Details about Marius del Giudice Rodriguez

Access statistics for papers by Marius del Giudice Rodriguez.

Last updated 2013-08-26. Update your information in the RePEc Author Service.

Short-id: pro710

Working Papers

2020

1. What is Certain about Uncertainty?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (18)

2018

2. International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (27)

2017

3. Robustness of Long-Maturity Term Premium Estimates
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
4. Taxonomy of Global Risk, Uncertainty, and Volatility Measures
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (19)

2016

5. Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies
   IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2015

6. The Price of Variance Risk
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (52)

2013

7. The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (4)

2011

8. Dynamic factor value-at-risk for large, heteroskedastic portfolios
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2010

9. Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   See also Journal Article Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability, Journal of Financial Econometrics, Oxford University Press (2010) View citations (1) (2010)

Journal Articles

2014

1. Bank counterparties and collateral usage
   FRBSF Economic Letter, 2014

2010

2. Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability
   Journal of Financial Econometrics, 2010, 8, (3), 305-334 View citations (1)
   See also Working Paper Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability, CEPR Discussion Papers (2010) View citations (1) (2010)