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 12 27 279
Can a Machine Correct Option Pricing Models? 0 0 1 11 1 1 17 34
Can a Machine Correct Option Pricing Models? 0 0 0 43 2 4 15 77
Constrained Polynomial Likelihood 0 0 0 5 0 0 5 9
Constrained Polynomial Likelihood 0 0 0 2 0 0 9 15
Demand in the Option Market and the Pricing Kernel 0 0 1 2 0 3 21 25
Do Options Contain Information About Excess Bond Returns? 0 0 1 95 0 0 13 391
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 1 11 37
Forecasting Bond Yields with Segmented Term Structure Models 0 0 0 51 0 1 26 235
High-Frequency Tail Risk Premium and Stock Return Predictability 0 1 1 9 1 2 21 25
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 3 4 23 765
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 25 0 1 13 175
Nonparametric Assessment of Hedge Fund Performance 0 0 0 0 0 2 7 25
Nonparametric Assessment of Hedge Fund Performance 0 1 1 11 0 3 26 68
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 0 10 1 1 8 17
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 1 80 1 2 13 148
Risk Premia in the Bitcoin Market 1 1 1 9 4 12 59 72
Tail Risk and Asset Prices in the Short-term 0 2 5 9 1 6 28 44
Term Structure Movements Implicit in Option Prices 0 0 0 84 1 1 11 258
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 0 0 24 341
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 2 12 199
Which (Nonlinear) Factor Models? 0 1 2 4 0 2 14 29
Total Working Papers 1 6 14 968 15 60 416 3,522

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 7 1 1 11 35
A Note on the Relation Between Principal Components and Dynamic Factors in Affine Term Structure Models 0 0 0 6 0 0 10 45
A Polynomial Term Structure Model with Macroeconomic Variables 0 0 0 3 0 1 5 27
A hybrid spline-based parametric model for the yield curve 0 1 1 17 0 3 45 159
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING 0 0 0 3 0 0 7 35
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds 0 0 0 15 0 0 9 128
Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model 0 0 0 0 0 0 9 35
Are interest rate options important for the assessment of interest rate risk? 0 0 0 33 0 0 16 172
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 0 69 1 1 20 251
Can a Machine Correct Option Pricing Models? 1 1 1 8 1 4 12 36
Constrained Polynomial Likelihood 0 0 0 0 0 0 8 10
DOES CURVATURE ENHANCE FORECASTING? 1 1 2 6 1 1 10 37
Do interest rate options contain information about excess returns? 0 0 1 41 1 2 15 174
Economic Implications of Nonlinear Pricing Kernels 0 1 1 5 0 3 15 47
Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters 0 0 0 6 0 0 5 51
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 0 11 30
Extracting Default Probabilities from Sovereign Bonds 0 0 0 3 0 0 9 39
Forecasting Bond Yields with Segmented Term Structure Models 0 1 2 16 0 1 12 101
Forecasting the Brazilian Term Structure Using Macroeconomic Factors 0 0 1 4 0 3 11 55
High-Frequency Tail Risk Premium and Stock Return Predictability 0 0 2 4 0 2 30 34
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 1 2 16 277
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil 0 0 0 4 0 1 13 50
Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model 0 0 1 7 0 0 9 57
Long-term Yields Implied by Stochastic Discount Factor Decompositions 0 0 0 3 0 0 11 36
Measuring Long Run Risks for Brazil 0 0 0 6 0 1 19 50
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 1 0 1 10 34
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 0 0 0 0 9 10
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 1 1 34 0 3 18 171
Nonparametric assessment of hedge fund performance 0 0 0 6 0 1 13 52
Pricing Options Embedded in Debentures with Credit Risk 0 0 0 5 0 0 5 43
Pricing and Modeling Credit Derivatives 0 0 0 2 0 1 15 38
Pricing of index options in incomplete markets 0 0 0 12 2 4 17 63
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 0 8 39
Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries 0 0 0 3 0 3 10 28
Stochastic Volatility and Option Pricing in the Brazilian Stock Marke 0 0 0 2 0 1 5 44
TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL 0 1 1 13 0 1 10 52
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 0 11 58
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 0 52 0 1 13 246
Total Journal Articles 2 7 17 461 8 42 493 2,871

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11