Access Statistics for Caio Almeida

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Interest Rate Options Important for the Assessment of Interest Rate Risk? 0 0 0 61 0 1 5 229
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 0 0 1 359
Does Curvature Enhance Forecasting? 0 0 1 86 0 0 4 190
Forecasting Bond Yields with Segmented Term Structure Models 1 1 3 38 1 2 13 122
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 2 2 172 0 7 11 694
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 20 0 1 4 132
Term Structure Movements Implicit in Option Prices 0 0 0 80 0 0 0 226
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 138 0 0 2 285
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 25 2 2 3 157
Total Working Papers 1 3 7 714 3 13 43 2,394


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are interest rate options important for the assessment of interest rate risk? 0 1 1 28 0 2 3 131
Do interest rate options contain information about excess returns? 0 0 0 31 0 1 1 109
Identifying volatility risk premia from fixed income Asian options 0 0 0 44 1 2 5 241
Term structure movements implicit in Asian option prices 0 0 0 7 0 0 1 31
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 1 1 1 46 2 5 17 198
Total Journal Articles 1 2 2 156 3 10 27 710
2 registered items for which data could not be found


Statistics updated 2017-09-03