Marius Rodriguez

Board of Governors of the Federal Reserve System

Principal Economist

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

8

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Top 41,686

in Total Papers Downloads

1,412

SSRN CITATIONS
Rank 10,355

SSRN RANKINGS

Top 10,355

in Total Papers Citations

65

CROSSREF CITATIONS

57

Scholarly Papers (8)

1.
Downloads 415 ( 89,573)
Citation 3

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 73 Posted: 07 Aug 2020
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard 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
Downloads 345 (109,504)

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What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard 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 70 (414,857)
Citation 3

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

2.
Downloads 408 ( 90,879)
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 383 (96,966)
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 2021
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 25 (624,294)
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
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 212 (180,521)
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
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Downloads 181 (208,278)
Citation 2

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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 138 (260,949)
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 53 (466,224)

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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
Downloads 5 (755,621)
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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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