Roberto Rigobon

No Contagion, Only Interdependence: Measuring Stock Market Comovements

Year: 1999
Journal: Journal of Finance
Authors: Kristin Forbes; Roberto Rigobon

On the Measurement of the International Propagation of Shocks

Year: 1999
Journal: Journal of International Economics
Authors: Roberto Rigobon

Identification through Heteroskedasticity: Measuring Contagion between Argentinean and Mexican Sovereign Bonds

Year: 2000
Journal: Review of Economics and Statistics
Authors: Roberto Rigobon

The Curse of Noninvestment Grade Countries

Year: 2001
Journal: Journal of Development Economics
Authors: Roberto Rigobon

The Impact of Monetary Policy on Asset Prices

Year: 2002
Journal: Journal of Monetary Economics
Authors: Roberto Rigobon; Brian Sack

Using Heteroscedasticity to Estimate the Returns to Education

Year: 2002
Journal: No Journal Matched
Authors: Vincent Hogan; Roberto Rigobon

Identifying the Efficacy of Central Bank Interventions: The Australian Case

Year: 2002
Journal: Journal of International Economics
Authors: Jonathan Kearns; Roberto Rigobon

Disinflation and Fiscal Reform: A Neoclassical Perspective

Year: 2002
Journal: Journal of International Economics
Authors: Roberto Rigobon

The Effects of War Risk on US Financial Markets

Year: 2003
Journal: No Journal Matched
Authors: Roberto Rigobon; Brian Sack

Spillovers Across US Financial Markets

Year: 2003
Journal: No Journal Matched
Authors: Roberto Rigobon; Brian Sack

Asset Prices and Exchange Rates

Year: 2003
Journal: Review of Financial Studies
Authors: Anna Pavlova; Roberto Rigobon

An Alternative Interpretation of the Resource Curse Theory and Policy Implications

Year: 2003
Journal: No Journal Matched
Authors: Ricardo Hausmann; Roberto Rigobon

Monetary Policy and Sectoral Shocks: Did the Fed React Properly to the High-Tech Crisis?

Year: 2003
Journal: No Journal Matched
Authors: Claudio Raddatz; Roberto Rigobon

A Risk Management Approach to Emerging Markets Sovereign Debt Sustainability with an Application to Brazilian Data

Year: 2004
Journal: No Journal Matched
Authors: Mário Garcia; Roberto Rigobon

The Long-Run Volatility Puzzle of the Real Exchange Rate

Year: 2004
Journal: Journal of International Money and Finance
Authors: Ricardo Hausmann; Ugo Panizza; Roberto Rigobon

Once Again Is Openness Good for Growth

Year: 2004
Journal: Journal of Development Economics
Authors: Ha Yan Lee; Luca Antonio Ricci; Roberto Rigobon

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships

Year: 2004
Journal: No Journal Matched
Authors: Roberto Rigobon; Dani Rodrik

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships

Year: 2004
Journal: No Journal Matched
Authors: Roberto Rigobon; Dani Rodrik

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

Year: 2005
Journal: Journal of Applied Econometrics
Authors: Michael Ehrmann; Marcel Fratzscher; Roberto Rigobon

Capital Controls, Exchange Rate Volatility, and External Vulnerability

Year: 2005
Journal: Journal of International Economics
Authors: Sebastian Edwards; Roberto Rigobon

Wealth Transfers, Contagion, and Portfolio Constraints

Year: 2005
Journal: No Journal Matched
Authors: Anna Pavlova; Roberto Rigobon

Wealth Transfers, Contagion, and Portfolio Constraints

Year: 2005
Journal: No Journal Matched
Authors: Anna Pavlova; Roberto Rigobon

Sticky Borders

Year: 2006
Journal: Quarterly Journal of Economics
Authors: Gita Gopinath; Roberto Rigobon

Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices

Year: 2006
Journal: No Journal Matched
Authors: Roberto Rigobon; Brian Sack

Currency Choice and Exchange Rate Passthrough

Year: 2007
Journal: American Economic Review
Authors: Gita Gopinath; Oleg Itskhoki; Roberto Rigobon

An Asset-Pricing View of External Adjustment

Year: 2007
Journal: Journal of International Economics
Authors: Anna Pavlova; Roberto Rigobon

The Role of Portfolio Constraints in the International Propagation of Shocks

Year: 2008
Journal: Review of Economic Studies
Authors: Anna Pavlova; Roberto Rigobon

Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World

Year: 2010
Journal: Review of Economics and Statistics
Authors: Tatiana Didier; Roberto Rigobon; Sergio L. Schmukler

International Macrofinance

Year: 2010
Journal: No Journal Matched
Authors: Anna Pavlova; Roberto Rigobon

The Distribution of the Size of Price Changes

Year: 2011
Journal: No Journal Matched
Authors: Alberto Cavallo; Roberto Rigobon

International Macrofinance

Year: 2011
Journal: No Journal Matched
Authors: Anna Pavlova; Roberto Rigobon

Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints

Year: 2012
Journal: Journal of Finance
Authors: Fernando Borraz; Alberto Cavallo; Roberto Rigobon; Leandro Zipitra

Currency Unions, Product Introductions, and the Real Exchange Rate

Year: 2012
Journal: Quarterly Journal of Economics
Authors: Alberto Cavallo; Brent Neiman; Roberto Rigobon

Prices and Supply Disruptions During Natural Disasters

Year: 2013
Journal: Review of Income and Wealth
Authors: Alberto Cavallo; Eduardo Cavallo; Roberto Rigobon

Measuring Sovereign Contagion in Europe

Year: 2013
Journal: Journal of Financial Stability
Authors: Massimiliano Caporin; Loriana Pelizzon; Francesco Ravazzolo; Roberto Rigobon

The Price Impact of Joining a Currency Union: Evidence from Latvia

Year: 2014
Journal: IMF Economic Review
Authors: Alberto Cavallo; Brent Neiman; Roberto Rigobon

The Billion Prices Project: Using Online Prices for Measurement and Research

Year: 2016
Journal: Journal of Economic Perspectives
Authors: Alberto Cavallo; Roberto Rigobon

Quantum Prices

Year: 2020
Journal: Journal of International Economics
Authors: Diego Aparicio; Roberto Rigobon

Contingent Linear Financial Networks

Year: 2020
Journal: No Journal Matched
Authors: Bomin Jiang; Roberto Rigobon; Munther A. Dahleh

The Pricing Strategies of Online Grocery Retailers

Year: 2021
Journal: Quantitative Marketing and Economics
Authors: Diego Aparicio; Zachary Metzman; Roberto Rigobon

From Just in Time to Just in Case to Just in Worst Case: Simple Models of a Global Supply Chain Under Uncertain Aggregate Shocks

Year: 2021
Journal: IMF Economic Review
Authors: Bomin Jiang; Daniel E. Rigobon; Roberto Rigobon

ESG Confusion and Stock Returns: Tackling the Problem of Noise

Year: 2022
Journal: No Journal Matched
Authors: Florian Berg; Julian F. Koelbel; Anna Pavlova; Roberto Rigobon