Access Statistics for Antonio Diez de los Rios

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
A Macroeconomic Model of an Epidemic with Silent Transmission and Endogenous Self-isolation 0 0 1 9 0 4 7 42
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 56 1 4 9 137
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 17 1 4 8 50
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks 0 0 1 136 4 14 23 419
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 15 20 23 542
CBDC and Monetary Sovereignty 1 2 5 205 3 11 20 442
CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS 0 0 0 93 6 9 13 405
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 274 1 7 10 730
Contagion and portfolio shift in emerging countries' sovereign bonds 0 0 0 12 2 6 11 146
Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program 0 0 0 1 4 11 14 18
Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve 0 0 1 12 0 5 9 23
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 0 0 4 5 9
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 102 0 4 6 353
Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets 0 0 0 141 0 5 6 434
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates 0 0 1 88 5 15 17 226
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions 0 0 1 53 1 6 11 84
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 18 0 3 8 83
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 59 2 8 14 129
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 0 0 9 165
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 5 5 259
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 2 12 12 236
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? 0 1 2 109 1 18 29 533
Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne 0 0 0 0 1 2 5 10
Total Working Papers 1 3 14 1,770 49 177 274 5,475

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 25 0 3 6 99
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 1 1 1 7 12 12
A macroeconomic model of an epidemic with silent transmission and endogenous self‐isolation 0 0 0 1 0 6 7 15
Assessing and valuing the nonlinear structure of hedge fund returns 0 0 0 31 1 4 4 99
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 0 0 3 4 12
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 119 0 2 7 336
Exchange rate regimes, globalisation, and the cost of capital in emerging markets 0 0 2 28 3 8 13 143
Global Risk Premiums and the Transmission of Monetary Policy 0 0 0 35 0 5 7 137
Optimal asymptotic least squares estimation in a singular set-up 0 0 0 11 1 2 4 54
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 1 4 6 134
The option CAPM and the performance of hedge funds 0 0 0 47 1 5 6 195
Total Journal Articles 0 0 3 332 8 49 76 1,236

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Statistics updated 2026-03-04