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Citations of
Roberto Rigobon

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Gita Gopinath & Oleg Itskhoki & Roberto Rigobon, 2007. "Currency Choice and Exchange Rate Pass-through," NBER Working Papers 13432, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Burstein, Ariel Tomas & Hellwig, Christian, 2007. "Prices and Market Shares in a Menu Cost Model," CEPR Discussion Papers 6504, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Gita Gopinath & Oleg Itskhoki, 2008. "Frequency of Price Adjustment and Pass-through," NBER Working Papers 14200, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Andrew Atkeson & Ariel Burstein, 2008. "Pricing-to-market, trade costs, and international relative prices," Staff Report 404, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    4. Enrique G. Mandoza & Vivian Z. Yue, 2008. "A solution to the default risk-business cycle disconnect," International Finance Discussion Papers 924, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Enrique G. Mendoza & Vivian Z. Yue, 2008. "A Solution to the Default Risk-Business Cycle Disconnect," NBER Working Papers 13861, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Roberto Rigobon & Brian Sack, 2006. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Working Papers 12420, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Ghent, Andra, 2007. "Why do markets react badly to good news? Evidence from Fed Funds Futures," MPRA Paper 1708, University Library of Munich, Germany. [Downloadable!]
    2. Marcel Fratzscher, 2007. "US shocks and global exchange rate configurations," Working Paper Series 835, European Central Bank. [Downloadable!]
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  3. Gita Gopinath & Roberto Rigobon, 2006. "Sticky Borders," NBER Working Papers 12095, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Volker Nitsch, 2007. "Die Another Day: Duration in German Import Trade," DEGIT Conference Papers c012_037, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
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    2. Andrew K. Rose, 2006. "A Stable International Monetary System Emerges: Inflation Targeting is Bretton Woods, Reversed," NBER Working Papers 12711, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    3. Kenneth S. Rogoff, 2006. "Impact of globalization on monetary policy," Proceedings, Federal Reserve Bank of Kansas City, pages 265-305. [Downloadable!]
    4. Luis J. Álvarez, 2007. "What do micro price data tell us on the validity of the New Keynesian Phillips Curve?," Banco de España Working Papers 0728, Banco de España. [Downloadable!]
    5. Günter Coenen & Peter McAdam & Roland Straub, 2007. "Tax reform and labour-market performance in the euro area - a simulation-based analysis using the New Area-Wide Model," Working Paper Series 747, European Central Bank. [Downloadable!]
    6. Rose, Andrew K, 2006. "A Stable International Monetary System Emerges: Bretton Woods, Reversed," CEPR Discussion Papers 5854, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    7. Christopher Gust & Sylvain Leduc & Nathan Sheets, 2008. "The adjustment of global external balances: does partial exchange rate pass-through to trade prices matter?," Working Paper Series 2008-16, Federal Reserve Bank of San Francisco. [Downloadable!]

  4. Sebastian Edwards & Roberto Rigobon, 2005. "Capital Controls, Exchange Rate Volatility and External Vulnerability," NBER Working Papers 11434, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Sebastian Edwards, 2006. "The Relationship Between Exchange Rates and Inflation Targeting Revisited," Working Papers Central Bank of Chile 409, Central Bank of Chile. [Downloadable!]
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    2. Ilan Noy & Tam B. Vu, 2007. "Capital Account Liberalization and Foreign Direct Investment," Working Papers 200708, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
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  5. Fernando A. Broner & Roberto Rigobon, 2005. "Why are Capital Flows so Much More Volatile in Emerging Than in Developed Countries?," Working Papers Central Bank of Chile 328, Central Bank of Chile. [Downloadable!]
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    Cited by:

    1. Partha Sen, 2007. "Capital Inflows, Financial Repression And Macroeconomic Policy In India Since The Reforms," Working papers 157, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    2. Jean-Pierre Allegret & Alain Sand-Zantman, 2007. "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Post-Print halshs-00142506_v1, HAL. [Downloadable!]
    3. Ana Fostel & Graciela Laura Kaminsky, 2007. "Latin America's Access to International Capital Markets: Good Behavior or Global Liquidity?," NBER Working Papers 13194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Andrei A. Levchenko & Paolo Mauro, 2006. "Do Some Forms of Financial Flows Help Protect from Sudden Stops?," IMF Working Papers 06/202, International Monetary Fund. [Downloadable!]
    5. Ana Fostel & Graciela Kaminsk, 2007. "Latin America's Access to International Capital Markets: Good Behavior or Global Liquidity?," Working Papers Central Bank of Chile 442, Central Bank of Chile. [Downloadable!]
    6. Michael M. Hutchison & Ilan Noy & Lidan Wang, 2007. "Fiscal and Monetary Policies and the Cost of Sudden Stops," Working Papers 200724, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    7. Rebecca Neumann & Ron Penl, 2008. "Volatile capital flows: Interactions between de jure and de facto financial liberalization," Economics Bulletin, Economics Bulletin, vol. 6(3), pages 1-10. [Downloadable!]
    8. Jean-Pierre Allegret & Alain Sand, 2007. "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Working Papers 0701, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]

  6. Anna Pavlova & Roberto Rigobon, 2005. "Wealth Transfers, Contagion, and Portfolio Constraints," NBER Working Papers 11440, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Broner, Fernando A & Lorenzoni, Guido & Schmukler, Sergio, 2007. "Why Do Emerging Economies Borrow Short Term?," CEPR Discussion Papers 6249, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    2. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version," PIER Working Paper Archive 06-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 17 Jul 2006. [Downloadable!]
    3. Basak, Suleyman & Cass, David & Licari, Juan Manuel & Pavlova, Anna, 2006. "Multiplicity in General Financial Equilibrium with Portfolio Constraints," CEPR Discussion Papers 5804, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    4. Suleyman Basak & David Cass & Juan Manuel Licari & Anna Pavlova, 2006. "Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints," PIER Working Paper Archive 06-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]

  7. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Massimo Guidolin & Stuart Hyde, 2008. "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers 2008-005, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Pelin Berkmen & Eduardo E. Cavallo, 2007. "Exchange Rate Policy and Liability Dollarization: An Empirical Study," IMF Working Papers 07/33, International Monetary Fund. [Downloadable!]
    3. Mehl, Arnaud, 2006. "The yield curve as a predictor and emerging economies," BOFIT Discussion Papers 18/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    4. Fabio C. Bagliano & Claudio Morana, 2006. "International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach," Carlo Alberto Notebooks 32, Collegio Carlo Alberto. [Downloadable!]
    5. Marco Cipriani & Graciela L. Kaminsky, 2006. "Volatility in International Financial Market Issuance: The Role of the Financial Center," NBER Working Papers 12587, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Michael Ehrmann & Marcel Fratzscher, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank. [Downloadable!]
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    8. Ariño, Miguel A. & Canela, Miguel A., 2006. "Study of the dollar-euro exchange rate," IESE Research Papers D/620, IESE Business School, revised 30 Mar 2006. [Downloadable!]
    9. Frederic S. Mishkin, 2008. "Globalization, Macroeconomic Performance, and Monetary Policy," NBER Working Papers 13948, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Katrin Tinn, 2005. "Optimal research in financial markets with heterogeneous private information a rational expectations model," Working Paper Series 493, European Central Bank. [Downloadable!]
    11. Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany. [Downloadable!]
    12. Lucia Cuadro Sáez & Marcel Fratzscher & Christian Thimann, 2007. "The transmission of emerging market shocks to global equity markets," Working Paper Series 724, European Central Bank. [Downloadable!]
      Other versions:
    13. Balazs Egert & Lubos Komarek, 2005. "Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?," Working Papers 2005/07, Czech National Bank, Research Department. [Downloadable!]
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    14. Fabio C. Bagliano & Claudio Morana, 2007. "Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?," Carlo Alberto Notebooks 40, Collegio Carlo Alberto. [Downloadable!]
    15. Joshua Hausman & Jon Wongswan, 2006. "Global asset prices and FOMC announcements," International Finance Discussion Papers 886, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    16. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    17. Enzo Weber, 2007. "Who Leads Financial Markets?," SFB 649 Discussion Papers SFB649DP2007-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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  8. Roberto Rigobon & Dani Rodrik, 2004. "Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships," NBER Working Papers 10750, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Francisco Rodríguez, 2006. "Openness and Growth: What Have We Learned?," Wesleyan Economics Working Papers 2006-011, Wesleyan University, Department of Economics. [Downloadable!]
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    2. Pelin Berkmen & Eduardo E. Cavallo, 2007. "Exchange Rate Policy and Liability Dollarization: An Empirical Study," IMF Working Papers 07/33, International Monetary Fund. [Downloadable!]
    3. Ethan Kapstein & Nathan Converse, 2006. "The Economics of Young Democracies: Policies and Performance," Working Papers 85, Center for Global Development. [Downloadable!]
    4. Robert Lavigne, 2006. "The Institutional and Political Determinants of Fiscal Adjustment," Working Papers 06-1, Bank of Canada. [Downloadable!]
    5. Brigitte Desroches & Michael Francis, 2006. "Institutional Quality, Trade, and the Changing Distribution of World Income," Working Papers 06-19, Bank of Canada. [Downloadable!]
    6. Andrei A. Levchenko & Qu� To�n �o, 2006. "Trade, Inequality, and the Political Economy of Institutions," IMF Working Papers 06/56, International Monetary Fund. [Downloadable!]
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    7. Linda Chor Wing Yung & Sam Hak-Kan Tang, 2005. "Does Rapid Economic Growth Accelerate Democratization? Time-Series Evidence from High Performing Asian Economies," Economics Discussion / Working Papers 05-20, The University of Western Australia, Department of Economics. [Downloadable!]
    8. Jensen, Olivia & Blanc-Brude, Frederic, 2006. "The handshake : why do governments and firms sign private sector participation deals ? Evidence from the water and sanitation sector in developing countries," Policy Research Working Paper Series 3937, The World Bank. [Downloadable!]
    9. Ben Dolman, 2007. "Patterns of Migration, Trade and Foreign Direct Investment across OECD Countries," DEGIT Conference Papers c012_030, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    10. Barry Eichengreen, 2006. "Democracy and Globalization," NBER Working Papers 12450, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Do, Quy-Toan & Levchenko, Andrei A., 2006. "Comparative advantage, demand for external finance, and financial development," Policy Research Working Paper Series 3889, The World Bank. [Downloadable!]
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    12. Ruth Uwaifo Oyelere, 2007. "Within and Between Gender Disparities in Income and Education Benefits from Democracy," IZA Discussion Papers 3221, Institute for the Study of Labor (IZA). [Downloadable!]
    13. Agell, Jonas & Persson, Mats, 2006. "Bevolent Planners, Malevolent Dictators and Democratic Voters," Research Papers in Economics 2006:6, Stockholm University, Department of Economics. [Downloadable!]
    14. Calderon, Cesar & Loayza, Norman & Schmidt-Hebbel, Klaus, 2005. "Does openness imply greater exposure ?," Policy Research Working Paper Series 3733, The World Bank. [Downloadable!]
    15. Arezki, Rabah & van der Ploeg, Frederick, 2007. "Can the Natural Resource Curse Be Turned Into a Blessing? The Role of Trade Policies and Institutions," CEPR Discussion Papers 6225, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    16. Sambit Bhattacharyya, 2008. "Trade Liberalization And Institutional Development," Departmental Working Papers 2008-13, Australian National University, Economics RSPAS. [Downloadable!]
    17. Kaufmann, Daniel & Kraay, Aart & Mastruzzi, Massimo, 2005. "Governance matters IV : governance indicators for 1996-2004," Policy Research Working Paper Series 3630, The World Bank. [Downloadable!]
    18. Kapstein, Ethan & Converse, Nathan, 2006. "The Economics of Young Democracies: Policies and Performance," MPRA Paper 553, University Library of Munich, Germany. [Downloadable!]
    19. Ha Yan Lee & Luca Antonio Ricci & Roberto Rigobon, 2004. "Once Again, is Openness Good for Growth?," NBER Working Papers 10749, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    20. Theo Eicher & Till Schreiber, 2006. "Structural Policies and Growth: Time Series Evidence from a Natural Experiment," Working Papers 48, Department of Economics, College of William and Mary. [Downloadable!]
    21. Harold L. Cole & Lee E. Ohanian & Alvaro Riascos & James A. Schmitz, Jr., 2004. "Latin America in the rearview mirror," Staff Report 351, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:

  9. Marcio Garcia & Roberto Rigobon, 2004. "A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data," NBER Working Papers 10336, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Cited by:

    1. Andrew Powell & Juan Francisco Martínez, 2008. "On Emerging Economy Sovereign Spreads and Ratings," RES Working Papers 1080, Inter-American Development Bank, Research Department. [Downloadable!]
    2. Hans Genberg & Astrit Sulstarova, 2005. "Macroeconomic Volatility, Debt Dynamics, and Sovereign Interest Rate Spreads," Working Papers 182005, Hong Kong Institute for Monetary Research. [Downloadable!]
    3. Hostland, Doug & Karam, Philippe, 2006. "Assessing debt sustainability in emerging market economies using stochastic simulation methods," Policy Research Working Paper Series 3821, The World Bank. [Downloadable!]
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    4. Issouf Samake & Evan Tanner, 2007. "Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey," IMF Working Papers 06/295, International Monetary Fund. [Downloadable!]
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    5. Eduardo Borensztein & Eduardo Cavallo & Patricio Valenzuela, 2007. "Debt Sustainability under Catastrophic Risk: The Case for Government Budget Insurance," RES Working Papers 1062, Inter-American Development Bank, Research Department. [Downloadable!]
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    6. Kevin Joseph Carey & Evan Tanner, 2005. "The Perils of Tax Smoothing: Sustainable Fiscal Policy with Random Shocks to Permanent Output," IMF Working Papers 05/207, International Monetary Fund. [Downloadable!]
    7. Philippe D Karam & Doug Hostland, 2006. "Specification of a Stochastic Simulation Model for Assessing Debt Sustainability in Emerging Market Economies," IMF Working Papers 06/268, International Monetary Fund. [Downloadable!]
    8. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2007. "Local debt expansion… vulnerability reduction? An assessment for six crises-prone countries," Banco de España Working Papers 0733, Banco de España. [Downloadable!]
    9. Wagner Piazza Gaglianone & Raquel M. B. Sampaio & Luiz Renato Regis de Oliveira Lima, 2006. "Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach," Economics Working Papers (Ensaios Economicos da EPGE) 631, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    10. Charles Wyplosz, 2005. "Debt Sustainability Assessment: The IMF Approach and Alternatives," HEI Working Papers 03-2007, Economics Section, The Graduate Institute of International Studies, revised 30 Jan 2006. [Downloadable!]
    11. Marcos Chamon & Paolo Mauro, 2005. "Pricing Growth-Indexed Bonds," IMF Working Papers 05/216, International Monetary Fund. [Downloadable!]
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    12. Mário Jorge Mendonça & Cláudio H. dos Santos, 2008. "Revisitando a Função de Reação Fiscal no Brasil Pós-Real: Uma Abordagem de Mudanças de Regime," Discussion Papers 1337, Instituto de Pesquisa Econômica Aplicada - IPEA. [Downloadable!]
    13. Julian di Giovanni & E. H. Gardner, 2008. "A Simple Stochastic Approach to Debt Sustainability Applied to Lebanon," IMF Working Papers 08/97, International Monetary Fund. [Downloadable!]

  10. Roberto Rigobon & Marcio Garcia, 2004. "A Risk Management Approach to Emerging Market’s Sovereign Debt Sustainability with an application to Brazilian data," Econometric Society 2004 Latin American Meetings 24, Econometric Society. [Downloadable!]

    Cited by:

    1. Andrew Powell & Juan Francisco Martínez, 2008. "On Emerging Economy Sovereign Spreads and Ratings," RES Working Papers 1080, Inter-American Development Bank, Research Department. [Downloadable!]

  11. Ha Yan Lee & Luca Antonio Ricci & Roberto Rigobon, 2004. "Once Again, is Openness Good for Growth?," NBER Working Papers 10749, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    Published as:

    Cited by:

    1. Hildegunn Ekroll Stokke, 2005. "Productivity Growth in Backward Economies and the Role of Barriers to Technology Adoption," Working Paper Series 4905, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
    2. Sambit Bhattacharyya & Steve Dowrick & Jane Golley, 2008. "Institutions And Trade: Competitors Or Complements In Economic Development?," Departmental Working Papers 2008-12, Australian National University, Economics RSPAS. [Downloadable!]
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    3. Wong Tsen, 2006. "Granger causality tests among openness to international trade, human capital accumulation and economic growth in China: 1952--1999," International Economic Journal, Korean International Economic Association, vol. 20(3), pages 285-302, September. [Downloadable!] (restricted)
    4. Brigitte Desroches & Michael Francis, 2006. "Institutional Quality, Trade, and the Changing Distribution of World Income," Working Papers 06-19, Bank of Canada. [Downloadable!]
    5. Torfinn Harding and Jørn Rattsø, 2005. "The barrier model of productivity growth: South Africa," Discussion Papers 425, Research Department of Statistics Norway. [Downloadable!]
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    6. Ann Harrison, 2006. "Globalization and Poverty," NBER Working Papers 12347, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Andreas Billmeier & Tommaso Nannicini, 2007. "Trade Openness and Growth: Pursuing Empirical Glasnost," IMF Working Papers 07/156, International Monetary Fund. [Downloadable!]
    8. Calderon, Cesar & Loayza, Norman & Schmidt-Hebbel, Klaus, 2005. "Does openness imply greater exposure ?," Policy Research Working Paper Series 3733, The World Bank. [Downloadable!]
    9. Vatcharin Sirimaneetham, 2006. "What drives liberal policies in developing countries?," Bristol Economics Discussion Papers 06/587, Department of Economics, University of Bristol, UK. [Downloadable!]
    10. Bhaskara Rao & Maheshwar Rao, 2005. "Determinants Of Growth Rate: Some Methodological Issues With Data From Fiji," Macroeconomics 0509003, EconWPA. [Downloadable!]
    11. Claudia M. Buch & Farid Toubal, 2007. "Openness and Growth: The Long Shadow of the Berlin Wall," IAW Discussion Papers 31, Institut für Angewandte Wirtschaftsforschung (IAW). [Downloadable!]
    12. Eduardo Cavallo, 2007. "Output Volatility and Openness to Trade: A Reassessment," RES Working Papers 1033, Inter-American Development Bank, Research Department. [Downloadable!]
    13. Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006. "Structural Breaks in Trade and Income Per Capita in ASEAN-5 Countries: An Application of Innovational Outlier Models," Economics Working Papers wp06-12, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
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  12. Ricardo Hausmann & Ugo Panizza & Roberto Rigobon, 2004. "The Long-Run Volatility Puzzle of the Real Exchange Rate," NBER Working Papers 10751, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Guillermo A. Calvo & Alejandro Izquierdo & Rudy Loo-Kung, 2005. "Relative Price Volatility Under Sudden Stops: The Relevance of Balance Sheet Effects," NBER Working Papers 11492, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Shelley, Gary & Wallace, Frederick, 2007. "Co-movements in international dollar price levels," MPRA Paper 4133, University Library of Munich, Germany. [Downloadable!]
    3. Margarida Duarte & Diego Restuccia & Andrea L. Waddle, 2007. "Exchange rates and business cycles across countries," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 57-76. [Downloadable!]
    4. Philippe Aghion & Philippe Bacchetta & Romain Ranciere & Kenneth Rogoff, 2006. "Exchange Rate Volatility and Productivity Growth: The Role of Financial Development," Working Papers 06.02, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
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    5. Michael Bleaney, . "Fundamentals And Exchange Rate Volatility," Discussion Papers 06/03, University of Nottingham, School of Economics. [Downloadable!]
    6. Poelhekke, Steven & van der Ploeg, Frederick, 2007. "Volatility, Financial Development and the Natural Resource Curse," CEPR Discussion Papers 6513, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    7. Fernando Broner & Roberto Rigobon, 2004. "Why are Capital Flows so much more Volatile in Emerging than in Developed Countries?," Economics Working Papers 862, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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  13. Jonathan Kearns & Roberto Rigobon, 2003. "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers rdp2003-04, Reserve Bank of Australia. [Downloadable!]

    Cited by:

    1. Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006. "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
    2. Oscar Bernal, 2006. "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," Working Papers DULBEA 06-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
    3. Kevin Cowan & David Rappoport & Jorge Selaive, 2007. "High Frequency Dynamics of the Exchange Rate in Chile," Working Papers Central Bank of Chile 433, Central Bank of Chile. [Downloadable!]
    4. Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2005. "The Impact of FX Central Bank Intervention in a Noise Trading Framework," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
    5. Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170. [Downloadable!]
    6. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis. [Downloadable!]
    7. Michel Beine & Oscar Bernal, 2005. "Why do central banks intervene secretly? Preliminary evidence from the BoJ," Working Papers DULBEA 05-09.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
    8. Takatoshi Ito & Tomoyoshi Yabu, 2004. "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers 10456, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    9. Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    10. Oscar Bernal & Jean-Yves Gnabo, 2007. "Talks, financial operations or both? Generalizing central banks’ FX reaction functions," Working Papers DULBEA 07-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]

  14. Roberto Rigobon & Brian Sack, 2003. "The effects of war risk on U.S. financial markets," Finance and Economics Discussion Series 2003-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    Cited by:

    1. Massimo Guidolin & Eliana La Ferrara, 2005. "The economic effects of violent conflict: evidence from asset market reactions," Working Papers 2005-066, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Elena Corallo, 2005. "The effect of the war risk: a comparison of the consequences of the two Iraq wars on some financial variables," LIUC Papers in Economics 171, Cattaneo University (LIUC). [Downloadable!]

  15. Ricardo Hausmann & Roberto Rigobon, 2003. "An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications," NBER Working Papers 9424, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Christa N. Brunnschweiler & Erwin H. Bulte, 2006. "The Resource Curse Revisited and Revised: A Tale of Paradoxes and Red Herrings," Economics working paper series 06/61, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. [Downloadable!]
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    2. James L. Butkiewicz & Halit Yanikkaya, . "Minerals, Openness, Institutions and Growth: An Empirical Analysis," Working Papers 07-04, University of Delaware, Department of Economics. [Downloadable!]
    3. Joshua D. Angrist & Adriana Kugler, 2005. "Rural Windfall or a New Resource Curse? Coca, Income, and Civil Conflict in Colombia," NBER Working Papers 11219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Alfredo Baldini, 2005. "Fiscal Policy and Business Cycles in an Oil-Producing Economy: The Case of Venezuela," IMF Working Papers 05/237, International Monetary Fund. [Downloadable!]
    5. Rodrigo Fuentes & Roberto Álvarez, 2006. "Paths of Development, Specialization, and Natural Resources Abundance," Working Papers Central Bank of Chile 383, Central Bank of Chile. [Downloadable!]
    6. Nienke Oomes & Katerina Kalcheva, 2007. "Diagnosing Dutch Disease: Does Russia Have the Symptoms?," IMF Working Papers 07/102, International Monetary Fund. [Downloadable!]
      Other versions:
    7. Subrata Ghatak & José R. Sánchez-Fung, 2006. "Is Fiscal Policy Sustainable in Developing Economies?," VATT Discussion Papers 384, Government Institute for Economic Research (VATT). [Downloadable!]
    8. Betty Agnani & Amaia Iza, 2005. "Growth in an oil abundant economy: The case of Venezuela," DEGIT Conference Papers c010_053, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    9. Christa N. Brunnschweiler, 2006. "Cursing the blessings? Natural resource abundance, institutions, and economic growth," Economics working paper series 06/51, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. [Downloadable!]
      Other versions:
    10. Xavier Sala-i-Martín & Arvind Subramanian, 2003. "Addressing the Natural Resource Curse: An Illustration from Nigeria," Economics Working Papers 685, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
      Other versions:
    11. Daniel Leigh & Jan-Peter Olters, 2006. "Natural-Resource Depletion, Habit Formation, and Sustainable Fiscal Policy: Lessons from Gabon," IMF Working Papers 06/193, International Monetary Fund. [Downloadable!]

  16. Roberto Rigobon & Brian Sack, 2003. "Spillovers across U.S. financial markets," Finance and Economics Discussion Series 2003-13, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:

    Cited by:

    1. Massimo Guidolin & Stuart Hyde, 2008. "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers 2008-005, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Pelin Berkmen & Eduardo E. Cavallo, 2007. "Exchange Rate Policy and Liability Dollarization: An Empirical Study," IMF Working Papers 07/33, International Monetary Fund. [Downloadable!]
    3. Julius Moschitz, 2004. "Spillovers across High Yield Markets," Finance 0412024, EconWPA. [Downloadable!]
    4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007. "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers 2007-20, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    5. Enzo Weber, 2007. "Volatility and Causality in Asia Pacific Financial Markets," SFB 649 Discussion Papers SFB649DP2007-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    6. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109. [Downloadable!]
    7. John Y. Campbell & Luis Viceira, 2005. "The Term Structure of the Risk-Return Tradeoff," NBER Working Papers 11119, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. George Milunovich, 2006. "Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia," Research Papers 0610, Macquarie University, Department of Economics. [Downloadable!]
    9. Elena Corallo, 2005. "The effect of the war risk: a comparison of the consequences of the two Iraq wars on some financial variables," LIUC Papers in Economics 171, Cattaneo University (LIUC). [Downloadable!]
    10. Enzo Weber, 2007. "Who Leads Financial Markets?," SFB 649 Discussion Papers SFB649DP2007-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    11. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Jón Daníelsson & Ryan Love, 2006. "Feedback trading

      This paper is also available at www.riskresearch.org

      ," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 35-53. [Downloadable!]
    13. Roberto Rigobon & Dani Rodrik, 2004. "Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships," NBER Working Papers 10750, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  17. Anna Pavlova & Roberto Rigobon, 2003. "Asset Prices and Exchange Rates," NBER Working Papers 9834, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    Published as:

    Cited by:

    1. Fabrizio Perri & Jonathan Heathcote, 2007. "The International Diversification Puzzle Is Not as Bad as You Think," Working Papers 2007-3, University of Minnesota, Department of Economics, revised 08 Oct 2007. [Downloadable!]
      Other versions:
    2. Antonio Diez de los Rios, 2007. "Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets," Working Papers 07-29, Bank of Canada. [Downloadable!]
      Other versions:
    3. Basak, Suleyman & Pavlova, Anna, 2004. "A Dynamic Model with Import Quota Constraints," Working papers 4230-02, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    4. MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    5. Harald Hau & Helene Rey, 2004. "Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?," American Economic Review, American Economic Association, vol. 94(2), pages 126-133, May. [Downloadable!] (restricted)
      Other versions:
    6. Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis, 2005. "Explaining exchange rate dynamics - the uncovered equity return parity condition," Working Paper Series 529, European Central Bank. [Downloadable!]
    7. Emmanuel Farhi & Xavier Gabaix, 2008. "Rare Disasters and Exchange Rates," NBER Working Papers 13805, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Pierre-Olivier Gourinchas, 2006. "The Research Agenda: Pierre-Olivier Gourinchas on Global Imbalances and Financial Factors," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 7(2), April. [Downloadable!]
    9. Basak, Suleyman & Pavlova, Anna, 2004. "Monopoly Power and the Firm€ٳ Valuation:," Working papers 4234-01, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    10. Philip R. Lane & G Milesi-Feretti, 2004. "Financial Globalization and Exchange Rates," CEP Discussion Papers dp0662, Centre for Economic Performance, LSE. [Downloadable!]
      Other versions:
    11. Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe, 2007. "International Portfolios with Supply, Demand and Redistributive Shocks," CEPR Discussion Papers 6482, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    12. Cedric Tille, 2005. "Financial integration and the wealth effect of exchange rate fluctuations," Staff Reports 226, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    13. Pavlova, Anna & Rigobon, Roberto, 2005. "Wealth Transfers, Contagion and Portfolio Constraints," CEPR Discussion Papers 5117, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    14. Fabio Ghironi & Jaewoo Lee & Alessandro Rebucci, 2007. "The Valuation Channel of External Adjustment," NBER Working Papers 12937, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    15. Christian Bauer & Sebastian Horlemann, 2006. "Modeling the Term Structure of Exchange Rate Expectations," Macroeconomics termstructure-bauer-horle, Department of Economics, Economics I, Bayreuth University. [Downloadable!]
    16. John. Cochrane & Francis Longstaff & Pedro Santa-Clara, 2003. "Two Trees: Asset Price Dynamics Induced By Market Clearing," University of California at Los Angeles, Anderson Graduate School of Management 1248, Anderson Graduate School of Management, UCLA. [Downloadable!]
      Other versions:
    17. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    18. Devereux, Michael B & Saito, Makoto, 2006. "A Portfolio Theory of International Capital Flows," CEPR Discussion Papers 5746, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    19. John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. Kollmann, Robert, 2006. "International Portfolio Equilibrium and the Current Account," CEPR Discussion Papers 5512, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  18. Claudio Raddatz & Roberto Rigobon, 2003. "Monetary Policy and Sectoral Shocks: Did the FED react properly to the High-Tech Crisis?," NBER Working Papers 9835, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Marika Karanassou & Hector Sala & Dennis J. Snower, 2007. "The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties," IZA Discussion Papers 2900, Institute for the Study of Labor (IZA). [Downloadable!]
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    2. Marika Karanassou & Hector Sala & Dennis Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Kiel Working Papers 1441, Kiel Institute for the World Economy. [Downloadable!]
    3. Marika Karanassou & Hector Sala, 2008. "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience," Discussion Papers 2008-06, School of Economics, The University of New South Wales. [Downloadable!]
    4. Alam, Tasneem & Waheed, Muhammad, 2006. "The monetary transmission mechanism in Pakistan: a sectoral analysis," MPRA Paper 2719, University Library of Munich, Germany, revised 13 Apr 2007. [Downloadable!]
    5. Marika Karanassou & Hector Sala & Dennis J. Snower, 2008. "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective," Discussion Papers 2008-08, School of Economics, The University of New South Wales. [Downloadable!]
    6. Gary L. Shelley & Frederick H. Wallace, 2004. "Long Run Effects of Money on Real Consumption and Investment in the U.S," Macroeconomics 0404007, EconWPA, revised 06 Apr 2004. [Downloadable!]
      Other versions:
    7. Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006. "Sector diversification during crises: A European perspective," Working Papers DULBEA 06-07.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
    8. Ricardo Llaudes, 2007. "Monetary policy shocks in a two-sector open economy - an empirical study," Working Paper Series 799, European Central Bank. [Downloadable!]

  19. Roberto Rigobon & Brian Sack, 2002. "The impact of monetary policy on asset prices," Finance and Economics Discussion Series 2002-4, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Ben S. Bernanke & Kenneth N. Kuttner, 2004. "What Explains the Stock Market's Reaction to Federal Reserve Policy?," NBER Working Papers 10402, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Mauricio Larraín, 2005. "Monetary Policy and Long-Term Interest Rates in Chile," Working Papers Central Bank of Chile 335, Central Bank of Chile. [Downloadable!]
    3. Jeff Moore & Richard Austin, 2002. "The behavior of federal funds futures prices over the monetary policy cycle," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 45-61. [Downloadable!]
    4. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers 2008-05, University of Connecticut, Department of Economics. [Downloadable!]
    5. Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers 11769, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Balázs Vonnák, 2007. "The Hungarian Monetary Transmission Mechanism: an Assessment," MNB Working Papers 2007/3, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
    7. Fabio Milani, 2008. "Learning about the Interdependence between the Macroeconomy and the Stock Market," Working Papers 070819, University of California-Irvine, Department of Economics. [Downloadable!]
    8. Chulia-Soler, H & Martens, M.P.E. & Dijk, D.J.C. van, 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," Research Paper ERS-2007-066-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    9. Massimo Guidolin & Stuart Hyde, 2008. "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers 2008-005, Federal Reserve Bank of St. Louis. [Downloadable!]
    10. Donald L. Kohn & Brian P. Sack, 2003. "Central bank talk: does it matter and why?," Finance and Economics Discussion Series 2003-55, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Pelin Berkmen & Eduardo E. Cavallo, 2007. "Exchange Rate Policy and Liability Dollarization: An Empirical Study," IMF Working Papers 07/33, International Monetary Fund. [Downloadable!]
    12. Jeong-Joon Lee, 2007. "The Adjusted Solow Residual and Asset Returns," Eastern Economic Journal, Eastern Economic Association, vol. 33(2), pages 231-255, Spring. [Downloadable!]
      Other versions:
    13. Ansgar Belke & Thorsten Polleit, 2005. "(How) Do Stock Market Returns React to Monetary Policy? - An ARDL Cointegration Analysis for Germany," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 253/2005, Department of Economics, University of Hohenheim, Germany. [Downloadable!]
    14. P. Siklos, M. Bohl, 2006. "Policy Words and Policy Deeds: The ECB and the Euro," Working Papers eg0050, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]
      Other versions:
    15. Bjørnland , Hilde & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Research Discussion Papers 17/2005, Bank of Finland. [Downloadable!]
      Other versions:
    16. Oreste Napolitano, 2006. "Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?," Discussion Papers 1_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy. [Downloadable!]
      Other versions:
    17. Hilde C. Bjørnland, 2005. "Monetary policy and exchange rate interactions in a small open economy," Working Paper 2005/16, Norges Bank. [Downloadable!]
      Other versions:
    18. Ha Y. Lee & Roberto Rigobón & Luca Antonio Ricci, 2004. "Once Again, is Openness Good for Growth?," IMF Working Papers 04/135, International Monetary Fund. [Downloadable!]
      Other versions:
    19. Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers 561, Research Seminar in International Economics, University of Michigan. [Downloadable!]
    20. Monika Piazzesi & Eric Swanson, 2004. "Futures Prices as Risk-adjusted Forecasts of Monetary Policy," NBER Working Papers 10547, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    21. Roberto Rigobon & Brian Sack, 2003. "The effects of war risk on U.S. financial markets," Finance and Economics Discussion Series 2003-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    22. Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, EconWPA. [Downloadable!]
      Other versions:
    23. Michael Ehrmann & Marcel Fratzscher, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 616, European Central Bank. [Downloadable!]
      Other versions:
    24. Michael Ehrmann & Marcel Fratzscher, 2007. "Explaining monetary policy in press conferences," Working Paper Series 767, European Central Bank. [Downloadable!]
    25. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2007. "Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets," CREATES Research Papers 2007-20, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    26. Carlo Rosa & Giovanni Verga, 2006. "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers dp0764, Centre for Economic Performance, LSE. [Downloadable!]
    27. Jansen, David-Jan & de Haan, Jakob, 2003. "Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
      Other versions:
    28. Pavlova, Anna & Rigobon, Roberto, 2004. "Asset Prices and Exchange Rates," Working papers 4322-03, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
      Other versions:
    29. Özer Karagedikli & Pierre L. Siklos, 2008. "Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?," Reserve Bank of New Zealand Discussion Paper Series DP2008/02, Reserve Bank of New Zealand. [Downloadable!]
    30. Kenneth N. Kuttner & Adam S. Posen, 2007. "Do Markets Care Who Chairs the Central Bank?," Peterson Institute Working Paper Series WP07-3, Peterson Institute for International Economics. [Downloadable!]
      Other versions:
    31. Jon Wongswan, 2005. "The response of global equity indexes to U.S. monetary policy announcements," International Finance Discussion Papers 844, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    32. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2006. "Market-based measures of monetary policy expectations," Working Paper Series 2006-04, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    33. Troy Davig & Jeffrey R. Gerlach, 2006. "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers 31, Department of Economics, College of William and Mary. [Downloadable!]
    34. Giorgio Valente, 2005. "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers 092005, Hong Kong Institute for Monetary Research. [Downloadable!]
    35. Guimarães, Bernardo & Soares Gonçalves, Carlos Eduardo, 2007. "Monetary Policy, Default Risk and the Exchange Rate," CEPR Discussion Papers 6501, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    36. Antonello D'Agostino & Luca Sala & Paolo Surico, 2005. "The Fed and the Stock Market," Macroeconomics 0507001, EconWPA. [Downloadable!]
      Other versions:
    37. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    38. Johann Scharler, 2004. "Understanding the Stock Market's Response to Monetary Policy Shocks," Working Papers 93, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    39. Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines 'News' in Foreign Exchange Markets," Working Papers 547, Research Seminar in International Economics, University of Michigan. [Downloadable!]
    40. Elena Corallo, 2005. "The effect of the war risk: a comparison of the consequences of the two Iraq wars on some financial variables," LIUC Papers in Economics 171, Cattaneo University (LIUC). [Downloadable!]
    41. Tore Ellingsen & Ulf Soderstrom, . "Why are Long Rates Sensitive to Monetary Policy," Working Papers 256, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    42. Don Bredin & Caroline Gavin & Gerard O Reilly, 2003. "The Influence of Domestic and International Interest Rates on the ISEQ," The Economic and Social Review, Economic and Social Studies, vol. 34(3), pages 249–265. [Downloadable!]
    43. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    44. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    45. Ansgar Belke & Thorsten Polleit, 2005. "Monetary Policy and Dividend Growth in Germany: Long-Run Structural Modelling versus Bounds Testing Approach," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 250/2005, Department of Economics, University of Hohenheim, Germany. [Downloadable!]
      Other versions:
    46. Horst Entorf & Christian Steiner, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Darmstadt Discussion Papers in Economics 159, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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    47. Péter Gábriel & Klára Pintér, 2006. "The effect of the MNB’s communication on financial markets," MNB Working Papers 2006/9, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
    48. Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    49. Roberto Rigobon & Dani Rodrik, 2004. "Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships," NBER Working Papers 10750, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    50. Refet S. Gürkaynak, 2005. "Using federal funds futures contracts for monetary policy analysis," Finance and Economics Discussion Series 2005-29, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    51. Jesús Vázquez, 2006. "The Importance of Stock Market Returns in Estimated Monetary Policy Rules," DFAEII Working Papers 200606, University of the Basque Country - Department