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 0 4 228
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 0 0 2 359
Does Curvature Enhance Forecasting? 0 1 1 86 0 1 5 190
Forecasting Bond Yields with Segmented Term Structure Models 0 0 2 37 0 1 11 120
Identifying Volatility Risk Premium from Fixed Income Asian Options 2 2 3 172 4 4 11 691
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 20 1 1 5 132
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 3 285
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 25 0 0 2 155
Total Working Papers 2 3 7 713 5 7 43 2,386


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 0 0 27 1 1 4 130
Do interest rate options contain information about excess returns? 0 0 0 31 1 1 3 109
Identifying volatility risk premia from fixed income Asian options 0 0 1 44 0 0 7 239
Term structure movements implicit in Asian option prices 0 0 0 7 0 0 2 31
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 1 45 0 1 16 193
Total Journal Articles 0 0 2 154 2 3 32 702
2 registered items for which data could not be found


Statistics updated 2017-07-04