The price of variance risk I Dew-Becker, S Giglio, A Le, M Rodriguez Journal of Financial Economics 123 (2), 225-250, 2017 | 250 | 2017 |
What is certain about uncertainty? D Cascaldi-Garcia, C Sarisoy, JM Londono, B Sun, DD Datta, T Ferreira, ... Journal of Economic Literature 61 (2), 624-654, 2023 | 129 | 2023 |
International spillovers of monetary policy: Conventional policy vs. quantitative easing SE Curcuru, SB Kamin, C Li, M Rodriguez International Finance Discussion Paper, 2018 | 86 | 2018 |
Taxonomy of global risk, uncertainty, and volatility measures D Datta, JM Londono, B Sun, DO Beltran, T RT Ferreira, M Iacoviello, ... International Finance Discussion Paper, 2017 | 46 | 2017 |
Robustness of long-maturity term premium estimates C Li, A Meldrum, M Rodriguez | 34 | 2017 |
Dynamic factor value-at-risk for large heteroskedastic portfolios S Aramonte, M del Giudice Rodriguez, J Wu Journal of Banking & Finance 37 (11), 4299-4309, 2013 | 19 | 2013 |
Understanding Analysts’ Earnings Expectations: Biases, Nonlinearities, and Predictability M Aiolfi, M Rodriguez, A Timmermann Journal of Financial Econometrics 8 (3), 305-334, 2010 | 14 | 2010 |
Financial analysts’ incentives and forecast biases M Rodriguez Manuscript, UC San Diego, 2005 | 10 | 2005 |
International spillovers of monetary policy: Conventional policy vs SE Curcuru, SB Kamin, C Li, M Rodriguez Quantitative Easing, 2018 | 9 | 2018 |
International Spillovers of monetary policy: conventional policy vs. quantitative easing SE Curcuru, SB Kamin, C Li, M Rodriguez International Journal of Central Banking 19 (1), 111-158, 2023 | 7 | 2023 |
Drivers of inflation compensation: Evidence from inflation swaps in advanced economies MG Rodriguez, E Yoldas Board of Governors of the Federal Reserve System (US), 2016 | 6 | 2016 |
Financial Analysts’ Forecast Revisions and Macroeconomic Information M Aiolfi, M Rodriguez Manuscript, UC San Diego, 2006 | 5 | 2006 |
The effect of capital controls and prudential FX measures on options-implied exchange rate stability M Rodriguez, T Wu Available at SSRN 2246872, 2013 | 4 | 2013 |
The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability M del Giudice Rodriguez, T Wu Federal Reserve Bank of San Francisco, 2013 | 2 | 2013 |
The Effect of Capital Controls and Prudential FX Measures on Options&Implied Exchange Rate Volatility and Tail Risk M del Giudice Rodriguez, T Wu | 2 | 2012 |
International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing SB Kamin, SE Curcuru, C Li, M Rodriguez < bound method Organization. get_name_with_acronym of< Organization …, 2023 | | 2023 |
The Decline in Long-Term Interest Rates and the Role of Monetary Policy DK Engstrom, J McCoy, A Meldrum, K Peneva, M Rodriguez, BA Wilson | | 2019 |
Trade Policy Uncertainty and the US Economy M Iacoviello, E Pinto, M Rodriguez, S Tevlin, R Vigfusson | | 2018 |
Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies M del Giudice Rodriguez, E Yoldas IFDP Notes, 2016 | | 2016 |
Bank counterparties and collateral usage H Faquiryan, M Rodriguez FRBSF Economic Letter 2014, 21, 2014 | | 2014 |