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 1 4 16 267
Can a Machine Correct Option Pricing Models? 0 0 1 11 1 5 20 33
Can a Machine Correct Option Pricing Models? 0 0 0 43 0 2 15 73
Constrained Polynomial Likelihood 0 0 0 2 1 4 10 15
Constrained Polynomial Likelihood 0 0 0 5 0 2 7 9
Demand in the Option Market and the Pricing Kernel 0 1 1 2 0 12 19 22
Do Options Contain Information About Excess Bond Returns? 0 1 1 95 0 6 14 391
Does Curvature Enhance Forecasting? 0 0 0 100 0 3 13 254
Extracting Tail Risk from High-Frequency S&P 500 Returns 0 0 0 8 0 3 13 36
Forecasting Bond Yields with Segmented Term Structure Models 0 0 0 51 0 5 26 234
High-Frequency Tail Risk Premium and Stock Return Predictability 0 0 0 8 2 5 22 23
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 0 4 21 761
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 1 25 0 2 14 174
Nonparametric Assessment of Hedge Fund Performance 0 0 0 10 0 4 27 65
Nonparametric Assessment of Hedge Fund Performance 0 0 0 0 0 2 7 23
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 0 10 0 1 9 16
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 2 80 0 5 13 146
Risk Premia in the Bitcoin Market 0 0 0 8 5 11 49 60
Tail Risk and Asset Prices in the Short-term 0 2 3 7 1 5 26 38
Term Structure Movements Implicit in Option Prices 0 0 0 84 0 1 11 257
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 1 3 25 341
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 1 3 12 197
Which (Nonlinear) Factor Models? 0 1 1 3 0 3 17 27
Total Working Papers 0 5 10 962 13 95 406 3,462

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 1 2 7 0 2 11 34
A Note on the Relation Between Principal Components and Dynamic Factors in Affine Term Structure Models 0 0 0 6 0 3 11 45
A Polynomial Term Structure Model with Macroeconomic Variables 0 0 0 3 0 2 5 26
A hybrid spline-based parametric model for the yield curve 0 0 0 16 0 6 49 156
AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING 0 0 0 3 0 3 8 35
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds 0 0 0 15 0 2 10 128
Approximating Risk Premium on a Parametric Arbitrage-free Term Structure Model 0 0 0 0 0 0 10 35
Are interest rate options important for the assessment of interest rate risk? 0 0 0 33 0 4 17 172
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 0 69 0 3 20 250
Can a Machine Correct Option Pricing Models? 0 0 1 7 0 2 11 32
Constrained Polynomial Likelihood 0 0 0 0 0 1 10 10
DOES CURVATURE ENHANCE FORECASTING? 1 1 1 5 2 7 9 36
Do interest rate options contain information about excess returns? 0 0 1 41 0 2 13 172
Economic Implications of Nonlinear Pricing Kernels 0 0 0 4 0 5 12 44
Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters 0 0 1 6 0 1 6 51
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 3 11 30
Extracting Default Probabilities from Sovereign Bonds 0 0 0 3 0 2 13 39
Forecasting Bond Yields with Segmented Term Structure Models 0 0 1 15 0 0 12 100
Forecasting the Brazilian Term Structure Using Macroeconomic Factors 0 0 1 4 0 2 10 52
High-Frequency Tail Risk Premium and Stock Return Predictability 0 1 3 4 0 4 30 32
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 0 3 17 275
Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil 0 0 0 4 0 3 13 49
Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model 0 1 2 7 0 3 12 57
Long-term Yields Implied by Stochastic Discount Factor Decompositions 0 0 0 3 0 3 13 36
Measuring Long Run Risks for Brazil 0 0 0 6 0 5 20 49
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 1 0 4 9 33
Nonparametric Option Pricing with Generalized Entropic Estimators 0 0 0 0 1 4 10 10
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 33 0 4 16 168
Nonparametric assessment of hedge fund performance 0 0 0 6 0 6 15 51
Pricing Options Embedded in Debentures with Credit Risk 0 0 0 5 0 1 7 43
Pricing and Modeling Credit Derivatives 0 0 0 2 0 3 16 37
Pricing of index options in incomplete markets 0 0 0 12 0 3 17 59
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 3 9 39
Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries 0 0 0 3 0 2 7 25
Stochastic Volatility and Option Pricing in the Brazilian Stock Marke 0 0 0 2 0 2 5 43
TIME-VARYING RISK PREMIA IN EMERGING MARKETS: EXPLANATION BY A MULTI-FACTOR AFFINE TERM STRUCTURE MODEL 0 0 0 12 0 2 9 51
Tail risk exposures of hedge funds: Evidence from unique Brazilian data 0 0 1 5 0 2 12 22
Term structure movements implicit in Asian option prices 0 0 0 10 0 2 12 58
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 0 52 0 1 14 245
Total Journal Articles 1 4 14 454 3 110 511 2,829

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Statistics updated 2026-07-10