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 5 228
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 0 0 3 359
Does Curvature Enhance Forecasting? 0 0 0 85 0 1 5 189
Forecasting Bond Yields with Segmented Term Structure Models 0 0 3 37 1 2 12 120
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 2 170 0 0 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 0 5 131
Term Structure Movements Implicit in Option Prices 0 0 1 80 0 0 2 226
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 138 0 1 4 285
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 25 0 0 4 155
Total Working Papers 0 0 7 710 1 4 49 2,380


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 8 161
Are interest rate options important for the assessment of interest rate risk? 0 0 0 27 0 0 6 129
DOES CURVATURE ENHANCE FORECASTING? 0 0 2 20 0 1 15 100
Do interest rate options contain information about excess returns? 0 0 0 31 0 0 4 108
Identifying volatility risk premia from fixed income Asian options 0 0 1 44 0 0 9 239
Term structure movements implicit in Asian option prices 0 0 1 7 0 0 4 31
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 1 45 0 1 16 192
Total Journal Articles 0 0 6 204 0 2 62 960


Statistics updated 2017-05-02