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Marius del Giudice Rodriguez

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This is information that was supplied by Marius Rodriguez in registering through RePEc. If you are Marius del Giudice Rodriguez , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marius
Middle Name: del Giudice
Last Name: Rodriguez
Suffix:

RePEc Short-ID: pro710

Email:

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Homepage: http://www.frbsf.org/economics/economists/staff.php?mrodriguez
Postal Address:
Phone:

Affiliation

Economic Research
Federal Reserve Bank of San Francisco
Location: San Francisco, California (United States)
Homepage: http://www.frbsf.org/economics/
Email:
Phone: (415) 974-3190
Fax: (415) 974-2168
Postal: P.O. Box 7702, San Francisco, CA 94120-7702
Handle: RePEc:edi:erfsfus (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.).
  3. Aiolfi, Marco & Rodriguez, Marius & Timmermann, Allan G, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability," CEPR Discussion Papers 7656, C.E.P.R. Discussion Papers.

Articles

  1. Faquiryan, Hamed & Rodriguez, Marius del Giudice, 2014. "Bank counterparties and collateral usage," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  2. Marco Aiolfi & Marius Rodriguez & Allan Timmermann, 2010. "Understanding Analysts' Earnings Expectations: Biases, Nonlinearities, and Predictability," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(3), pages 305-334, Summer.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-04-30. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-08-31. Author is listed
  3. NEP-CMP: Computational Economics (1) 2011-04-30. Author is listed
  4. NEP-ECM: Econometrics (1) 2011-04-30. Author is listed
  5. NEP-IFN: International Finance (1) 2013-08-31. Author is listed
  6. NEP-MON: Monetary Economics (1) 2013-08-31. Author is listed
  7. NEP-RMG: Risk Management (2) 2011-04-30 2013-08-31. Author is listed

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