Roberto Rigobon

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor

E52-447

Cambridge, MA 02142

United States

  • Massachusetts Institute of Technology (MIT) - Sloan School of Management

    • Email
    • Tel: 617-258-8374
    • Fax: 617-258-6855
SCHOLARLY PAPERS

62

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96,533

TOTAL CITATIONS
Rank 325

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Top 325

in Total Papers Citations

5,740

Scholarly Papers (62)

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1.

Aggregate Confusion: The Divergence of ESG Ratings

Forthcoming Review of Finance
Number of pages: 48 Posted: 20 Aug 2019 Last Revised: 26 Apr 2022
Florian Berg, Julian F Kölbel and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of St. Gallen - School of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 67,576 (37)
Citation 4,929

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Corporate Social Responsibility, Corporate Sustainability, ESG Rating Agencies, ESG Rating Disagreement

2.

ESG Confusion and Stock Returns: Tackling the Problem of Noise

Downloads 7,958 ( 1,757)
Citation 19

ESG Confusion and Stock Returns: Tackling the Problem of Noise

Number of pages: 71 Posted: 12 Oct 2021 Last Revised: 24 May 2024
Florian Berg, Julian F Kölbel, Anna Pavlova and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of St. Gallen - School of Finance, London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 7,909 (1,762)
Citation 13

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measurement error, instrumental variables, sustainable investing, ESG ratings

ESG Confusion and Stock Returns: Tackling the Problem of Noise

NBER Working Paper No. w30562
Number of pages: 72 Posted: 17 Oct 2022 Last Revised: 05 Jul 2023
Florian Berg, Julian F Kölbel, Anna Pavlova and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of St. Gallen - School of Finance, London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 49 (837,386)
Citation 6

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3.

Principal Components as a Measure of Systemic Risk

Number of pages: 30 Posted: 05 Apr 2010
Mark Kritzman, Yuanzhen Li, Sebastien Page and Roberto Rigobon
Windham Capital Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 4,206 (5,227)
Citation 61

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Systemic risk, principal components

4.

On the Importance of Assurance in Carbon Accounting

Number of pages: 21 Posted: 25 Mar 2024
Florian Berg, Jaime Oliver Huidobro and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Clarity AI Europe S.L. and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,874 (19,145)

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Auditing, Carbon Emission Targets, Carbon Accounting

5.

Asset Prices and Exchange Rates

Downloads 1,823 (19,976)
Citation 63

Asset Prices and Exchange Rates

MIT Sloan Working Paper No. 4322-03, AFA 2005 Philadelphia Meetings
Number of pages: 45 Posted: 27 Dec 2004
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,716 (21,516)

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International finance, asset pricing, exchange rate, terms of trade, international transmission

Asset Prices and Exchange Rates

NBER Working Paper No. w9834
Number of pages: 51 Posted: 14 Jul 2003 Last Revised: 16 Nov 2022
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 107 (535,734)
Citation 63

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Asset Prices and Exchange Rates

Review of Financial Studies, Vol. 20, pp. 1139-1181, 2007
Posted: 07 Aug 2006
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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International finance, asset pricing, exchange rate, terms of trade, international transmission

Asset Prices and Exchange Rates

The Review of Financial Studies, Vol. 20, Issue 4, pp. 1139-1180, 2007
Posted: 25 Jun 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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G12, G15, F31, F36

6.

Measuring the Reaction of Monetary Policy to the Stock Market

Downloads 1,417 (29,283)
Citation 94

Measuring the Reaction of Monetary Policy to the Stock Market

Number of pages: 32 Posted: 11 Jun 2001
Roberto Rigobon and Brian P. Sack
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
Downloads 1,237 (35,067)
Citation 47

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Monetary policy, stock market, identification, heteroskedasticity

Measuring the Reaction of Monetary Policy to the Stock Market

NBER Working Paper No. w8350
Number of pages: 34 Posted: 28 Jun 2001 Last Revised: 27 Oct 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 180 (349,106)
Citation 47

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7.

The Impact of Monetary Policy on Asset Prices

Downloads 1,023 (46,933)
Citation 14

The Impact of Monetary Policy on Asset Prices

Number of pages: 34 Posted: 31 Jan 2002
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 719 (74,561)
Citation 1

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Monetary policy, stock market, yield curve, identification, heteroskedasticity

The Impact of Monetary Policy on Asset Prices

NBER Working Paper No. w8794
Number of pages: 40 Posted: 14 Feb 2002 Last Revised: 14 Jul 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 304 (208,302)
Citation 13

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8.

Why are Capital Flows so Much More Volatile in Emerging than in Developed Countries?

Number of pages: 23 Posted: 01 Mar 2006
Fernando Broner and Roberto Rigobon
CREI and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 727 (74,632)
Citation 28

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Capital flows, emerging countries, volatility, crises, contagion, persistence

9.

The EPOCH of AI: Human-Machine Complementarities at Work

MIT Sloan Research Paper No. 7236-24
Number of pages: 35 Posted: 03 Dec 2024 Last Revised: 04 Feb 2025
Isabella Loaiza and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 698 (78,680)

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Future of Work, AI-Automation, AI-Augmentation, Technological Change, Labor

10.

The Effects of War Risk on U.S. Financial Markets

Downloads 543 (108,036)
Citation 9

The Effects of War Risk on U.S. Financial Markets

Number of pages: 16 Posted: 01 Apr 2003
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 291 (218,101)
Citation 2

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War Risk, Stock Markets, Monetary Policy, Identification, Heteroskedasticity

The Effects of War Risk on U.S. Financial Markets

Number of pages: 18 Posted: 19 Jun 2003
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 187 (337,049)
Citation 2

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War, flight to quality, heteroskedasticity, identification

The Effects of War Risk on U.S. Financial Markets

NBER Working Paper No. w9609
Number of pages: 16 Posted: 05 Apr 2003 Last Revised: 05 Oct 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 65 (728,556)
Citation 5

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11.

Timing Sustainable Shareholder Proposals in Real Asset Investments

Downloads 537 (109,558)

Timing Sustainable Shareholder Proposals in Real Asset Investments

MIT Center for Real Estate Research Paper No. 24/09
Number of pages: 80 Posted: 03 Jul 2024 Last Revised: 04 Feb 2025
Bram van der Kroft, Juan Palacios, Roberto Rigobon and Siqi Zheng
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Center for Real Estate, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Samuel Talk Lee Professor of Urban and Real Estate Sustainability, Faculty Director of MIT Center for Real Estate
Downloads 532 (109,428)

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engagement, shareholder proposals, sustainable investing, sustainable finance, ESG, CSR, Climate

Timing Sustainable Engagement in Real Asset Investments

NBER Working Paper No. w32646
Number of pages: 82 Posted: 08 Jul 2024
Bram van der Kroft, Juan Palacios, Roberto Rigobon and Siqi Zheng
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Center for Real Estate, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Samuel Talk Lee Professor of Urban and Real Estate Sustainability, Faculty Director of MIT Center for Real Estate
Downloads 5 (1,329,175)
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12.

The Role of Portfolio Constraints in the International Propagation of Shocks

Downloads 536 (109,816)
Citation 40

The Role of Portfolio Constraints in the International Propagation of Shocks

EFA 2006 Zurich Meetings Paper, MIT Sloan Working Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 54 Posted: 24 Feb 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 533 (109,199)
Citation 12

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International finance, asset pricing, terms of trade, portfolio constraints, contagion

The Role of Portfolio Constraints in the International Propagation of Shocks

CEPR Discussion Paper No. DP6647
Number of pages: 57 Posted: 05 Jun 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 3 (1,344,009)
Citation 28
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Asset pricing, contagion, International finance, portfolio constraints, terms of trade, wealth transfer

The Role of Portfolio Constraints in the International Propagation of Shocks

Review of Economic Studies, Forthcoming
Posted: 20 Mar 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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International finance, asset pricing, exchange rate, terms of trade, wealth transfer, portfolio constraints, contagion, international transmission

13.

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

Downloads 455 (133,873)
Citation 16

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

EFA 2005 Moscow Meetings Paper, ECB Working Paper No. 452
Number of pages: 49 Posted: 21 Feb 2005
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 367 (169,727)

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international financial markets, integration, transmission, financial market linkages, identification, heteroskedasticity, asset pricing, United States, euro area

Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission

NBER Working Paper No. w11166
Number of pages: 41 Posted: 30 Mar 2005 Last Revised: 07 Jul 2022
Michael Ehrmann, Roberto Rigobon and Marcel Fratzscher
European Central Bank (ECB), Massachusetts Institute of Technology (MIT) - Sloan School of Management and DIW Berlin
Downloads 88 (612,403)
Citation 16

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14.

Equilibrium Portfolios and External Adjustment Under Incomplete Markets

AFA 2009 San Francisco Meetings Paper
Number of pages: 41 Posted: 20 Mar 2008 Last Revised: 28 Mar 2012
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 432 (142,451)
Citation 21

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Current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances

15.

Measuring Sovereign Contagion in Europe

Downloads 407 (152,529)
Citation 38

Measuring Sovereign Contagion in Europe

SAFE Working Paper No. 103
Number of pages: 92 Posted: 15 May 2015
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration, Free University of Bozen-Bolzano - Faculty of Economics and Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 200 (316,494)
Citation 15

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Sovereign Risk, Contagion, Disintegration

Measuring Sovereign Contagion in Europe

Number of pages: 246 Posted: 17 Mar 2012 Last Revised: 13 Mar 2014
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration, Free University of Bozen-Bolzano - Faculty of Economics and Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 163 (381,236)
Citation 4

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Sovereign Risk, Contagion

Measuring Sovereign Contagion in Europe

NBER Working Paper No. w18741
Number of pages: 58 Posted: 16 Sep 2020 Last Revised: 18 Mar 2023
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon
University of Padua - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration, Free University of Bozen-Bolzano and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 44 (878,642)
Citation 19

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16.

Spillovers Across U.S. Financial Markets

Downloads 373 (168,140)

Spillovers Across U.S. Financial Markets

Number of pages: 30 Posted: 01 May 2003
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 312 (202,432)

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Identification, Heteroskedasticity, GARCH, Stock Market, Yield Curve

Spillovers Across U.S. Financial Markets

NBER Working Paper No. w9640
Number of pages: 29 Posted: 25 Apr 2003 Last Revised: 05 Nov 2022
Brian P. Sack and Roberto Rigobon
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 61 (752,905)

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17.

No Contagion, Only Interdependence: Measuring Stock Market Co-Movements

NBER Working Paper No. w7267
Number of pages: 42 Posted: 10 Feb 2000 Last Revised: 11 Nov 2022
Kristin J. Forbes and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 366 (171,746)
Citation 40

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18.

Contagion, Spillover and Interdependence

Downloads 359 (175,357)
Citation 4

Contagion, Spillover and Interdependence

ECB Working Paper No. 1975
Number of pages: 23 Posted: 03 Feb 2017
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 359 (173,793)
Citation 4

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identification, heteroskedasticity, contagion

Contagion, Spillover and Interdependence

Bank of England Working Paper No. 607
Posted: 20 Aug 2016
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management

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spillovers, contagion, heteroskedasticity

19.

Resource Curse or Debt Overhang?

NBER Working Paper No. w8390
Number of pages: 37 Posted: 20 Jul 2001 Last Revised: 05 Dec 2022
Osmel E Manzano, Osmel E Manzano and Roberto Rigobon
Inter-American Development Bank (IDB)Instituto de Estudios Superiores de Administración (IESA) - Centro Internacional de Energía y Ambiente and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 331 (191,637)

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20.

Do Credit Rating Agencies Add Value? Evidence from the Sovereign Rating Business Institutions

IDB Working Paper No. 546
Number of pages: 48 Posted: 25 Apr 2011
Eduardo A. Cavallo, Andrew Powell, Andrew Powell and Roberto Rigobon
Inter-American Development Bank (IDB) - Research Department, Inter-American Development Bank (IDB)Universidad Torcuato Di Tella - School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 283 (226,211)
Citation 11

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21.

International Macro-Finance

Downloads 266 (240,946)
Citation 5

International Macro-Finance

Number of pages: 20 Posted: 15 Jan 2011
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 163 (381,236)

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International Macroeconomics, Asset Pricing, International Macro-Finance, International Portfolios, Equity Prices

International Macro-Finance

NBER Working Paper No. w16630
Number of pages: 21 Posted: 27 Dec 2010 Last Revised: 11 Jun 2023
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 95 (583,011)
Citation 5

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International Macro-Finance

CEPR Discussion Paper No. DP8218
Number of pages: 22 Posted: 31 Jan 2011
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 8 (1,300,349)
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asset pricing, equity prices, international macroeconomics, international portfolios

22.

An Asset-Pricing View of External Adjustment

Downloads 256 (250,446)
Citation 2

An Asset-Pricing View of External Adjustment

MIT Sloan Research Paper, EFA 2008 Athens Meetings Paper
Number of pages: 47 Posted: 05 Mar 2008
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 212 (299,467)

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current account, portfolio rebalancing, capital gains, international finance, asset pricing, global imbalances

An Asset-Pricing View of External Adjustment

NBER Working Paper No. w13468
Number of pages: 48 Posted: 05 Oct 2007 Last Revised: 26 Oct 2022
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 44 (878,642)
Citation 2

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23.

A Micro-Based Model for World Oil Market

Number of pages: 56 Posted: 13 Jun 2017
Ramon Espinasa, Sergio Reyes, Enrique ter Horst, Osmel E Manzano, Osmel E Manzano, German Molina and Roberto Rigobon
Inter-American Development Bank (IDB), Inter-American Development Bank (IDB), Universidad de los Andes, Colombia - School of Business Administration, Inter-American Development Bank (IDB)Instituto de Estudios Superiores de Administración (IESA) - Centro Internacional de Energía y Ambiente, Idalion Capital US LP and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 226 (282,995)

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24.

Identification Through Heteroskedasticity: Measuring "Contagion: Betweenargentinean and Mexican Sovereign Bonds

NBER Working Paper No. w7493
Number of pages: 34 Posted: 30 Mar 2000 Last Revised: 24 Dec 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 223 (286,693)
Citation 99

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25.

Once Again, is Openness Good for Growth?

Downloads 215 (296,757)
Citation 6

Once Again, is Openness Good for Growth?

IMF Working Paper No. 04/135
Number of pages: 30 Posted: 15 Feb 2006
Ha Yan Lee, Roberto Rigobon and Luca A. Ricci
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and International Monetary Fund (IMF) - Research Department
Downloads 130 (460,249)

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Trade openness, economic growth, endogeneity, identification through heteroskedasticity

Once Again, is Openness Good for Growth?

NBER Working Paper No. w10749
Number of pages: 29 Posted: 24 Sep 2004 Last Revised: 16 Nov 2022
Ha Yan Lee, Roberto Rigobon and Luca A. Ricci
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and International Monetary Fund (IMF) - Research Department
Downloads 85 (625,956)
Citation 6

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26.

Censored Regressors and Expansion Bias

Number of pages: 28 Posted: 09 Dec 2003
Roberto Rigobon and Thomas M. Stoker
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 209 (304,843)
Citation 14

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Censored Regressors, Expansion Bias

27.

Unexploited Gains from International Diversification

Number of pages: 70 Posted: 20 Mar 2009
Tatiana Didier, Roberto Rigobon and Sergio L. Schmukler
World Bank, Massachusetts Institute of Technology (MIT) - Sloan School of Management and World Bank - Development Research Group (DECRG)
Downloads 204 (311,979)
Citation 2

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financial integration, globalization, mutual funds, risk diversification

28.

A Risk Management Approach to Emerging Market's Sovereign Debt Sustainability with an Application to Brazilian Data

NBER Working Paper No. w10336
Number of pages: 24 Posted: 15 Mar 2004 Last Revised: 30 Sep 2022
Marcio G. P. Garcia and Roberto Rigobon
Pontifical Catholic University - Department of Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 181 (348,153)
Citation 1

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29.

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships

Downloads 174 (360,429)
Citation 22

Rule of Law, Democracy, Openness, and Income: Estimating the Interrelationships

NBER Working Paper No. w10750
Number of pages: 30 Posted: 24 Sep 2004 Last Revised: 17 Nov 2022
Dani Rodrik and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 140 (433,175)
Citation 18

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Rule of Law, Democracy, Openness and Income: Estimating the Interrelationships

Number of pages: 31 Posted: 03 Dec 2004
Dani Rodrik and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 34 (973,447)
Citation 4
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Growth

30.

Multilayer Network Analysis of Oil Linkages

Number of pages: 32 Posted: 01 Nov 2018
Roberto Casarin, Enrique ter Horst, German Molina, Ramon Espinasa, Carlos Sucre and Roberto Rigobon
University Ca' Foscari of Venice - Department of Economics, Universidad de los Andes, Colombia - School of Business Administration, Idalion Capital US LP, Inter-American Development Bank (IDB), Independent and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 173 (362,242)
Citation 3

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Bayesian Graphical Models, Dynamic Multilayer Network analysis, Rigs, Pro- duction, Granger Causality, Oil Linkages

31.

Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World

Downloads 171 (366,026)
Citation 5

Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World

World Bank Policy Research Working Paper No. 5524
Number of pages: 78 Posted: 20 Apr 2016
Tatiana Didier, Roberto Rigobon and Sergio L. Schmukler
World Bank, Massachusetts Institute of Technology (MIT) - Sloan School of Management and World Bank - Development Research Group (DECRG)
Downloads 116 (503,764)

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Mutual Funds, Debt Markets, Emerging Markets, Rural Development Knowledge & Information Systems, Access to Finance

Unexploited Gains from International Diversification: Patterns of Portfolio Holdings Around the World

NBER Working Paper No. w16629
Number of pages: 77 Posted: 27 Dec 2010 Last Revised: 10 Jun 2023
Tatiana Didier, Roberto Rigobon and Sergio L. Schmukler
World Bank, Massachusetts Institute of Technology (MIT) - Sloan School of Management and World Bank - Development Research Group (DECRG)
Downloads 55 (792,861)
Citation 5

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32.

Contagion: How to Measure it?

Downloads 169 (369,809)

Contagion: How to Measure it?

NBER Working Paper No. w8118
Number of pages: 80 Posted: 09 Feb 2001 Last Revised: 09 Mar 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 169 (369,367)

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Contagion: How to Measure it?

Posted: 07 Mar 2001
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Contagion, Financial Crises, Exchange Rate Crises, Conditional Heteroskedasticity, Simultaneous Equations, Omitted Variables.

33.

The Pricing Strategies of Online Grocery Retailers

Number of pages: 24 Posted: 29 Apr 2021 Last Revised: 13 Nov 2023
Diego Aparicio, Zachary Metzman and Roberto Rigobon
University of Navarra, IESE Business School, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 159 (389,660)

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price personalization, algorithmic pricing, uniform pricing, online grocers

34.

An Alternative Interpretation of the 'Resource Curse': Theory and Policy Implications

NBER Working Paper No. w9424
Number of pages: 59 Posted: 03 Jan 2003 Last Revised: 03 Apr 2022
Ricardo Hausmann and Roberto Rigobon
Harvard University - Harvard Kennedy School (HKS) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 155 (398,255)
Citation 1

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35.

Quantum Prices

Downloads 147 (415,959)
Citation 5

Quantum Prices

Number of pages: 44 Posted: 21 Jul 2020 Last Revised: 06 Jan 2021
Diego Aparicio and Roberto Rigobon
University of Navarra, IESE Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 120 (490,596)
Citation 1

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quantum prices; price stickiness; price cliffs; e-commerce; discrete prices

Quantum Prices

NBER Working Paper No. w26646
Number of pages: 45 Posted: 13 Jan 2020 Last Revised: 15 May 2023
Diego Aparicio and Roberto Rigobon
University of Navarra, IESE Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 27 (1,051,101)
Citation 4

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36.

Monetary Policy and Sectoral Shocks: Did the Federal Reserve React Properly to the High-Tech Crisis?

Number of pages: 36 Posted: 20 Apr 2016
Claudio E. Raddatz and Roberto Rigobon
University of Chile, School of Economics and Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 138 (437,282)

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37.

From Just in Time, to Just in Case, to Just in Worst-Case: Simple models of a Global Supply Chain under Uncertain Aggregate Shocks

Downloads 136 (442,378)
Citation 5

From Just in Time, to Just in Case, to Just in Worst-Case: Simple models of a Global Supply Chain under Uncertain Aggregate Shocks

Number of pages: 54 Posted: 01 Oct 2021
Bomin Jiang, Daniel Rigobon and Roberto Rigobon
Massachusetts Institute of Technology (MIT), Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 95 (583,011)
Citation 4

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Global Supply Chain, International Trade, Robustness, International Trade Policy

From Just in Time, to Just in Case, to Just in Worst-Case: Simple Models of a Global Supply Chain Under Uncertain Aggregate Shocks

NBER Working Paper No. w29345
Number of pages: 55 Posted: 11 Oct 2021 Last Revised: 08 Mar 2023
Bomin Jiang, Daniel Rigobon and Roberto Rigobon
Massachusetts Institute of Technology (MIT), Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 41 (905,121)
Citation 1

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38.

Currency Choice and Exchange Rate Pass-Through

NBER Working Paper No. w13432
Number of pages: 50 Posted: 24 Sep 2007 Last Revised: 15 Sep 2022
Gita Gopinath, Roberto Rigobon and Oleg Itskhoki
International Monetary Fund (IMF), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Princeton University - Department of Economics
Downloads 132 (453,046)
Citation 51

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39.

The Billion Prices Project: Using Online Prices for Measurement and Research

NBER Working Paper No. w22111
Number of pages: 36 Posted: 28 Mar 2016 Last Revised: 02 Jun 2023
Alberto Cavallo and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 118 (494,273)
Citation 29

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40.

Contagion in Latin America: Definitions, Measurement, and Policy Implications

NBER Working Paper No. w7885
Number of pages: 38 Posted: 01 Sep 2000 Last Revised: 20 Jul 2022
Kristin J. Forbes and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 93 (585,038)
Citation 1

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41.

Wealth Transfers, Contagion, and Portfolio Constraints

Downloads 87 (609,372)

Wealth Transfers, Contagion, and Portfolio Constraints

NBER Working Paper No. w11440
Number of pages: 50 Posted: 12 Jul 2005 Last Revised: 06 Oct 2022
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 65 (728,556)

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Wealth Transfers, Contagion and Portfolio Constraints

CEPR Discussion Paper No. 5117
Number of pages: 52 Posted: 10 Aug 2005
Anna Pavlova and Roberto Rigobon
London Business School and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 22 (1,113,557)
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International finance, asset pricing, terms of trade, portfolio constraints, contagion

42.

The Long-Run Volatility Puzzle of the Real Exchange Rate

NBER Working Paper No. w10751
Number of pages: 42 Posted: 24 Sep 2004 Last Revised: 18 Nov 2022
Ricardo Hausmann, Roberto Rigobon and Ugo Panizza
Harvard University - Harvard Kennedy School (HKS), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Graduate Institute of International and Development Studies (IHEID) - Department of Economics
Downloads 83 (626,725)
Citation 1

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43.

Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices

NBER Working Paper No. w12420
Number of pages: 29 Posted: 13 Aug 2006 Last Revised: 02 Jan 2023
Roberto Rigobon and Brien Sack
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Author - Independent
Downloads 82 (631,163)
Citation 5

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44.

Sticky Borders

NBER Working Paper No. w12095
Number of pages: 57 Posted: 14 May 2006 Last Revised: 21 Jul 2022
Gita Gopinath and Roberto Rigobon
International Monetary Fund (IMF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 75 (663,442)
Citation 13

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45.

Using Heteroscedasticity to Estimate the Returns to Education

NBER Working Paper No. w9145
Number of pages: 27 Posted: 15 Sep 2002 Last Revised: 29 Dec 2022
Vincent Hogan and Roberto Rigobon
National University of Ireland - University College Dublin and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 75 (663,442)

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46.

Capital Controls, Exchange Rate Volatility and External Vulnerability

NBER Working Paper No. w11434
Number of pages: 40 Posted: 07 Jul 2005 Last Revised: 30 Sep 2022
Sebastian Edwards and Roberto Rigobon
University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 70 (688,524)
Citation 3

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47.

Identifying the Efficacy of Central Bank Interventions: The Australian Case

NBER Working Paper No. w9062
Number of pages: 29 Posted: 11 Jul 2002 Last Revised: 10 Oct 2022
Jonathan Kearns and Roberto Rigobon
Bank for International Settlements (BIS) - Monetary and Economic Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 70 (688,524)

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48.

On the Measurement of the International Propagation of Shocks

NBER Working Paper No. w7354
Number of pages: 48 Posted: 04 Feb 2000 Last Revised: 07 Aug 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 64 (721,227)
Citation 2

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49.

Monetary Policy and Sectoral Shocks: Did the Fed React Properly to the High-Tech Crisis?

NBER Working Paper No. w9835
Number of pages: 57 Posted: 14 Jul 2003 Last Revised: 17 Nov 2022
Claudio E. Raddatz and Roberto Rigobon
University of Chile, School of Economics and Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 60 (744,591)

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50.

The Pricing Strategies of Online Grocery Retailers

NBER Working Paper No. w28639
Number of pages: 32 Posted: 05 Apr 2021 Last Revised: 03 Apr 2022
Diego Aparicio, Zachary Metzman and Roberto Rigobon
University of Navarra, IESE Business School, Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 52 (796,936)
Citation 9

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51.

The Curse of Non-Investment Grade Countries

NBER Working Paper No. w8636
Number of pages: 29 Posted: 06 Dec 2001 Last Revised: 06 Feb 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 52 (796,936)
Citation 3

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52.

The Distribution of the Size of Price Changes

NBER Working Paper No. w16760
Number of pages: 41 Posted: 07 Feb 2011 Last Revised: 19 Apr 2023
Alberto Cavallo and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 46 (841,655)
Citation 2

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53.

Currency Unions, Product Introductions, and the Real Exchange Rate

NBER Working Paper No. w18563
Number of pages: 53 Posted: 22 Nov 2012 Last Revised: 23 Mar 2023
Alberto Cavallo, Brent Neiman and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 45 (849,498)
Citation 33

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54.

Disinflation and Fiscal Reform: A Neoclassical Perspective

NBER Working Paper No. w8706
Number of pages: 40 Posted: 10 Jan 2002 Last Revised: 17 Apr 2022
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 42 (874,204)

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55.

Distance and Political Boundaries: Estimating Border Effects Under Inequality Constraints

NBER Working Paper No. w18122
Number of pages: 57 Posted: 03 Jun 2012 Last Revised: 09 Jul 2023
Fernando Borraz, Fernando Borraz, Alberto Cavallo, Roberto Rigobon and Leandro Zipitria
Universidad de la Republica - Faculty of Social SciencesCentral Bank of Uruguay, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Universidad de la Republica - Departamento de Economía (dECON)
Downloads 41 (882,756)

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56.

The Price Impact of Joining a Currency Union: Evidence from Latvia

NBER Working Paper No. w20225
Number of pages: 24 Posted: 16 Jun 2014 Last Revised: 07 Apr 2023
Alberto Cavallo, Brent Neiman and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Chicago - Booth School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 35 (937,910)
Citation 3

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57.

Contingent Linear Financial Networks

NBER Working Paper No. w26814
Number of pages: 64 Posted: 09 Mar 2020 Last Revised: 08 Apr 2023
Bomin Jiang, Roberto Rigobon and Munther Dahleh
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Department of Electrical Engineering and Computer Science
Downloads 30 (988,731)

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58.

Rebound Effect and Sustainable Digital Finance

MIT Sloan Research Paper No. 7237-24
Number of pages: 16 Posted: 13 Dec 2024 Last Revised: 04 Feb 2025
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 29 (999,464)

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59.

Prices and Supply Disruptions During Natural Disasters

NBER Working Paper No. w19474
Number of pages: 33 Posted: 28 Sep 2013 Last Revised: 19 Mar 2023
Alberto Cavallo, Eduardo A. Cavallo and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Inter-American Development Bank (IDB) - Research Department and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 26 (1,032,835)
Citation 28

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60.

Principal Components as a Measure of Systemic Risk

MIT Sloan Research Paper No. 4785-10, https://doi.org/10.3905/jpm.2011.37.4.112
Posted: 21 May 2019
Mark Kritzman, Yuanzhen Li, Sebastien Page and Roberto Rigobon
Windham Capital Management, Windham Capital Management, State Street Associates and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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61.

No Contagion, Only Interdependence: Measuring Stock Market Comovements

Posted: 25 Oct 2002
Kristin J. Forbes and Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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Contagion, Correlations, Heteroscedasticity, Interdependence, Comovement, Currency Crises, Asian Crisis, Mexican Crisis

62.

Informational Speculative Attacks: Good News is No News

Federal Reserve Board IF Seminar Paper
Posted: 19 Sep 1998
Roberto Rigobon
Massachusetts Institute of Technology (MIT) - Sloan School of Management

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