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? | 3 | 4 | 20 | 20 | 6 | 14 | 58 | 58 |
| Do Options Contain Information About Excess Bond Returns? | 1 | 2 | 11 | 79 | 4 | 8 | 50 | 264 |
| Does Curvature Enhance Forecasting? | 0 | 6 | 15 | 50 | 2 | 11 | 30 | 74 |
| Identifying Volatility Risk Premium from Fixed Income Asian Options | 3 | 5 | 34 | 86 | 17 | 30 | 117 | 327 |
| Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial | 0 | 0 | 2 | 5 | 2 | 9 | 26 | 41 |
| Term Structure Movements Implicit in Option Prices | 0 | 1 | 15 | 62 | 3 | 8 | 36 | 136 |
| The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model | 0 | 6 | 29 | 94 | 2 | 12 | 54 | 144 |
| Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial | 0 | 0 | 2 | 13 | 2 | 6 | 25 | 55 |
| Total Working Papers | 7 | 24 | 128 | 409 | 38 | 98 | 396 | 1,099 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING | 0 | 2 | 7 | 8 | 2 | 6 | 37 | 39 |
| Are interest rate options important for the assessment of interest rate risk? | 1 | 3 | 3 | 3 | 7 | 13 | 13 | 13 |
| Identifying volatility risk premia from fixed income Asian options | 1 | 2 | 6 | 6 | 13 | 29 | 59 | 59 |
| Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial | 0 | 0 | 7 | 7 | 1 | 2 | 15 | 15 |
| The role of no-arbitrage on forecasting: Lessons from a parametric term structure model | 1 | 3 | 12 | 12 | 5 | 9 | 43 | 43 |
| Total Journal Articles | 3 | 10 | 35 | 36 | 28 | 59 | 167 | 169 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Swedish Business School at Örebro University.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail