Juan Carlos Rodriguez

Tilburg University and CentER

Assistant Professor

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 9,772

in Total Papers Downloads

4,654

CITATIONS
Rank 30,690

SSRN RANKINGS

Top 30,690

in Total Papers Citations

7

Scholarly Papers (5)

1.

Momentum and Mean-Reversion in Strategic Asset Allocation

EFA 2006 Zurich Meetings
Number of pages: 34 Posted: 07 Jun 2006 Last Revised: 28 Jan 2009
Ralph S. J. Koijen, Juan Carlos Rodriguez and Alessandro Sbuelz
University of Chicago - Booth School of Business, Tilburg University and CentER and Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
Downloads 4,503 (1,751)
Citation 19

Abstract:

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Return predictability, Momentum, Mean reversion, Portfolio choice

2.

Hedging Demand and Excess Volatility in Dynamic Economies

Number of pages: 30 Posted: 29 Sep 2005
Juan Carlos Rodriguez
Tilburg University and CentER
Downloads 137 (206,859)

Abstract:

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Volatility, Hedging demand.

3.

Benefit Provision in a Cyclic Economy

Netspar Discussion Paper No. 03/2012-006
Number of pages: 34 Posted: 16 Mar 2012
Renxiang Dai, Juan Carlos Rodriguez and J. M. Schumacher
affiliation not provided to SSRN, Tilburg University and CentER and University of Amsterdam - Department of Quantitative Economics (KE)
Downloads 14 (547,257)

Abstract:

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4.

Consumption, the Persistence of Shocks, and Asset Price Volatility

Journal of Monetary Economics, Vol. 53, No. 8, 2006
Posted: 19 Nov 2007
Juan Carlos Rodriguez
Tilburg University and CentER

Abstract:

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Equity premium, volatility, transitory shocks

5.

Measuring Financial Contagion: A Copula Approach

AFA 2004 San Diego Meetings, Forthcoming, Journal of Empirical Finance, Vol. 14, No. 3, 2007
Posted: 19 Nov 2007
Juan Carlos Rodriguez
Tilburg University and CentER

Abstract:

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Financial Crises, Contagion