NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Roberto Rigobon

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

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
w8706
December 2001The Curse of Non-Investment Grade Countries
w8636
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?
w8118
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
w7493
September 1999On the Measurement of the International Propagation of Shocks
w7354
July 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements
with Kristin Forbes: w7267

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