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

SCHOLARLY PAPERS

56

DOWNLOADS
Rank 1,755

SSRN RANKINGS

Top 1,755

in Total Papers Downloads

19,253

SSRN CITATIONS
Rank 331

SSRN RANKINGS

Top 331

in Total Papers Citations

429

CROSSREF CITATIONS

1,984

Scholarly Papers (56)

1.

Aggregate Confusion: The Divergence of ESG Ratings

Number of pages: 64 Posted: 20 Aug 2019 Last Revised: 18 May 2020
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 6,812 (991)
Citation 27

Abstract:

Loading...

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

2.

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 2,683 (4,959)
Citation 32

Abstract:

Loading...

Systemic risk, principal components

3.
Downloads 1,605 ( 11,646)
Citation 103

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 1,529 (12,313)

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
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 76 (345,293)
Citation 36

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

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 1,121 (19,887)
Citation 37

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: 20 Aug 2001
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 95 (300,440)
Citation 6

Abstract:

Loading...

5.
Downloads 735 ( 36,964)
Citation 179

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 630 (44,843)
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: 26 Oct 2010
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 105 (280,782)
Citation 18

Abstract:

Loading...

6.

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 494 (62,013)
Citation 18

Abstract:

Loading...

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

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 439 (70,958)
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 (726,970)
Citation 4
  • 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

8.
Downloads 426 ( 74,295)
Citation 30

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 255 (130,721)

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 128 (242,771)
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
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 43 (457,183)
Citation 4

Abstract:

Loading...

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 326 (100,405)

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 2010
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 49 (432,577)
Citation 12

Abstract:

Loading...

10.

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 315 (104,926)
Citation 19

Abstract:

Loading...

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

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 276 (120,238)

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: 04 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 37 (484,421)

Abstract:

Loading...

12.
Downloads 269 (124,139)
Citation 17

Measuring Sovereign Contagion in Europe

SAFE Working Paper No. 103
Number of pages: 92 Posted: 15 May 2015
University of Padova - 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 146 (218,461)
Citation 12

Abstract:

Loading...

Sovereign Risk, Contagion, Disintegration

Measuring Sovereign Contagion in Europe

Number of pages: 246 Posted: 17 Mar 2012 Last Revised: 13 Mar 2014
University of Padova - 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 123 (250,188)
Citation 4

Abstract:

Loading...

Sovereign Risk, Contagion

13.

Resource Curse or Debt Overhang?

NBER Working Paper No. w8390
Number of pages: 37 Posted: 20 Jul 2001 Last Revised: 10 Jan 2010
Osmel E Manzano and Roberto Rigobon
Instituto de Estudios Superiores de Administración (IESA) - Centro Internacional de Energía y Ambiente and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 251 (133,396)

Abstract:

Loading...

14.

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 and Roberto Rigobon
Inter-American Development Bank (IDB) - Research Department, Universidad Torcuato Di Tella - School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 243 (137,808)
Citation 9

Abstract:

Loading...

15.

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

NBER Working Paper No. w7267
Number of pages: 42 Posted: 10 Feb 2000 Last Revised: 18 May 2001
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 212 (157,114)
Citation 13

Abstract:

Loading...

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 209 (158,919)
Citation 3

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

17.
Downloads 186 (177,225)
Citation 15

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 170 (191,888)

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: 03 Jul 2010
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 16 (613,962)

Abstract:

Loading...

18.

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 2010
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 174 (187,980)
Citation 1

Abstract:

Loading...

19.
Downloads 170 (191,818)
Citation 2

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 105 (280,782)

Abstract:

Loading...

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

NBER Working Paper No. w16630
Number of pages: 21 Posted: 27 Dec 2010 Last Revised: 15 Jun 2020
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 58 (399,668)

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 (682,376)
  • Add to Cart

Abstract:

Loading...

asset pricing, equity prices, international macroeconomics, international portfolios

20.

A Micro-Based Model for World Oil Market

Number of pages: 56 Posted: 13 Jun 2017
Inter-American Development Bank (IDB), Inter-American Development Bank (IDB), Universidad de los Andes, Colombia - School of Business Administration, 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 167 (194,755)

Abstract:

Loading...

21.

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 166 (195,745)
Citation 14

Abstract:

Loading...

Censored Regressors, Expansion Bias

22.
Downloads 161 (200,900)
Citation 32

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 99 (292,403)

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: 13 Oct 2004
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 62 (386,355)
Citation 1

Abstract:

Loading...

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: 24 Aug 2009
Dani Rodrik and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 79 (337,516)

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 (509,786)
Citation 4
  • 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 29 (526,484)
Citation 1
  • Add to Cart

Abstract:

Loading...

24.

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: 10 Oct 2009
Ricardo Hausmann and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 122 (250,772)
Citation 1

Abstract:

Loading...

25.

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: 23 Sep 2013
Marcio G. P. Garcia and Roberto Rigobon
Pontifical Catholic University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 121 (252,325)
Citation 1

Abstract:

Loading...

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 89 (313,319)

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
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 26 (544,840)

Abstract:

Loading...

27.

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 109 (271,988)
Citation 2

Abstract:

Loading...

financial integration, globalization, mutual funds, risk diversification

28.

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
Central Bank of Chile and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 95 (298,226)

Abstract:

Loading...

29.
Downloads 93 (302,330)

Contagion: How to Measure it?

NBER Working Paper No. w8118
Number of pages: 80 Posted: 09 Feb 2001 Last Revised: 21 Oct 2010
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 93 (304,626)

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.

30.

Currency Choice and Exchange Rate Pass-Through

NBER Working Paper No. w13432
Number of pages: 50 Posted: 24 Sep 2007 Last Revised: 15 Sep 2010
Gita Gopinath, Roberto Rigobon and Oleg Itskhoki
Harvard University - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 76 (341,747)
Citation 32

Abstract:

Loading...

31.

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

NBER Working Paper No. w7885
Number of pages: 38 Posted: 01 Sep 2000 Last Revised: 19 Oct 2010
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 67 (366,336)

Abstract:

Loading...

Wealth Transfers, Contagion, and Portfolio Constraints

NBER Working Paper No. w11440
Number of pages: 50 Posted: 12 Jul 2005 Last Revised: 10 Aug 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 37 (484,421)

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 (578,621)
  • Add to Cart

Abstract:

Loading...

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

33.

The Long-Run Volatility Puzzle of the Real Exchange Rate

NBER Working Paper No. w10751
Number of pages: 42 Posted: 24 Sep 2004
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 54 (407,401)
Citation 1

Abstract:

Loading...

34.

Capital Controls, Exchange Rate Volatility and External Vulnerability

NBER Working Paper No. w11434
Number of pages: 40 Posted: 07 Jul 2005
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 51 (417,889)
Citation 3

Abstract:

Loading...

35.

Sticky Borders

NBER Working Paper No. w12095
Number of pages: 57 Posted: 14 May 2006 Last Revised: 21 Jul 2010
Gita Gopinath and Roberto Rigobon
Harvard University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 50 (421,431)
Citation 10

Abstract:

Loading...

36.

Using Heteroscedasticity to Estimate the Returns to Education

NBER Working Paper No. w9145
Number of pages: 27 Posted: 15 Sep 2002 Last Revised: 28 Oct 2010
Vincent Hogan and Roberto Rigobon
National University of Ireland - University College Dublin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 47 (432,652)

Abstract:

Loading...

37.

Multilayer Network Analysis of Oil Linkages

Number of pages: 32 Posted: 01 Nov 2018
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 46 (436,447)

Abstract:

Loading...

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

38.

Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices

NBER Working Paper No. w12420
Number of pages: 29 Posted: 13 Aug 2006 Last Revised: 31 Oct 2006
Roberto Rigobon and Brien Sack
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Author - Independent
Downloads 45 (440,306)
Citation 3

Abstract:

Loading...

39.

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

NBER Working Paper No. w22111
Number of pages: 36 Posted: 28 Mar 2016
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 44 (444,222)
Citation 19

Abstract:

Loading...

40.

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: 26 Jul 2002
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 43 (448,285)

Abstract:

Loading...

41.

On the Measurement of the International Propagation of Shocks

NBER Working Paper No. w7354
Number of pages: 48 Posted: 04 Feb 2000 Last Revised: 14 Oct 2010
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 38 (469,334)
Citation 2

Abstract:

Loading...

42.

The Curse of Non-Investment Grade Countries

NBER Working Paper No. w8636
Number of pages: 29 Posted: 06 Dec 2001 Last Revised: 25 Oct 2010
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 33 (492,328)
Citation 4

Abstract:

Loading...

43.

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
Claudio E. Raddatz and Roberto Rigobon
Central Bank of Chile and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 32 (497,214)

Abstract:

Loading...

44.

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 (523,522)
Citation 2
  • Add to Cart

Abstract:

Loading...

45.

Disinflation and Fiscal Reform: A Neoclassical Perspective

NBER Working Paper No. w8706
Number of pages: 40 Posted: 10 Jan 2002
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 27 (523,522)

Abstract:

Loading...

46.

Currency Unions, Product Introductions, and the Real Exchange Rate

NBER Working Paper No. w18563
Number of pages: 53 Posted: 22 Nov 2012
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 23 (547,477)
Citation 7

Abstract:

Loading...

47.

The Distribution of the Size of Price Changes

NBER Working Paper No. w16760
Number of pages: 41 Posted: 07 Feb 2011
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 23 (547,477)

Abstract:

Loading...

48.

Distance and Political Boundaries: Estimating Border Effects Under Inequality Constraints

NBER Working Paper No. w18122
Number of pages: 57 Posted: 03 Jun 2012
Universidad de la Republica - Faculty of Social Sciences, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and dECON - FCS - UdelaR
Downloads 18 (579,293)

Abstract:

Loading...

49.
Downloads 11 (626,208)

Quantum Prices

Number of pages: 89 Posted: 21 Jul 2020
Diego Aparicio and Roberto Rigobon
University of Navarra, IESE Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 8 (674,647)

Abstract:

Loading...

quantum prices; price stickiness; price cliffs; advertising; fashion retail; discrete prices

Quantum Prices

NBER Working Paper No. w26646
Number of pages: 75 Posted: 13 Jan 2020 Last Revised: 23 Jan 2020
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3 (715,580)
  • Add to Cart

Abstract:

Loading...

50.

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

NBER Working Paper No. w20225
Number of pages: 24 Posted: 16 Jun 2014
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 9 (640,122)

Abstract:

Loading...

51.

Prices and Supply Disruptions During Natural Disasters

NBER Working Paper No. w19474
Number of pages: 33 Posted: 28 Sep 2013
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 8 (647,323)
Citation 4

Abstract:

Loading...

52.

Contingent Linear Financial Networks

NBER Working Paper No. w26814
Number of pages: 39 Posted: 09 Mar 2020
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 5 (668,981)
  • Add to Cart

Abstract:

Loading...

53.

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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Loading...

54.

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 0 (725,230)
  • Add to Cart

Abstract:

Loading...

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

55.

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

56.

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...