Anthony P. Rodrigues
Names
first:
Anthony
middle:
P.
last:
Rodrigues
Contact
email:
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Affiliations
Federal Reserve Bank of New York
website location: New York City, New York (United States)
Research profile
author of:
Tests of International CAPM with Time-Varying Covariances. by Engel, Charles Rodrigues, Anthony P.
One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory by Arturo Estrella Anthony P. Rodrigues
Consistent covariance matrix estimation in probit models with autocorrelated errors by Arturo Estrella Anthony P. Rodrigues
Nonbank lenders and the credit slowdown by Richard Cantor Anthony P. Rodrigues
Tests of conditional mean-variance efficiency of the U.S. stock market by Engel, Charles Frankel, Jeffrey A. Froot, Kenneth A. Rodrigues, Anthony P.
A Test of International CAPM by Charles Engel Anthony P. Rodrigues
A Model of Wage Contract Bargaining with Imperfect Information and Strikes by Christine E. Blair Anthony P. Rodrigues
Survey evidence on credit tightening and the factors behind the recent credit crunch by Kausar Hamdani Anthony P. Rodrigues Maria Varvatsoulis
Tests of Mean-Variance Efficiency of International Equity Markets. by Engel, Charles M. Rodrigues, Anthony P.
How workers use 401(k) plans: the participation, contribution, and withdrawal decisions by William F. Bassett Michael J. Fleming Anthony P. Rodrigues
How stable is the predictive power of the yield curve? evidence from Germany and the United States by Arturo Estrella Anthony P. Rodrigues Sebastian Schich
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market by Charles Engel Jeffrey A. Frankel Kenneth A. Froot Anthony P. Rodrigues
How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States by Arturo Estrella Anthony P. Rodrigues Sebastian Schich
Financial reform and monetary control in Japan by Bruce Kasman Anthony P. Rodrigues
Conditional Mean-Variance Efficiency of the U.S. Stock Market by Charles Engel Jeffrey A. Frankel Kenneth A. Froot Anthony P. Rodrigues
Financial implications of the U.S. external deficit by Juann H. Hung Charles Pigott Anthony P. Rodrigues
Tests of mean-variance efficiency of international equity markets by Charles Engel Anthony P. Rodrigues
A test of international CAPM by Charles Engel Anthony P. Rodrigues
Why do volatilities sometimes move together? by Anthony P. Rodrigues
Tests of International CAPM with Time-Varying Covariances by Charles Engel Anthony P. Rodrigues
Conditional mean-variance efficiency of the U.S. stock market by Charles Engel Jeffrey A. Frankel Kenneth A. Froot Anthony P. Rodrigues
Tests of mean-variance efficiency of international equity markets by Charles Engel Anthony P. Rodrigues
U.S. external imbalances: financial strains and macroeconomic choices by Juann H. Hung Bruce Kasman Anthony P. Rodrigues
The Constrained Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market. by Charles Engel, Jeffrey A. Frankel, Kenneth A. Froot, and Anthony Rodrigues.
Government securities investments of commercial banks by Anthony P. Rodrigues
The Constrainted Asset Share Estimation (CASE) Method: Testing Mean-Variance Efficiency of the U.S. Stock Market by Engel, Charles Frankel, Jeffrey A. Froot, Kenneth A. Rodrigues, Anthony
How Do Survey- and Market-Based Expectations of the Policy Rate Differ? by Bonni Brodsky Marco Del Negro Joseph Fiorica Eric LeSueur Ari Morse Anthony P. Rodrigues
Reconciling Survey- and Market-Based Expectations for the Policy Rate by Bonni Brodsky Marco Del Negro Joseph Fiorica Eric LeSueur Ari Morse Anthony P. Rodrigues
Unlocking the Treasury Market through TRACE by 10 authors Doug Brain Michiel De Pooter Dobrislav Dobrev Michael J. Fleming Peter Johansson Collin Jones Frank M. Keane Michael Puglia Liza Reiderman Anthony P. Rodrigues Or Shachar
Breaking Down TRACE Volumes Further by Doug Brain Michiel De Pooter Dobrislav Dobrev Michael J. Fleming Peter Johansson Frank M. Keane Michael Puglia Anthony P. Rodrigues Or Shachar
Financial liberalization and monetary control in Japan by Bruce Kasman Anthony P. Rodrigues