NBER Working Papers by Roberto Rigobon

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Working Papers

June 2014The Price Impact of Joining a Currency Union: Evidence from Latvia
with Alberto Cavallo, Brent Neiman: w20225
September 2013Prices and Supply Disruptions during Natural Disasters
with Alberto Cavallo, Eduardo Cavallo: w19474
January 2013Measuring Sovereign Contagion in Europe
with Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo: w18741
November 2012Currency Unions, Product Introductions, and the Real Exchange Rate
with Alberto Cavallo, Brent Neiman: w18563
June 2012Distance and Political Boundaries: Estimating Border Effects under Inequality Constraints.
with Fernando Borraz, Alberto Cavallo, Leandro Zipitría: w18122
February 2011The Distribution of the Size of Price Changes
with Alberto Cavallo: w16760
December 2010Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World
with Tatiana Didier, Sergio L. Schmukler: w16629
International Macro-Finance
with Anna Pavlova: w16630
October 2007An Asset-Pricing View of External Adjustment
with Anna Pavlova: w13468
September 2007Currency Choice and Exchange Rate Pass-through
with Gita Gopinath, Oleg Itskhoki: w13432
August 2006Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
with Brian Sack: w12420
March 2006Sticky Borders
with Gita Gopinath: w12095
June 2005Wealth Transfers, Contagion, and Portfolio Constraints
with Anna Pavlova: w11440
Capital Controls, Exchange Rate Volatility and External Vulnerability
with Sebastian Edwards: w11434
March 2005Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission
with Michael Ehrmann, Marcel Fratzscher: w11166
September 2004Once Again, is Openness Good for Growth?
with Ha Yan Lee, Luca Antonio Ricci: w10749
Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships
with Dani Rodrik: w10750
The Long-Run Volatility Puzzle of the Real Exchange Rate
with Ricardo Hausmann, Ugo Panizza: w10751
March 2004A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data
with Marcio Garcia: w10336
July 2003Asset Prices and Exchange Rates
with Anna Pavlova: w9834
Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?
with Claudio Raddatz: w9835
April 2003Spillovers Across U.S. Financial Markets
with Brian Sack: w9640
The Effects of War Risk on U.S. Financial Markets
with Brian Sack: w9609
January 2003An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
with Ricardo Hausmann: w9424
September 2002Using Heteroscedasticity to Estimate the Returns to Education
with Vincent Hogan: w9145
July 2002Identifying the Efficacy of Central Bank Interventions: The Australian Case
with Jonathan Kearns: w9062
February 2002The Impact of Monetary Policy on Asset Prices
with Brian P. Sack: w8794
January 2002Disinflation and Fiscal Reform: A Neoclassical Perspective
December 2001The Curse of Non-Investment Grade Countries
July 2001Measuring the Reaction of Monetary Policy to the Stock Market
with Brian Sack: w8350
Resource Curse or Debt Overhang?
with Osmel Manzano: w8390
February 2001Contagion: How to Measure It?
September 2000Contagion in Latin America: Definitions, Measurement, and Policy Implications
with Kristin Forbes: w7885
January 2000Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds
September 1999On the Measurement of the International Propagation of Shocks
July 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements
with Kristin Forbes: w7267

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info


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