Marius del Giudice Rodriguez
Personal Details
First Name: | Marius |
Middle Name: | del Giudice |
Last Name: | Rodriguez |
Suffix: | |
RePEc Short-ID: | pro710 |
| |
http://www.frbsf.org/economics/economists/staff.php?mrodriguez | |
Terminal Degree: | 2006 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy) |
Affiliation
Economic Research
Federal Reserve Bank of San Francisco
San Francisco, California (United States)http://www.frbsf.org/economics/
RePEc:edi:erfsfus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020.
"What is Certain about Uncertainty?,"
International Finance Discussion Papers
1294, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
- Canlin Li & Andrew C. Meldrum & Marius del Giudice Rodriguez, 2017. "Robustness of Long-Maturity Term Premium Estimates," FEDS Notes 2017-04-03, Board of Governors of the Federal Reserve System (U.S.).
- Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).
- Marius del Giudice Rodriguez & Emre Yoldas, 2016. "Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies," IFDP Notes 2016-12-30-2, Board of Governors of the Federal Reserve System (U.S.).
- Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez, 2015.
"The Price of Variance Risk,"
NBER Working Papers
21182, National Bureau of Economic Research, Inc.
- Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius, 2017. "The price of variance risk," Journal of Financial Economics, Elsevier, vol. 123(2), pages 225-250.
- Marius del Giudice Rodriguez & Thomas Wu, 2013. "The Effect of Capital Controls and Prudential FX Measures on Options-Implied Exchange Rate Stability," Working Paper Series 2013-20, Federal Reserve Bank of San Francisco.
- Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011.
"Dynamic factor value-at-risk for large, heteroskedastic portfolios,"
Finance and Economics Discussion Series
2011-19, Board of Governors of the Federal Reserve System (U.S.).
- Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013. "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4299-4309.
- Timmermann, Allan & Aiolfi, Marco & Rodriguez, Marius, 2010.
"Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability,"
CEPR Discussion Papers
7656, C.E.P.R. Discussion Papers.
- Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 305-334, Summer.
Articles
- Hamed Faquiryan & Marius del Giudice Rodriguez, 2014. "Bank counterparties and collateral usage," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010.
"Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability,"
Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 305-334, Summer.
- Timmermann, Allan & Aiolfi, Marco & Rodriguez, Marius, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability," CEPR Discussion Papers 7656, C.E.P.R. Discussion Papers.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (5) 2015-05-22 2017-01-15 2017-12-03 2018-09-03 2020-08-24. Author is listed
- NEP-RMG: Risk Management (4) 2011-04-30 2013-08-31 2015-05-22 2020-08-24
- NEP-CBA: Central Banking (3) 2013-08-31 2017-01-15 2018-09-03
- NEP-MON: Monetary Economics (3) 2013-08-31 2017-01-15 2018-09-03
- NEP-BAN: Banking (1) 2011-04-30
- NEP-CMP: Computational Economics (1) 2011-04-30
- NEP-ECM: Econometrics (1) 2011-04-30
- NEP-IFN: International Finance (1) 2013-08-31
- NEP-OPM: Open Economy Macroeconomics (1) 2018-09-03
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