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 65 0 1 16 267
Can a Machine Correct Option Pricing Models? 0 0 0 43 0 1 13 73
Can a Machine Correct Option Pricing Models? 0 0 1 11 0 2 17 33
Constrained Polynomial Likelihood 0 0 0 2 0 1 9 15
Constrained Polynomial Likelihood 0 0 0 5 0 0 6 9
Demand in the Option Market and the Pricing Kernel 0 0 1 2 1 3 19 23
Do Options Contain Information About Excess Bond Returns? 0 0 1 95 0 0 14 391
Does Curvature Enhance Forecasting? 0 0 0 100 0 0 13 254
Extracting Tail Risk from High-Frequency S&P 500 Returns 0 0 0 8 0 2 10 36
Forecasting Bond Yields with Segmented Term Structure Models 0 0 0 51 0 1 26 234
High-Frequency Tail Risk Premium and Stock Return Predictability 0 0 0 8 0 2 21 23
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 0 1 21 761
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 1 25 1 1 15 175
Nonparametric Assessment of Hedge Fund Performance 0 0 0 0 0 1 6 23
Nonparametric Assessment of Hedge Fund Performance 0 0 0 10 1 1 26 66
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 0 10 0 1 8 16
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 2 80 0 1 13 146
Risk Premia in the Bitcoin Market 0 0 0 8 4 10 52 64
Tail Risk and Asset Prices in the Short-term 1 2 4 8 1 3 23 39
Term Structure Movements Implicit in Option Prices 0 0 0 84 0 0 11 257
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 0 1 25 341
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 2 3 14 199
Which (Nonlinear) Factor Models? 0 0 1 3 0 0 14 27
Total Working Papers 1 2 11 963 10 36 392 3,472

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERALIZATION OF PRINCIPAL COMPONENT ANALYSIS FOR NON-OBSERVABLE TERM STRUCTURES IN EMERGING MARKETS 0 1 2 7 0 1 11 34
A Note on the Relation Between Principal Components and Dynamic Factors in Affine Term Structure Models 0 0 0 6 0 0 11 45
A Polynomial Term Structure Model with Macroeconomic Variables 0 0 0 3 1 2 6 27
A hybrid spline-based parametric model for the yield curve 0 0 0 16 2 2 50 158
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING 0 0 0 3 0 1 8 35
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds 0 0 0 15 0 0 10 128
Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model 0 0 0 0 0 0 10 35
Are interest rate options important for the assessment of interest rate risk? 0 0 0 33 0 1 16 172
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 0 69 0 0 20 250
Can a Machine Correct Option Pricing Models? 0 0 0 7 2 2 11 34
Constrained Polynomial Likelihood 0 0 0 0 0 1 9 10
DOES CURVATURE ENHANCE FORECASTING? 0 1 1 5 0 2 9 36
Do interest rate options contain information about excess returns? 0 0 1 41 1 1 14 173
Economic Implications of Nonlinear Pricing Kernels 0 0 0 4 0 1 12 44
Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters 0 0 1 6 0 0 6 51
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 1 11 30
Extracting Default Probabilities from Sovereign Bonds 0 0 0 3 0 0 12 39
Forecasting Bond Yields with Segmented Term Structure Models 0 0 1 15 0 0 12 100
Forecasting the Brazilian Term Structure Using Macroeconomic Factors 0 0 1 4 3 3 12 55
High-Frequency Tail Risk Premium and Stock Return Predictability 0 0 2 4 1 1 29 33
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 1 2 17 276
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil 0 0 0 4 1 3 14 50
Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model 0 1 2 7 0 2 11 57
Long-term Yields Implied by Stochastic Discount Factor Decompositions 0 0 0 3 0 0 12 36
Measuring Long Run Risks for Brazil 0 0 0 6 1 2 21 50
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 1 1 2 10 34
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 0 0 0 2 9 10
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 1 1 1 34 2 2 18 170
Nonparametric assessment of hedge fund performance 0 0 0 6 0 1 14 51
Pricing Options Embedded in Debentures with Credit Risk 0 0 0 5 0 0 7 43
Pricing and Modeling Credit Derivatives 0 0 0 2 0 0 16 37
Pricing of index options in incomplete markets 0 0 0 12 1 2 15 60
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 1 9 39
Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries 0 0 0 3 3 3 10 28
Stochastic Volatility and Option Pricing in the Brazilian Stock Marke 0 0 0 2 0 0 5 43
TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL 0 0 0 12 0 1 9 51
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 1 5 0 0 11 22
Term structure movements implicit in Asian option prices 0 0 0 10 0 1 11 58
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 0 52 1 1 14 246
Total Journal Articles 1 4 13 455 21 44 512 2,850

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Statistics updated 2026-08-07