration, Free University of Bozen-Bolzano - Faculty of Economics and Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 130 (303,666)
Citation 4

Abstract:

Loading...

Sovereign Risk, Contagion

Measuring Sovereign Contagion in Europe

NBER Working Paper No. w18741
Number of pages: 58 Posted: 16 Sep 2020 Last Revised: 18 Mar 2022
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration, Free University of Bozen-Bolzano and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 19 (734,922)
Citation 10

Abstract:

Loading...

14.

Resource Curse or Debt Overhang?

NBER Working Paper No. w8390
Number of pages: 37 Posted: 20 Jul 2001 Last Revised: 06 Jun 2021
Osmel E Manzano, Osmel E Manzano and Roberto Rigobon
Inter-American Development Bank (IDB)Instituto de Estudios Superiores de Administración (IESA) - Centro Internacional de Energía y Ambiente and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 284 (151,140)

Abstract:

Loading...

15.

Contagion, Spillover and Interdependence

Downloads 279 (153,805)
Citation 4

Contagion, Spillover and Interdependence

ECB Working Paper No. 1975
Number of pages: 23 Posted: 03 Feb 2017
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 279 (153,164)
Citation 4

Abstract:

Loading...

identification, heteroskedasticity, contagion

Contagion, Spillover and Interdependence

Bank of England Working Paper No. 607
Posted: 20 Aug 2016
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

spillovers, contagion, heteroskedasticity

16.

Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions

IDB Working Paper No. 546
Number of pages: 48 Posted: 25 Apr 2011
Eduardo A. Cavallo, Andrew Powell, Andrew Powell and Roberto Rigobon
Inter-American Development Bank (IDB) - Research Department, Inter-American Development Bank (IDB)Universidad Torcuato Di Tella - School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 256 (167,802)
Citation 9

Abstract:

Loading...

17.

No Contagion, Only Interdependence: Measuring Stock Market Co-Movements

NBER Working Paper No. w7267
Number of pages: 42 Posted: 10 Feb 2000 Last Revised: 12 May 2022
Kristin J. Forbes and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 253 (169,744)
Citation 22

Abstract:

Loading...

18.

An Asset-Pricing View of External Adjustment

Downloads 200 (211,884)
Citation 18

An Asset-Pricing View of External Adjustment

MIT Sloan Research Paper, EFA 2008 Athens Meetings Paper
Number of pages: 47 Posted: 05 Mar 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 181 (231,455)

Abstract:

Loading...

current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances

An Asset-Pricing View of External Adjustment

NBER Working Paper No. w13468
Number of pages: 48 Posted: 05 Oct 2007 Last Revised: 21 Apr 2022
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 19 (734,922)
Citation 2

Abstract:

Loading...

19.

International Macro-Finance

Downloads 196 (215,776)
Citation 3

International Macro-Finance

Number of pages: 20 Posted: 15 Jan 2011
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 125 (312,771)

Abstract:

Loading...

International Macroeconomics, Asset Pricing, International Macro-Finance, International Portfolios, Equity Prices

International Macro-Finance

NBER Working Paper No. w16630
Number of pages: 21 Posted: 27 Dec 2010 Last Revised: 11 Jun 2022
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 64 (475,530)

Abstract:

Loading...

International Macro-Finance

CEPR Discussion Paper No. DP8218
Number of pages: 22 Posted: 31 Jan 2011
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 7 (854,183)
Citation 1
  • Add to Cart

Abstract:

Loading...

asset pricing, equity prices, international macroeconomics, international portfolios

20.

Identification Through Heteroskedasticity: Measuring "Contagion: Betweenargentinean and Mexican Sovereign Bonds

NBER Working Paper No. w7493
Number of pages: 34 Posted: 30 Mar 2000 Last Revised: 24 Jun 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 191 (220,747)
Citation 7

Abstract:

Loading...

21.

A Micro-Based Model for World Oil Market

Number of pages: 56 Posted: 13 Jun 2017
Ramon Espinasa, Sergio Reyes, Enrique ter Horst, Osmel E Manzano, Osmel E Manzano, German Molina and Roberto Rigobon
Inter-American Development Bank (IDB), Inter-American Development Bank (IDB), Universidad de los Andes, Colombia - School of Business Administration, Inter-American Development Bank (IDB)Instituto de Estudios Superiores de Administración (IESA) - Centro Internacional de Energía y Ambiente, Idalion Capital US LP and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 182 (230,218)

Abstract:

Loading...

22.

Once Again, is Openness Good for Growth?

Downloads 171 (242,750)
Citation 33

Once Again, is Openness Good for Growth?

IMF Working Paper No. 04/135
Number of pages: 30 Posted: 15 Feb 2006
Ha Yan Lee, Roberto Rigobon and Luca A. Ricci
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and International Monetary Fund (IMF) - Research Department
Downloads 105 (354,126)

Abstract:

Loading...

Trade openness, economic growth, endogeneity, identification through heteroskedasticity

Once Again, is Openness Good for Growth?

NBER Working Paper No. w10749
Number of pages: 29 Posted: 24 Sep 2004 Last Revised: 16 May 2022
Ha Yan Lee, Roberto Rigobon and Luca A. Ricci
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and International Monetary Fund (IMF) - Research Department
Downloads 66 (467,992)
Citation 2

Abstract:

Loading...

23.

Censored Regressors and Expansion Bias

Number of pages: 28 Posted: 09 Dec 2003
Roberto Rigobon and Thomas M. Stoker
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 171 (242,750)
Citation 14

Abstract:

Loading...

Censored Regressors, Expansion Bias

24.

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships

Downloads 147 (274,930)
Citation 73

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships

NBER Working Paper No. w10750
Number of pages: 30 Posted: 24 Sep 2004 Last Revised: 18 May 2022
Dani Rodrik and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 85 (405,581)
Citation 3

Abstract:

Loading...

Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships

Number of pages: 31 Posted: 03 Dec 2004
Dani Rodrik and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 32 (634,155)
Citation 5
  • Add to Cart

Abstract:

Loading...

Growth

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships

Economics of Transition, Vol. 13, No. 3, pp. 533-564, July 2005
Number of pages: 32 Posted: 19 Aug 2005
Dani Rodrik and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 30 (647,683)
Citation 1

Abstract:

Loading...

25.

The Pricing Strategies of Online Grocery Retailers

Number of pages: 35 Posted: 29 Apr 2021 Last Revised: 02 Jun 2022
Diego Aparicio, Zachary Metzman and Roberto Rigobon
University of Navarra, IESE Business School, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 143 (280,950)

Abstract:

Loading...

price personalization, algorithmic pricing, uniform pricing, online grocers

26.

A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data

NBER Working Paper No. w10336
Number of pages: 24 Posted: 15 Mar 2004 Last Revised: 31 Mar 2022
Marcio G. P. Garcia and Roberto Rigobon
Pontifical Catholic University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 131 (300,567)
Citation 1

Abstract:

Loading...

27.

An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications

NBER Working Paper No. w9424
Number of pages: 59 Posted: 03 Jan 2003 Last Revised: 03 Apr 2022
Ricardo Hausmann and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 130 (304,125)
Citation 1

Abstract:

Loading...

28.

Contagion: How to Measure it?

Downloads 130 (302,361)

Contagion: How to Measure it?

NBER Working Paper No. w8118
Number of pages: 80 Posted: 09 Feb 2001 Last Revised: 09 Mar 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 130 (303,666)

Abstract:

Loading...

Contagion: How to Measure it?

Posted: 07 Mar 2001
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

Contagion, Financial Crises, Exchange Rate Crises, Conditional Heteroskedasticity, Simultaneous Equations, Omitted Variables.

29.

Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World

Downloads 127 (307,647)
Citation 11

Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World

World Bank Policy Research Working Paper No. 5524
Number of pages: 78 Posted: 20 Apr 2016
Tatiana Didier, Roberto Rigobon and Sergio L. Schmukler
World Bank, Massachusetts Institute of Technology (MIT) - Sloan School of Management and World Bank - Development Research Group (DECRG)
Downloads 96 (375,660)

Abstract:

Loading...

Mutual Funds, Debt Markets, Emerging Markets, Rural Development Knowledge & Information Systems, Access to Finance

Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World

NBER Working Paper No. w16629
Number of pages: 77 Posted: 27 Dec 2010 Last Revised: 10 Jun 2022
Tatiana Didier, Roberto Rigobon and Sergio L. Schmukler
World Bank, Massachusetts Institute of Technology (MIT) - Sloan School of Management and World Bank - Development Research Group (DECRG)
Downloads 31 (640,882)
Citation 1

Abstract:

Loading...

30.

Unexploited Gains from International Diversification

Number of pages: 70 Posted: 20 Mar 2009
Tatiana Didier, Roberto Rigobon and Sergio L. Schmukler
World Bank, Massachusetts Institute of Technology (MIT) - Sloan School of Management and World Bank - Development Research Group (DECRG)
Downloads 117 (326,321)
Citation 2

Abstract:

Loading...

financial integration, globalization, mutual funds, risk diversification

31.

Multilayer Network Analysis of Oil Linkages

Number of pages: 32 Posted: 01 Nov 2018
Roberto Casarin, Enrique ter Horst, German Molina, Ramon Espinasa, Carlos Sucre and Roberto Rigobon
University Ca' Foscari of Venice - Department of Economics, Universidad de los Andes, Colombia - School of Business Administration, Idalion Capital US LP, Inter-American Development Bank (IDB), Independent and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 106 (349,351)
Citation 1

Abstract:

Loading...

Bayesian Graphical Models, Dynamic Multilayer Network analysis, Rigs, Pro- duction, Granger Causality, Oil Linkages

32.

Monetary Policy and Sectoral Shocks: Did the Federal Reserve React Properly to the High-Tech Crisis?

Number of pages: 36 Posted: 20 Apr 2016
Claudio E. Raddatz and Roberto Rigobon
University of Chile, School of Economics and Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 104 (353,825)

Abstract:

Loading...

33.

Currency Choice and Exchange Rate Pass-Through

NBER Working Paper No. w13432
Number of pages: 50 Posted: 24 Sep 2007 Last Revised: 16 Mar 2022
Gita Gopinath, Roberto Rigobon and Oleg Itskhoki
International Monetary Fund (IMF), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 84 (404,406)
Citation 51

Abstract:

Loading...

34.

Quantum Prices

Downloads 74 (434,722)
Citation 2

Quantum Prices

Number of pages: 44 Posted: 21 Jul 2020 Last Revised: 06 Jan 2021
Diego Aparicio and Roberto Rigobon
University of Navarra, IESE Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 71 (450,112)
Citation 1

Abstract:

Loading...

quantum prices; price stickiness; price cliffs; e-commerce; discrete prices

Quantum Prices

NBER Working Paper No. w26646
Number of pages: 45 Posted: 13 Jan 2020 Last Revised: 23 Apr 2022
Diego Aparicio and Roberto Rigobon
University of Navarra, IESE Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3 (902,398)
Citation 1

Abstract:

Loading...

35.

Contagion in Latin America: Definitions, Measurement, and Policy Implications

NBER Working Paper No. w7885
Number of pages: 38 Posted: 01 Sep 2000 Last Revised: 20 Jul 2022
Kristin J. Forbes and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 69 (451,320)
Citation 1

Abstract:

Loading...

36.

The Long-Run Volatility Puzzle of the Real Exchange Rate

NBER Working Paper No. w10751
Number of pages: 42 Posted: 24 Sep 2004 Last Revised: 19 May 2022
Ricardo Hausmann, Roberto Rigobon and Ugo Panizza
Harvard University - Harvard Kennedy School (HKS), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Graduate Institute of International and Development Studies (IHEID) - Department of Economics
Downloads 64 (468,920)
Citation 1

Abstract:

Loading...

37.

Wealth Transfers, Contagion, and Portfolio Constraints

Downloads 61 (480,206)
Citation 2

Wealth Transfers, Contagion, and Portfolio Constraints

NBER Working Paper No. w11440
Number of pages: 50 Posted: 12 Jul 2005 Last Revised: 06 Apr 2022
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 40 (585,932)

Abstract:

Loading...

Wealth Transfers, Contagion and Portfolio Constraints

CEPR Discussion Paper No. 5117
Number of pages: 52 Posted: 10 Aug 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 21 (717,435)
  • Add to Cart

Abstract:

Loading...

International finance, asset pricing, terms of trade, portfolio constraints, contagion

38.

The Billion Prices Project: Using Online Prices for Measurement and Research

NBER Working Paper No. w22111
Number of pages: 36 Posted: 28 Mar 2016 Last Revised: 02 Jun 2022
Alberto Cavallo and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 57 (495,727)
Citation 29

Abstract:

Loading...

39.

From Just in Time, to Just in Case, to Just in Worst-Case: Simple models of a Global Supply Chain under Uncertain Aggregate Shocks

Downloads 52 (516,488)

From Just in Time, to Just in Case, to Just in Worst-Case: Simple models of a Global Supply Chain under Uncertain Aggregate Shocks

Number of pages: 54 Posted: 01 Oct 2021
Bomin Jiang, Daniel Rigobon and Roberto Rigobon
Massachusetts Institute of Technology (MIT), Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 28 (661,680)

Abstract:

Loading...

Global Supply Chain, International Trade, Robustness, International Trade Policy

From Just in Time, to Just in Case, to Just in Worst-Case: Simple Models of a Global Supply Chain Under Uncertain Aggregate Shocks

NBER Working Paper No. w29345
Number of pages: 55 Posted: 11 Oct 2021 Last Revised: 08 Jul 2022
Bomin Jiang, Daniel Rigobon and Roberto Rigobon
Massachusetts Institute of Technology (MIT), Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 24 (692,483)

Abstract:

Loading...

40.

Sticky Borders

NBER Working Paper No. w12095
Number of pages: 57 Posted: 14 May 2006 Last Revised: 21 Jul 2022
Gita Gopinath and Roberto Rigobon
International Monetary Fund (IMF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 52 (516,488)
Citation 13

Abstract:

Loading...

41.

Capital Controls, Exchange Rate Volatility and External Vulnerability

NBER Working Paper No. w11434
Number of pages: 40 Posted: 07 Jul 2005 Last Revised: 31 Mar 2022
Sebastian Edwards and Roberto Rigobon
University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 52 (516,488)
Citation 3

Abstract:

Loading...

42.

Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices

NBER Working Paper No. w12420
Number of pages: 29 Posted: 13 Aug 2006 Last Revised: 10 Jun 2022
Roberto Rigobon and Brien Sack
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Author - Independent
Downloads 51 (520,961)
Citation 5

Abstract:

Loading...

43.

Using Heteroscedasticity to Estimate the Returns to Education

NBER Working Paper No. w9145
Number of pages: 27 Posted: 15 Sep 2002 Last Revised: 29 Jun 2022
Vincent Hogan and Roberto Rigobon
National University of Ireland - University College Dublin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 50 (525,412)

Abstract:

Loading...

44.

Identifying the Efficacy of Central Bank Interventions: The Australian Case

NBER Working Paper No. w9062
Number of pages: 29 Posted: 11 Jul 2002 Last Revised: 07 Apr 2022
Jonathan Kearns and Roberto Rigobon
Bank for International Settlements (BIS) - Monetary and Economic Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 47 (538,914)

Abstract:

Loading...

45.

On the Measurement of the International Propagation of Shocks

NBER Working Paper No. w7354
Number of pages: 48 Posted: 04 Feb 2000 Last Revised: 07 Aug 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 42 (563,299)
Citation 2

Abstract:

Loading...

46.

Monetary Policy and Sectoral Shocks: Did the Fed React Properly to the High-Tech Crisis?

NBER Working Paper No. w9835
Number of pages: 57 Posted: 14 Jul 2003 Last Revised: 18 May 2022
Claudio E. Raddatz and Roberto Rigobon
University of Chile, School of Economics and Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 38 (583,934)

Abstract:

Loading...

47.

The Curse of Non-Investment Grade Countries

NBER Working Paper No. w8636
Number of pages: 29 Posted: 06 Dec 2001 Last Revised: 06 Feb 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 35 (600,686)

Abstract:

Loading...

48.

The Distribution of the Size of Price Changes

NBER Working Paper No. w16760
Number of pages: 41 Posted: 07 Feb 2011 Last Revised: 18 Apr 2022
Alberto Cavallo and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 27 (650,727)

Abstract:

Loading...

49.

Estimation with Censored Regressors: Basic Issues

International Economic Review, Vol. 48, Issue 4, pp. 1441-1467, November 2007
Number of pages: 27 Posted: 13 Dec 2007
Thomas M. Stoker and Roberto Rigobon
affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 27 (650,727)
Citation 2

Abstract:

Loading...

50.

Disinflation and Fiscal Reform: A Neoclassical Perspective

NBER Working Paper No. w8706
Number of pages: 40 Posted: 10 Jan 2002 Last Revised: 17 Apr 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 27 (650,727)

Abstract:

Loading...

51.

Currency Unions, Product Introductions, and the Real Exchange Rate

NBER Working Paper No. w18563
Number of pages: 53 Posted: 22 Nov 2012 Last Revised: 23 Mar 2022
Alberto Cavallo, Brent Neiman and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 25 (664,977)
Citation 12

Abstract:

Loading...

52.

Distance and Political Boundaries: Estimating Border Effects Under Inequality Constraints

NBER Working Paper No. w18122
Number of pages: 57 Posted: 03 Jun 2012 Last Revised: 09 Jul 2022
Fernando Borraz, Fernando Borraz, Alberto Cavallo, Roberto Rigobon and Leandro Zipitria
Universidad de la Republica - Faculty of Social SciencesCentral Bank of Uruguay, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and dECON - FCS - UdelaR
Downloads 20 (703,210)

Abstract:

Loading...

53.

The Pricing Strategies of Online Grocery Retailers

NBER Working Paper No. w28639
Number of pages: 32 Posted: 05 Apr 2021 Last Revised: 03 Apr 2022
Diego Aparicio, Zachary Metzman and Roberto Rigobon
University of Navarra, IESE Business School, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 16 (736,020)
  • Add to Cart

Abstract:

Loading...

54.

Prices and Supply Disruptions During Natural Disasters

NBER Working Paper No. w19474
Number of pages: 33 Posted: 28 Sep 2013 Last Revised: 19 Mar 2022
Alberto Cavallo, Eduardo A. Cavallo and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Inter-American Development Bank (IDB) - Research Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 15 (744,763)
Citation 10

Abstract:

Loading...

55.

The Price Impact of Joining a Currency Union: Evidence from Latvia

NBER Working Paper No. w20225
Number of pages: 24 Posted: 16 Jun 2014 Last Revised: 07 Apr 2022
Alberto Cavallo, Brent Neiman and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 13 (762,989)
Citation 2

Abstract:

Loading...

56.

Contingent Linear Financial Networks

NBER Working Paper No. w26814
Number of pages: 64 Posted: 09 Mar 2020 Last Revised: 08 Apr 2022
Bomin Jiang, Roberto Rigobon and Munther Dahleh
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Department of Electrical Engineering and Computer Science
Downloads 10 (791,505)

Abstract:

Loading...

57.

Prices and Supply Disruptions During Natural Disasters

Review of Income and Wealth, Vol. 60, pp. S449-S471, 2014
Number of pages: 23 Posted: 24 Oct 2014
Eduardo A. Cavallo and Roberto Rigobon
Inter-American Development Bank (IDB) - Research Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 2 (878,965)

Abstract:

Loading...

consumer anger, natural disasters, online data, scraped data, sticky prices, supply shocks

58.

Principal Components as a Measure of Systemic Risk

MIT Sloan Research Paper No. 4785-10, https://doi.org/10.3905/jpm.2011.37.4.112
Posted: 21 May 2019
Mark Kritzman, Yuanzhen Li, Sebastien Page and Roberto Rigobon
Windham Capital Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

59.

No Contagion, Only Interdependence: Measuring Stock Market Comovements

Posted: 25 Oct 2002
Kristin J. Forbes and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

Contagion, Correlations, Heteroscedasticity, Interdependence, Comovement, Currency Crises, Asian Crisis, Mexican Crisis

60.

Informational Speculative Attacks: Good News is No News

Federal Reserve Board IF Seminar Paper
Posted: 19 Sep 1998
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...