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

Published: Marshall Reinsdorf & Robert Hill & Alberto Cavallo & Eduardo Cavallo & Roberto Rigobon, 2014. "Prices and Supply Disruptions during Natural Disasters," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60, pages S449-S471, November. citation courtesy of

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

Published: Tatiana Didier & Roberto Rigobon & Sergio L. Schmukler, 2013. "Unexploited Gains From International Diversification: Patterns Of Portfolio Holdings Around The World," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1562-1583, December. citation courtesy of

International Macro-Finance
with Anna Pavlova: w16630

Published: “International Macro-Finance” (with R. Rigobon), in: G. Caprio, ed., 2013, Handbook of Safeguarding Global Financial Stability: Political, Social, Cultural, and Economic Theories and Models, Vol. 2, pp. 169-176, Oxford: Elsevier Inc.

October 2007An Asset-Pricing View of External Adjustment
with Anna Pavlova: w13468

Published: Pavlova, Anna & Rigobon, Roberto, 2010. "An asset-pricing view of external adjustment," Journal of International Economics, Elsevier, vol. 80(1), pages 144-156, January. citation courtesy of

September 2007Currency Choice and Exchange Rate Pass-through
with Gita Gopinath, Oleg Itskhoki: w13432

Published: Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2010. "Currency Choice and Exchange Rate Pass-Through," American Economic Review, American Economic Association, vol. 100(1), pages 304-36, March. citation courtesy of

August 2006Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices
with Brian Sack: w12420

Published: Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices, Roberto Rigobon, Brian Sack. in Asset Prices and Monetary Policy, Campbell. 2008

March 2006Sticky Borders
with Gita Gopinath: w12095

Published: Gita Gopinath & Roberto Rigobon, 2008. "Sticky Borders," The Quarterly Journal of Economics, MIT Press, vol. 123(2), pages 531-575, 05. citation courtesy of

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

Published: Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2011. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 948-974, 09. citation courtesy of

September 2004Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships
with Dani Rodrik: w10750

Published: Rigobon, Roberto and Dani Rodrik. "Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships." The Economics of Transition 13, 3 (2005): 533-64.

The Long-Run Volatility Puzzle of the Real Exchange Rate
with Ricardo Hausmann, Ugo Panizza: w10751

Published: Hausmann, Ricardo, Ugo Panizza and Roberto Rigobon. "The Long-Run Volatility Puzzle Of The Real Exchange Rate," Journal of International Money and Finance, 2006, v25(1,Feb), 93-124. citation courtesy of

Once Again, is Openness Good for Growth?
with Ha Yan Lee, Luca Antonio Ricci: w10749

Published: Lee, Ha Yan, Luca Antonio Ricci and Roberto Rigobon. "Once Again, Is Openness Good For Growth?," Journal of Development Economics, 2004, v75(2,Dec), 451-472. citation courtesy of

March 2004A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data
with Marcio Garcia: w10336

Published: Giavazzi, Francesco, Ilan Goldfajn, and Santiago Herrera (eds.) Inflation Targeting, Debt, and the Brazilian Experience: 1999 to 2003. Cambridge ,MA: MIT Press, 2005.

July 2003Asset Prices and Exchange Rates
with Anna Pavlova: w9834

Published: Anna Pavlova & Roberto Rigobon, 2007. "Asset Prices and Exchange Rates," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 20(4), pages 1139-1180. citation courtesy of

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

Published: Rigobon, Roberto & Sack, Brian, 2005. "The effects of war risk on US financial markets," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1769-1789, July. citation courtesy of

January 2003An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
with Ricardo Hausmann: w9424

Published: Davis, J.M., R. Ossowski, and A. Fedelino (eds.) Fiscal Policy Formulation and Implementation in Oil-Producing Countries. July 2003, IMF.

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

Published: Kearns, Jonathan and Roberto Rigobon. "Identifying The Efficacy Of Central Bank Interventions: Evidence From Australia And Japan," Journal of International Economics, 2005, v66(1,May), 31-48.

February 2002The Impact of Monetary Policy on Asset Prices
with Brian P. Sack: w8794

Published: Rigobon, Roberto and Brian Sack. "The Impact Of Monetary Policy On Asset Prices," Journal of Monetary Economics, 2004, v51(8,Nov), 1553-1575. citation courtesy of

January 2002Disinflation and Fiscal Reform: A Neoclassical Perspective

Published: Rigobon, Roberto. "Disinflation And Fiscal Reform: A Neoclassical Perspective," Journal of International Economics, 2002, v57(2,Dec), 265-297. citation courtesy of

December 2001The Curse of Non-Investment Grade Countries

Published: Rigobon, Roberto. "The Curse Of Non-Investment Grade Countries," Journal of Development Economics, 2002, v69(2,Dec), 423-449. citation courtesy of

July 2001Measuring the Reaction of Monetary Policy to the Stock Market
with Brian Sack: w8350

Published: Rigobon, Robert and Brian Sack. "Measuring The Reaction Of Monetary Policy To The Stock Market," Quarterly Journal of Economics, 2003, v118(2,May), 639-669. citation courtesy of

Resource Curse or Debt Overhang?
with Osmel Manzano: w8390

Published: Lederman, Daniel and William F. Maloney (eds.) Natural Resources and Development: Are They a Curse? Are They Destiny? Stanford University Press, 2003.

February 2001Contagion: How to Measure It?

Published: Contagion: How to Measure It?, Roberto Rigobon. in Preventing Currency Crises in Emerging Markets, Edwards and Frankel. 2002

September 2000Contagion in Latin America: Definitions, Measurement, and Policy Implications
with Kristin Forbes: w7885

Published: Roberto Rigobón & Kristin Forbes, 2001. "Contagion in Latin America: Definitions, Measurement, and Policy Implications," Journal of LACEA Economia, LACEA - LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION. citation courtesy of

January 2000Identification through Heteroskedasticity: Measuring "Contagion: betweenArgentinean and Mexican Sovereign Bonds

Published: Roberto Rigobon, 2003. "Identification Through Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 777-792, 09.

September 1999On the Measurement of the International Propagation of Shocks

Published: Rigobon, Roberto, 2003. "On the measurement of the international propagation of shocks: is the transmission stable?," Journal of International Economics, Elsevier, vol. 61(2), pages 261-283, December.

July 1999No Contagion, Only Interdependence: Measuring Stock Market Co-movements
with Kristin Forbes: w7267

Published: Forbes, Kristin J. and Roberto Rigobon. "No Contagion, Only Interdependence: Measuring Stock Market Comovements," Journal of Finance, 2002, v57(5,Oct), 2223-2261. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

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