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Marius del Giudice Rodriguez

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
RePEc Short-ID:pro710
San Francisco, California (United States)

: (415) 974-3190
(415) 974-2168
P.O. Box 7702, San Francisco, CA 94120-7702
RePEc:edi:erfsfus (more details at EDIRC)
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  1. 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.
  2. Rodriguez, Marius del Giudice & Wu, Thomas, 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.
  3. 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.).
  4. 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.
  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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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.
  1. NEP-RMG: Risk Management (3) 2011-04-30 2013-08-31 2015-05-22. Author is listed
  2. NEP-BAN: Banking (1) 2011-04-30. Author is listed
  3. NEP-CBA: Central Banking (1) 2013-08-31. Author is listed
  4. NEP-CMP: Computational Economics (1) 2011-04-30. Author is listed
  5. NEP-ECM: Econometrics (1) 2011-04-30. Author is listed
  6. NEP-IFN: International Finance (1) 2013-08-31. Author is listed
  7. NEP-MAC: Macroeconomics (1) 2015-05-22. Author is listed
  8. NEP-MON: Monetary Economics (1) 2013-08-31. Author is listed

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