Marius Rodriguez

Board of Governors of the Federal Reserve System

Principal Economist

20th St. and Constitution Ave.

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

8

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1,862

SSRN CITATIONS
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Top 10,142

in Total Papers Citations

66

CROSSREF CITATIONS

56

Scholarly Papers (8)

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1.

What is Certain About Uncertainty?

Downloads 678 ( 54,860)
Citation 3

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, John H. Rogers, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, John H. Rogers, Bo Sun, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 178 (234,425)
Citation 3

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.

The Price of Variance Risk

Downloads 422 ( 97,979)
Citation 54

The Price of Variance Risk

Chicago Booth Research Paper No. 15-31, Fama-Miller Working Paper
Number of pages: 74 Posted: 26 Jul 2014 Last Revised: 09 Oct 2015
Ian Dew-Becker, Stefano Giglio, Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance, Yale School of Management, Penn State University Smeal College of Business and Board of Governors of the Federal Reserve System
Downloads 393 (105,485)
Citation 1

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variance swaps, volatility pricing, VIX, asset pricing, disasters

The Price of Variance Risk

NBER Working Paper No. w21182
Number of pages: 74 Posted: 18 May 2015 Last Revised: 19 May 2022
Ian Dew-Becker, Stefano Giglio, Anh Le and Marius Rodriguez
Kellogg School of Management - Department of Finance, Yale School of Management, Penn State University Smeal College of Business and Board of Governors of the Federal Reserve System
Downloads 29 (653,622)
Citation 28

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3.

International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing

International Finance Discussion Paper No. 1234
Number of pages: 49 Posted: 23 Aug 2018 Last Revised: 29 Apr 2020
Stephanie E. Curcuru, Steven B. Kamin, Canlin Li and Marius Rodriguez
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 330 (129,087)
Citation 3

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4.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Deepa Datta, Juan M. Londono, Bo Sun, Daniel O. Beltran, Thiago R.T. Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez and John H. Rogers
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 229 (186,450)
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5.

Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios

FEDS Working Paper No. 2011-19
Number of pages: 35 Posted: 20 May 2011 Last Revised: 18 Nov 2012
Sirio Aramonte, Marius Rodriguez and Jason Wu
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Hong Kong Monetary Authority
Downloads 140 (285,271)
Citation 3

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Risk Management, Value-at-Risk, Dynamic Factor Models

6.

The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability

Number of pages: 48 Posted: 09 Apr 2013
Marius Rodriguez and Thomas Wu
Board of Governors of the Federal Reserve System and University of California, Santa Cruz - Department of Economics
Downloads 58 (491,175)

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Exchange Rates, Volatility, Crash and Tail Risk, Currency Options, Capital Controls, Prudential Measures

7.

Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability

CEPR Discussion Paper No. DP7656
Number of pages: 40 Posted: 08 Feb 2010
Marco Aiolfi, Marius Rodriguez and Allan Timmermann
QMA, Board of Governors of the Federal Reserve System and UCSD
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analysts' earnings forecasts, mixture model, predictability of forecast revisions

8.

Robustness of Long-Maturity Term Premium Estimates

FEDS Notes No. 2017-04-03 https://doi.org/10.17016/2380-7172.1927
Posted: 14 Oct 2017
Canlin Li, Andrew Meldrum and Marius Rodriguez
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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