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 2 7 10 261
Can a Machine Correct Option Pricing Models? 0 1 1 11 3 7 13 25
Can a Machine Correct Option Pricing Models? 0 0 1 43 1 7 14 70
Constrained Polynomial Likelihood 0 0 0 2 3 4 5 10
Constrained Polynomial Likelihood 0 0 0 5 2 2 4 6
Demand in the Option Market and the Pricing Kernel 0 0 1 1 2 2 6 8
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 1 2 4 381
Does Curvature Enhance Forecasting? 0 0 0 100 5 9 9 250
Extracting Tail Risk from High-Frequency S&P 500 Returns 0 0 0 8 4 6 10 33
Forecasting Bond Yields with Segmented Term Structure Models 0 0 1 51 4 15 25 227
High-Frequency Tail Risk Premium and Stock Return Predictability 0 0 8 8 1 5 10 10
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 8 12 15 754
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 1 25 4 6 9 169
Nonparametric Assessment of Hedge Fund Performance 0 0 0 0 1 1 4 20
Nonparametric Assessment of Hedge Fund Performance 0 0 0 10 9 13 20 57
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 1 10 2 4 10 15
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 1 79 3 5 9 140
Risk Premia in the Bitcoin Market 0 0 0 8 11 23 32 39
Tail Risk and Asset Prices in the Short-term 0 0 1 5 2 8 15 26
Term Structure Movements Implicit in Option Prices 0 0 0 84 5 7 11 255
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 6 12 20 335
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 2 5 9 192
Which (Nonlinear) Factor Models? 0 0 0 2 2 6 13 21
Total Working Papers 0 1 16 956 83 168 277 3,304

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 0 5 2 5 7 30
A Note on the Relation Between Principal Components and Dynamic Factors in Affine Term Structure Models 0 0 0 6 2 6 9 41
A Polynomial Term Structure Model with Macroeconomic Variables 0 0 0 3 1 2 3 24
A hybrid spline-based parametric model for the yield curve 0 0 0 16 23 35 43 149
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING 0 0 0 3 2 3 6 32
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds 0 0 0 15 1 3 5 122
Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model 0 0 0 0 1 4 6 30
Are interest rate options important for the assessment of interest rate risk? 0 0 0 33 3 10 12 167
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 0 69 8 13 15 245
Can a Machine Correct Option Pricing Models? 0 0 1 7 3 3 8 28
Constrained Polynomial Likelihood 0 0 0 0 2 4 6 6
DOES CURVATURE ENHANCE FORECASTING? 0 0 0 4 0 0 1 28
Do interest rate options contain information about excess returns? 0 0 0 40 6 9 10 168
Economic Implications of Nonlinear Pricing Kernels 0 0 0 4 3 5 8 38
Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters 0 0 2 6 3 4 9 50
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 3 6 8 27
Extracting Default Probabilities from Sovereign Bonds 0 0 0 3 4 4 9 34
Forecasting Bond Yields with Segmented Term Structure Models 1 1 1 15 5 9 10 98
Forecasting the Brazilian Term Structure Using Macroeconomic Factors 0 1 1 4 2 3 6 48
High-Frequency Tail Risk Premium and Stock Return Predictability 0 1 3 3 7 16 19 20
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 2 9 14 271
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil 0 0 0 4 3 4 8 44
Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model 0 0 2 6 1 4 12 54
Long-term Yields Implied by Stochastic Discount Factor Decompositions 0 0 0 3 4 7 11 32
Measuring Long Run Risks for Brazil 0 0 1 6 3 8 20 42
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 1 4 4 4 28
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 0 0 2 4 6 6
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 33 3 8 9 161
Nonparametric assessment of hedge fund performance 0 0 0 6 2 3 9 44
Pricing Options Embedded in Debentures with Credit Risk 0 0 1 5 3 3 9 42
Pricing and Modeling Credit Derivatives 0 0 0 2 4 5 8 28
Pricing of index options in incomplete markets 0 0 0 12 2 5 15 52
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 1 3 6 35
Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries 0 0 0 3 3 4 6 22
Stochastic Volatility and Option Pricing in the Brazilian Stock Marke 0 0 0 2 1 2 4 41
TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL 0 0 0 12 1 2 4 46
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 1 2 5 4 9 12 20
Term structure movements implicit in Asian option prices 0 0 0 10 3 8 10 56
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 0 52 4 8 11 242
Total Journal Articles 1 4 14 448 131 244 378 2,651

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Statistics updated 2026-02-12