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 1 14 50
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 56 0 1 8 139
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 17 0 2 11 54
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks 0 0 0 136 0 0 25 424
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 0 0 29 548
CBDC and Monetary Sovereignty 1 2 8 208 2 7 36 459
CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS 0 0 0 93 0 1 20 413
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 274 0 1 13 733
Contagion and portfolio shift in emerging countries' sovereign bonds 0 0 0 12 0 0 17 153
Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program 0 0 0 1 0 3 22 26
Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve 0 0 0 12 0 1 12 28
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 102 0 2 11 359
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 0 0 0 9 13
Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets 0 0 0 141 0 0 10 438
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates 0 0 1 88 0 0 20 229
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions 0 0 0 53 0 1 11 85
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 0 59 0 1 17 134
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 18 0 0 8 84
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 0 0 16 240
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 1 7 261
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 1 1 14 170
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? 0 2 5 113 2 13 66 571
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 0 2 8 15
Total Working Papers 1 4 16 1,777 5 38 404 5,626

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 1 7 100
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 1 1 1 1 15 16
A macroeconomic model of an epidemic with silent transmission and endogenous self‐isolation 0 0 0 1 0 1 11 19
Assessing and valuing the nonlinear structure of hedge fund returns 0 0 0 31 0 2 10 105
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 119 0 0 8 339
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 0 0 1 9 17
Exchange rate regimes, globalisation, and the cost of capital in emerging markets 0 0 1 28 0 0 15 146
Global Risk Premiums and the Transmission of Monetary Policy 0 0 0 35 1 1 8 139
Optimal asymptotic least squares estimation in a singular set-up 0 0 0 11 0 0 3 54
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 1 4 13 142
The option CAPM and the performance of hedge funds 0 0 0 47 0 1 9 198
Total Journal Articles 0 0 2 332 3 12 108 1,275

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Statistics updated 2026-08-07