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
Do Options Contain Information About Excess Bond Returns? 2 2 21 65 9 20 72 195
Identifying Volatility Risk Premium from Fixed Income Asian Options 4 7 35 49 15 35 131 166
Term Structure Movements Implicit in Option Prices 1 4 17 42 7 19 53 77
The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model 4 17 46 46 6 26 63 63
Total Working Papers 11 30 119 202 37 100 319 501


Statistics updated 2008-08-03