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 2 61 0 2 8 228
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 0 0 4 359
Does Curvature Enhance Forecasting? 0 0 0 85 1 1 6 189
Forecasting Bond Yields with Segmented Term Structure Models 0 1 3 37 0 4 14 118
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 2 170 0 1 9 687
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 20 0 2 6 131
Term Structure Movements Implicit in Option Prices 0 0 2 80 0 0 3 226
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 1 1 138 0 1 3 284
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 2 25 0 1 9 155
Total Working Papers 0 2 12 710 1 12 62 2,377


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 0 1 30 0 0 9 161
Are interest rate options important for the assessment of interest rate risk? 0 0 0 27 0 0 8 129
DOES CURVATURE ENHANCE FORECASTING? 0 0 2 20 1 2 16 100
Do interest rate options contain information about excess returns? 0 0 1 31 0 0 11 108
Identifying volatility risk premia from fixed income Asian options 0 0 1 44 0 1 11 239
Term structure movements implicit in Asian option prices 0 0 2 7 0 0 5 31
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 1 45 0 7 17 191
Total Journal Articles 0 0 8 204 1 10 77 959


Statistics updated 2017-03-07