His primary areas of study are Monetary economics, Econometrics, Heteroscedasticity, Stock market and Openness to experience. His study brings together the fields of Financial market and Monetary economics. In his study, Portfolio and Periphery countries is strongly linked to Terms of trade, which falls under the umbrella field of Econometrics.
His Heteroscedasticity study combines topics in areas such as Unobservable and Macroeconomics. His Stock market research incorporates themes from Financial economics and Shock. His research in Flight-to-quality focuses on subjects like Financial contagion, which are connected to Volatility.
Monetary economics, Econometrics, Heteroscedasticity, Exchange rate and Financial economics are his primary areas of study. His Monetary economics research integrates issues from Volatility, Financial market and International economics. His study in the fields of Endogeneity, Quantile regression and Censoring under the domain of Econometrics overlaps with other disciplines such as Aggregate.
The study incorporates disciplines such as Bond, Spillover effect and Shock in addition to Heteroscedasticity. The Exchange rate study combines topics in areas such as Inflation, Currency and Price dispersion. In general Financial economics, his work in Portfolio insurance is often linked to Macro linking many areas of study.
Roberto Rigobon mostly deals with Econometrics, Monetary economics, Relative price, Financial economics and Inflation. His study in the field of Heteroscedasticity and Endogeneity is also linked to topics like Aggregate. His work on Exchange-rate pass-through as part of general Monetary economics research is frequently linked to Product availability, Stockout and Natural disaster, thereby connecting diverse disciplines of science.
His research in Relative price intersects with topics in Exchange rate and Price dispersion. Roberto Rigobon combines subjects such as Commerce and Price index with his study of Inflation. Roberto Rigobon has included themes like Periphery countries and Bond in his Shock study.
Roberto Rigobon spends much of his time researching Econometrics, Quantile regression, Monetary economics, Price dispersion and Law of one price. His Econometrics study combines topics from a wide range of disciplines, such as Corporate governance and Divergence. His work carried out in the field of Quantile regression brings together such families of science as Spillover effect, Heteroscedasticity, Shock, Quantile and Credit risk.
In his study, which falls under the umbrella issue of Credit risk, Financial economics is strongly linked to Bond. His Monetary economics research includes elements of Available for sale and Macroeconomics. Roberto Rigobon has researched Price dispersion in several fields, including Relative price and Exchange rate, Foreign exchange risk.
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No Contagion, Only Interdependence: Measuring Stock Market Comovements
Kristin J. Forbes;Roberto Rigobon.
Journal of Finance (2002)
The Impact of Monetary Policy on Asset Prices
Roberto Rigobon;Brian P. Sack.
Research Papers in Economics (2002)
Measuring The Reaction of Monetary Policy to the Stock Market
Roberto Rigobon;Brian Sack.
Quarterly Journal of Economics (2001)
An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications
Ricardo Hausmann;Roberto Rigobon.
National Bureau of Economic Research (2003)
Identification Through Heteroskedasticity
The Review of Economics and Statistics (2003)
No Contagion, Only Interdependence: Measuring Stock Market Co-movements
Kristin Forbes;Roberto Rigobon.
Research Papers in Economics (1999)
Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships
Roberto Rigobon;Dani Rodrik.
Economics of Transition (2005)
Currency Choice and Exchange Rate Pass-Through
Gita Gopinath;Oleg Itskhoki;Roberto Rigobon.
The American Economic Review (2010)
Measuring Contagion: Conceptual and Empirical Issues
Kristin Forbes;Roberto Rigobon.
Stocks, bonds, money markets and exchange rates: measuring international financial transmission
Michael Ehrmann;Marcel Fratzscher;Roberto Rigobon.
Journal of Applied Econometrics (2011)
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