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? 2 2 2 63 2 2 6 231
Do Options Contain Information About Excess Bond Returns? 0 0 0 94 2 2 2 361
Does Curvature Enhance Forecasting? 0 1 2 87 0 2 4 192
Forecasting Bond Yields with Segmented Term Structure Models 0 1 3 38 0 2 12 123
Identifying Volatility Risk Premium from Fixed Income Asian Options 1 2 4 174 1 4 12 698
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 20 0 0 3 132
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 2 10 58 1 6 32 55
Term Structure Movements Implicit in Option Prices 0 0 0 80 0 0 0 226
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 138 0 0 2 285
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 25 1 5 6 160
Total Working Papers 3 8 22 777 7 23 79 2,463


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Polynomial Term Structure Model with Macroeconomic Variables 0 0 0 0 0 0 2 3
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING 0 0 0 0 0 0 0 0
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds 0 0 0 0 1 3 3 3
Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model 0 0 0 0 0 2 6 6
Are interest rate options important for the assessment of interest rate risk? 1 1 2 29 2 2 4 133
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 5 40 0 0 7 147
DOES CURVATURE ENHANCE FORECASTING? 0 0 0 0 0 0 0 0
Do interest rate options contain information about excess returns? 0 0 0 31 0 0 1 109
Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters 0 0 1 1 0 0 9 9
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 1 1 1 0 2 2 2
Extracting Default Probabilities from Sovereign Bonds 0 0 1 1 0 0 5 5
Forecasting the Brazilian Term Structure Using Macroeconomic Factors 0 0 0 0 1 2 17 17
Identifying volatility risk premia from fixed income Asian options 0 0 0 44 1 2 4 242
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil 0 0 0 0 0 1 7 7
Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model 0 0 0 0 0 0 4 4
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 0 0 0 1 4
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 1 5 5 5 4 15 15 15
Pricing Options Embedded in Debentures with Credit Risk 0 1 2 2 0 1 6 6
Pricing and Modeling Credit Derivatives 0 0 0 0 0 0 6 6
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 0 0 1 1 1
Stochastic Volatility and Option Pricing in the Brazilian Stock Marke 0 0 0 1 0 0 1 9
Term structure movements implicit in Asian option prices 0 0 0 7 0 0 1 31
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 1 1 46 0 2 14 198
Total Journal Articles 2 9 18 208 9 33 116 957


Statistics updated 2017-11-04