Access Statistics for Caio Almeida

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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 1 65 0 0 2 251
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 0 0 0 377
Does Curvature Enhance Forecasting? 1 1 1 100 2 2 3 241
Forecasting Bond Yields with Segmented Term Structure Models 0 0 0 50 0 1 6 202
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 2 178 0 0 4 739
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 24 0 1 3 160
Nonparametric Assessment of Hedge Fund Performance 0 0 0 10 0 1 1 37
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 78 0 0 0 131
Term Structure Movements Implicit in Option Prices 0 0 2 84 0 0 4 244
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 141 0 0 2 315
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 0 3 183
Total Working Papers 1 1 7 850 2 5 28 2,880


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 0 2 5 0 0 3 23
A Note on the Relation Between Principal Components and Dynamic Factors in Affine Term Structure Models 0 0 0 6 0 2 4 32
A Polynomial Term Structure Model with Macroeconomic Variables 0 0 1 3 0 0 1 21
A hybrid spline-based parametric model for the yield curve 0 1 1 16 0 1 6 106
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING 0 0 0 3 1 2 5 26
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds 0 0 0 15 0 0 2 117
Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model 0 0 0 0 2 2 4 24
Are interest rate options important for the assessment of interest rate risk? 0 0 0 33 0 0 1 155
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 6 69 0 0 10 230
DOES CURVATURE ENHANCE FORECASTING? 0 0 0 4 0 0 0 27
Do interest rate options contain information about excess returns? 0 1 2 40 0 1 3 158
Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters 0 0 0 4 0 1 3 41
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 1 1 1 19
Extracting Default Probabilities from Sovereign Bonds 1 1 1 3 1 1 5 25
Forecasting Bond Yields with Segmented Term Structure Models 0 0 1 14 0 1 5 88
Forecasting the Brazilian Term Structure Using Macroeconomic Factors 0 0 0 3 0 0 0 42
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 0 0 3 257
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil 0 0 0 4 0 0 1 36
Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model 0 0 0 4 0 0 3 42
Long-term Yields Implied by Stochastic Discount Factor Decompositions 1 2 2 3 2 3 4 21
Measuring Long Run Risks for Brazil 1 2 2 5 1 2 3 22
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 1 0 0 0 24
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 33 0 2 4 152
Pricing Options Embedded in Debentures with Credit Risk 0 0 0 4 0 0 2 33
Pricing and Modeling Credit Derivatives 0 0 0 2 0 0 0 20
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 1 2 1 1 3 29
Stochastic Volatility and Option Pricing in the Brazilian Stock Marke 0 0 0 2 0 0 3 37
TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL 0 0 2 12 0 1 3 42
Term structure movements implicit in Asian option prices 0 0 0 10 0 0 0 46
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 1 2 52 0 1 2 231
Total Journal Articles 3 8 23 400 9 22 84 2,126


Statistics updated 2025-02-05