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Details about Roberto Rigobon

E-mail:
Homepage:http://web.mit.edu/rigobon/www/
Phone:617-258-8374
Postal address:Massachusetts Institute of Technology Sloan School of Management Room E52-431 50 Memorial Drive Cambridge, MA 02142-1347
Workplace:Sloan School of Management, Massachusetts Institute of Technology (MIT), (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Roberto Rigobon.

Last updated 2009-09-22. Update your information in the RePEc Author Service.

Short-id: pri12


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Working Papers

2009

  1. Set identification with Tobin regressors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2008

  1. Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions
    RES Working Papers, Inter-American Development Bank, Research Department Downloads
  2. The Role of Portfolio Constraints in the International Propagation of Shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    See also Journal Article in Review of Economic Studies (2008)

2007

  1. An Asset-Pricing View of External Adjustment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  2. Currency Choice and Exchange Rate Pass-through
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations

2006

  1. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  2. Sticky Borders
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in The Quarterly Journal of Economics (2008)

2005

  1. Capital Controls, Exchange Rate Volatility and External Vulnerability
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  2. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations
  3. Wealth Transfers, Contagion and Portfolio Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations
  4. Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries?
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2004) Downloads View citations

2004

  1. A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Textos para discussão, Department of Economics PUC-Rio (Brazil) (2004) Downloads
  2. A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads
  3. Asset Prices and Exchange Rates
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads View citations
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations
    Econometric Society 2004 North American Winter Meetings, Econometric Society (2004) Downloads View citations

    See also Journal Article in Review of Financial Studies (2007)
  4. Censored Regressors and Expansion Bias
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations
  5. Once Again, is Openness Good for Growth?
    IMF Working Papers, International Monetary Fund Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations

    See also Journal Article in Journal of Development Economics (2004)
  6. Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) Downloads View citations
  7. The Long-Run Volatility Puzzle of the Real Exchange Rate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of International Money and Finance (2006)

2003

  1. An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  2. Identifying the Efficacy of Central Bank Interventions: Evidence from Australia
    RBA Research Discussion Papers, Reserve Bank of Australia Downloads View citations
  3. Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  4. Monetary policy and sectoral shocks: did the Federal Reserve react properly to the high-tech crisis?
    Policy Research Working Paper Series, The World Bank Downloads
  5. Spillovers Across U.S. Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads View citations
  6. The Effects of War Risk on U.S. Financial Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2003) Downloads
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) Downloads

    See also Journal Article in Journal of Banking & Finance (2005)
  7. Using Heteroscedasticity to Estimate the Returns to Education
    Working Papers, School Of Economics, University College Dublin Downloads View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations

2002

  1. Disinflation and Fiscal Reform: A Neoclassical Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of International Economics (2002)
  2. Identifying the Efficacy of Central Bank Interventions: The Australian Case
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  3. The Impact of Monetary Policy on Asset Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) Downloads View citations

    See also Journal Article in Journal of Monetary Economics (2004)

2001

  1. Contagion: How to Measure It?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Chapter (2002)
  2. Measuring the Reaction of Monetary Policy to the Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads View citations

    See also Journal Article in The Quarterly Journal of Economics (2003)
  3. Resource Curse or Debt Overhang?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  4. The Curse of Non-Investment Grade Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of Development Economics (2002)

2000

  1. Contagion in Latin America: Definitions, Measurement, and Policy Implications
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
  2. Hard currency and financial development
    Textos para discussão, Department of Economics PUC-Rio (Brazil) Downloads View citations
  3. Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations

1999

  1. No Contagion, Only Interdependence: Measuring Stock Market Co-movements
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    See also Journal Article in Journal of Finance (2002)
  2. On the Measurement of the International Propagation of Shocks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations

Journal Articles

2009

  1. Capital controls on inflows, exchange rate volatility and external vulnerability
    Journal of International Economics, 2009, 78, (2), 256-267 Downloads

2008

  1. Sticky Borders
    The Quarterly Journal of Economics, 2008, 123, (2), 531-575 Downloads View citations
    See also Working Paper (2006)
  2. The Role of Portfolio Constraints in the International Propagation of Shocks
    Review of Economic Studies, 2008, 75, (4), 1215-1256 Downloads View citations
    See also Working Paper (2008)

2007

  1. Asset Prices and Exchange Rates
    Review of Financial Studies, 2007, 20, (4), 1139-1180 Downloads View citations
    See also Working Paper (2004)
  2. ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES
    International Economic Review, 2007, 48, (4), 1441-1467 Downloads View citations

2006

  1. The long-run volatility puzzle of the real exchange rate
    Journal of International Money and Finance, 2006, 25, (1), 93-124 Downloads View citations
    See also Working Paper (2004)

2005

  1. Identifying the efficacy of central bank interventions: evidence from Australia and Japan
    Journal of International Economics, 2005, 66, (1), 31-48 Downloads View citations
  2. Rule of law, democracy, openness, and income
    The Economics of Transition, 2005, 13, (3), 533-564 Downloads View citations
  3. The effects of war risk on US financial markets
    Journal of Banking & Finance, 2005, 29, (7), 1769-1789 Downloads View citations
    See also Working Paper (2003)

2004

  1. Once again, is openness good for growth?
    Journal of Development Economics, 2004, 75, (2), 451-472 Downloads View citations
    See also Working Paper (2004)
  2. The impact of monetary policy on asset prices
    Journal of Monetary Economics, 2004, 51, (8), 1553-1575 Downloads View citations
    See also Working Paper (2002)
  3. Too Sensational: On the Choice of Exchange Rate Regimes: W. Max Corden, MIT Press, 2002
    Journal of International Economics, 2004, 64, (1), 211-215 Downloads

2003

  1. Identification Through Heteroskedasticity
    The Review of Economics and Statistics, 2003, 85, (4), 777-792 Downloads View citations
  2. Measuring The Reaction Of Monetary Policy To The Stock Market
    The Quarterly Journal of Economics, 2003, 118, (2), 639-669 Downloads View citations
    See also Working Paper (2001)
  3. On the measurement of the international propagation of shocks: is the transmission stable?
    Journal of International Economics, 2003, 61, (2), 261-283 Downloads View citations

2002

  1. Currency crises and contagion: an introduction
    Journal of Development Economics, 2002, 69, (2), 307-313 Downloads View citations
  2. Disinflation and fiscal reform: a neoclassical perspective
    Journal of International Economics, 2002, 58, (2), 265-297 Downloads View citations
    See also Working Paper (2002)
  3. No Contagion, Only Interdependence: Measuring Stock Market Comovements
    Journal of Finance, 2002, 57, (5), 2223-2261 Downloads View citations
    See also Working Paper (1999)
  4. The curse of non-investment grade countries
    Journal of Development Economics, 2002, 69, (2), 423-449 Downloads View citations
    See also Working Paper (2001)

Books

2002

  1. Inter-American Seminar on Economics (IASE)
    NBER Books, National Bureau of Economic Research, Inc

Chapters

2002

  1. Contagion: How to Measure It?
    A chapter in Preventing Currency Crises in Emerging Markets, 2002, pp 269-334 Downloads View citations
    See also Working Paper (2001)
 
 
Page updated 2009-11-26