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Paulo Rodrigues
Paulo Rodrigues
Assistant Professor of Finance, Maastricht University
Verified email at maastrichtuniversity.nl
Title
Cited by
Cited by
Year
Estimating the macroeconomic effects of active labour market policies using spatial econometric methods
R Hujer, PJM Rodrigues, K Wolf
International Journal of Manpower 30 (7), 648-671, 2009
632009
Spatial dependence in international office markets
AM Chegut, PMA Eichholtz, PJM Rodrigues
The Journal of Real Estate Finance and Economics 51, 317-350, 2015
542015
The London commercial property price index
AM Chegut, PMA Eichholtz, P Rodrigues
The Journal of Real Estate Finance and Economics 47, 588-616, 2013
402013
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
K Ignatieva, P Rodrigues, N Seeger
Journal of Business & Economic Statistics 33 (1), 68-75, 2015
352015
Serial correlation in dynamic panel data models with weakly exogenous regressor and fixed effects
R Hujer, C Zeiss, PJM Rodrigues
Universitätsbibliothek Johann Christian Senckenberg, 2005
202005
Does the Institutionalization of Derivatives Trading Spur Economic Growth?
P Rodrigues, C Schwarz, N Seeger
Available at SSRN 2014805, 2012
182012
Stochastic volatility and jumps: Exponentially affine yes or no? An empirical analysis of S&P500 dynamics
K Ignatieva, P Rodrigues, N Seeger
An Empirical Analysis of S&P500 Dynamics (March 18, 2009), 2009
152009
A jumping index of jumping stocks? an mcmc analysis of continuous-time models for individual stocks
P Rodrigues, C Schlag
An MCMC Analysis of Continuous-Time Models for Individual Stocks (February …, 2009
11*2009
Equity index variance: evidence from flexible parametric jump–diffusion models
A Kaeck, P Rodrigues, NJ Seeger
Journal of Banking & Finance 83, 85-103, 2017
102017
The role of volatility shocks and rare events in long-run risk models
N Branger, P Rodrigues, C Schlag
Available at SSRN 1785244, 2011
102011
Level and slope of volatility smiles in long-run risk models
N Branger, P Rodrigues, C Schlag
Journal of Economic Dynamics and Control 86, 95-122, 2018
82018
Model complexity and out-of-sample performance: Evidence from s&p 500 index returns
A Kaeck, P Rodrigues, NJ Seeger
Journal of Economic Dynamics and Control 90, 1-29, 2018
72018
Destabilizing or passive? The impact of commodity index traders on equilibrium prices
H Sun, JWB Bos, P Rodrigues
International Review of Economics & Finance 83, 271-285, 2023
62023
Item-Antwortausfälle im IAB-Betriebspanel: Modellansätze und ökonometrische Schätzung am Beispiel der Bruttolohn-und Gehaltssumme
L Bellmann, M Caliendo, R Hujer, P Rodrigues
Beitrag zur 1, 2005
52005
Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good for
R Frey, P Rodrigues, N Seeger
Available at SSRN 2021818, 2013
32013
Portfolio re-balancing and optimization using directional changes and genetic algorithms
RJ Almeida, N Baştürk, P Rodrigues
2023 IEEE Congress on Evolutionary Computation (CEC), 1-8, 2023
22023
Intermediaries and the pricing of indivisible assets
P Eichholtz, R Holtermans, P Rodrigues
Working paper]. Real Estate Research Institute, 2021
22021
Dynamic Panel Data Models with Spatial Correlation
R Hujer, PJM Rodrigues, K Wolf
Jahrbücher für Nationalökonomie und Statistik 228 (5-6), 612-629, 2008
22008
Portfolio Return Maximization using Robust Optimization and Directional Changes
RJ Almeida, N Baştürk, P Rodrigues
2023 IEEE Symposium Series on Computational Intelligence (SSCI), 401-406, 2023
12023
Spatial Dependence in Commercial Real Estate
AM Cheguta, PMA Eichholtza, P Rodriguesa, R Weerts
Online. Abgerufen am 6, 2014, 2013
12013
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