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 0 1 251
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 0 0 0 377
Does Curvature Enhance Forecasting? 0 0 1 100 0 0 2 241
Forecasting Bond Yields with Segmented Term Structure Models 0 1 1 51 1 5 8 207
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 2 178 0 0 2 739
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 24 0 0 2 160
Nonparametric Assessment of Hedge Fund Performance 0 0 0 10 0 1 2 38
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 0 78 1 1 1 132
Term Structure Movements Implicit in Option Prices 0 0 1 84 0 2 4 246
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 141 0 1 3 316
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 1 1 184
Total Working Papers 0 1 6 851 2 11 26 2,891

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 1 5 0 0 1 23
A Note on the Relation Between Principal Components and Dynamic Factors in Affine Term Structure Models 0 0 0 6 0 1 3 33
A Polynomial Term Structure Model with Macroeconomic Variables 0 0 0 3 0 0 0 21
A hybrid spline-based parametric model for the yield curve 0 0 1 16 0 0 5 106
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING 0 0 0 3 0 0 4 26
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds 0 0 0 15 1 1 2 118
Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model 0 0 0 0 0 1 5 25
Are interest rate options important for the assessment of interest rate risk? 0 0 0 33 0 0 0 155
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 1 69 0 0 5 230
DOES CURVATURE ENHANCE FORECASTING? 0 0 0 4 0 0 0 27
Do interest rate options contain information about excess returns? 0 0 2 40 1 1 4 159
Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters 0 1 1 5 2 4 5 45
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 0 1 19
Extracting Default Probabilities from Sovereign Bonds 0 0 1 3 0 1 4 26
Forecasting Bond Yields with Segmented Term Structure Models 0 0 0 14 0 0 4 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 1 3 258
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil 0 0 0 4 0 0 0 36
Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model 0 0 0 4 0 2 5 44
Long-term Yields Implied by Stochastic Discount Factor Decompositions 0 0 2 3 1 1 5 22
Measuring Long Run Risks for Brazil 0 1 3 6 1 4 7 26
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 0 4 152
Pricing Options Embedded in Debentures with Credit Risk 0 1 1 5 0 1 2 34
Pricing and Modeling Credit Derivatives 0 0 0 2 0 1 1 21
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 1 2 0 0 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 0 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 0 2 52 0 0 2 231
Total Journal Articles 0 3 18 403 6 19 81 2,145

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Statistics updated 2025-05-12