Destabilizing or Passive? The Impact of Commodity Index Traders on Equilibrium Prices
Hang Sun, Jaap. W. B. Bos, Paulo Rodrigues
International Review Of Economics And Finance, vol. 83, 2023, p. 271-285.

Level and Slope of Volatility Smiles in Long-Run Risk Models
Nicole Branger, Paulo Rodrigues, Christian Schlag
Journal of Economic Dynamics and Control, vol. 86, 2018, p. 95-122.

Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger
Journal of Economic Dynamics and Control, vol. 90, 2018, p. 1-29.

Equity Index Variance: Evidence from Flexible Parametric Jump-Diffusion Models
Andreas Kaeck, Paulo Rodrigues, Norman J. Seeger
Journal of Banking and Finance, vol. 83, 2017, p. 85-103.

Empirical Analysis of Affine versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices
Katja Ignatieva, Paulo Rodrigues, Norman Seeger
Journal of Business and Economic Statistics, vol. 33, 2015, p. 68-75.

Spatial Dependence in International Office Markets
Andrea M. Chegut, Piet M A Eichholtz, Paulo Rodrigues
Journal Of Real Estate Finance And Economics, vol. 51, 2015, p. 317-350.

The London Commercial Property Price Index
Andrea M. Chegut, Piet M A Eichholtz, Paulo Rodrigues
Journal Of Real Estate Finance And Economics, vol. 47, 2013, p. 588-616.