Details about Anthony P. Rodrigues

Access statistics for papers by Anthony P. Rodrigues.

Last updated 2012-04-11. Update your information in the RePEc Author Service.

Short-id: pro281

Working Papers

2018

1. Breaking Down TRACE Volumes Further
   Liberty Street Economics, Federal Reserve Bank of New York View citations (6)
2. Unlocking the Treasury Market through TRACE
   Liberty Street Economics, Federal Reserve Bank of New York View citations (5)

2016

3. How Do Survey- and Market-Based Expectations of the Policy Rate Differ?
   Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
4. Reconciling Survey- and Market-Based Expectations for the Policy Rate
   Liberty Street Economics, Federal Reserve Bank of New York View citations (2)

2005

5. One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory
   Staff Reports, Federal Reserve Bank of New York View citations (4)

2000

6. How stable is the predictive power of the yield curve? evidence from Germany and the United States
   Staff Reports, Federal Reserve Bank of New York View citations (61)
   See also Journal Article How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States, The Review of Economics and Statistics, MIT Press (2003) View citations (193) (2003)

1998

7. Consistent covariance matrix estimation in probit models with autocorrelated errors
   Staff Reports, Federal Reserve Bank of New York View citations (27)
8. How workers use 401(k) plans: the participation, contribution, and withdrawal decisions
   Staff Reports, Federal Reserve Bank of New York View citations (55)

1993

9. The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   Also in Economics Working Papers, University of California at Berkeley (1990) View citations (2)
   Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1990) View citations (1)

1992

10. Tests of mean-variance efficiency of international equity markets
    Research Paper, Federal Reserve Bank of New York View citations (6)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1990) View citations (1)
    See also Journal Article Tests of Mean-Variance Efficiency of International Equity Markets, Oxford Economic Papers, Oxford University Press (1993) View citations (10) (1993)

1991

11. Financial reform and monetary control in Japan
    Research Paper, Federal Reserve Bank of New York View citations (2)

1989

12. Conditional Mean-Variance Efficiency of the U.S. Stock Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    Also in Research Paper, Federal Reserve Bank of New York (1989) View citations (3)
13. U.S. external imbalances: financial strains and macroeconomic choices
    Research Paper, Federal Reserve Bank of New York

1988

14. A test of international CAPM
    Research Paper, Federal Reserve Bank of New York View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1986)

1987

15. Tests of International CAPM with Time-Varying Covariances
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article Tests of International CAPM with Time-Varying Covariances, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1989) View citations (93) (1989)

Journal Articles

2003

1. How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States
   The Review of Economics and Statistics, 2003, 85, (3), 629-644 View citations (193)
   See also Working Paper How stable is the predictive power of the yield curve? evidence from Germany and the United States, Staff Reports (2000) View citations (61) (2000)

1995

2. Tests of conditional mean-variance efficiency of the U.S. stock market
   Journal of Empirical Finance, 1995, 2, (1), 3-18 View citations (10)
3. Why do volatilities sometimes move together?
   Proceedings, 1995, 123-146 View citations (1)

1993

4. Government securities investments of commercial banks
   Quarterly Review, 1993, 18, (Sum), 39-53 View citations (4)
5. Tests of Mean-Variance Efficiency of International Equity Markets
   Oxford Economic Papers, 1993, 45, (3), 403-21 View citations (10)
   See also Working Paper Tests of mean-variance efficiency of international equity markets, Research Paper (1992) View citations (6) (1992)

1991

6. Financial liberalization and monetary control in Japan
   Quarterly Review, 1991, 16, (Aut), 28-46 View citations (9)

1989

7. Tests of International CAPM with Time-Varying Covariances
   Journal of Applied Econometrics, 1989, 4, (2), 119-38 View citations (93)
   See also Working Paper Tests of International CAPM with Time-Varying Covariances, NBER Working Papers (1987) View citations (7) (1987)

1988

8. Financial implications of the U.S. external deficit
   Quarterly Review, 1988, 13, (Win), 33-51 View citations (2)

1986

9. A Model of Wage Contract Bargaining with Imperfect Information and Strikes
   Eastern Economic Journal, 1986, 12, (3), 251-256

Books

1994

1. Nonbank lenders and the credit slowdown
   Monograph, Federal Reserve Bank of New York View citations (1)
2. Survey evidence on credit tightening and the factors behind the recent credit crunch
   Monograph, Federal Reserve Bank of New York View citations (2)