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 0 8 1 2 2 37
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 56 0 2 4 131
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 17 1 2 4 44
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks 0 1 2 136 0 2 9 399
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 1 1 2 520
CBDC and Monetary Sovereignty 0 0 6 200 1 1 17 424
CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS 0 0 0 93 0 1 1 393
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 274 0 0 1 720
Contagion and portfolio shift in emerging countries' sovereign bonds 0 0 0 12 0 1 2 136
Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program 0 0 1 1 0 0 4 4
Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve 0 1 12 12 2 3 18 18
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 102 0 0 2 348
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 0 0 0 2 4
Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets 0 0 0 141 0 0 0 428
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates 0 0 0 87 0 0 0 209
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions 0 0 1 53 2 2 3 76
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 17 0 0 3 76
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 59 1 2 7 118
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 0 0 254
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 0 0 2 224
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 1 46 1 1 2 157
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? 0 0 1 108 0 0 3 505
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 0 7 7
Total Working Papers 0 2 26 1,761 10 20 95 5,232

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 0 2 93
A macroeconomic model of an epidemic with silent transmission and endogenous self‐isolation 0 0 0 1 1 1 4 9
Assessing and valuing the nonlinear structure of hedge fund returns 0 0 0 31 0 0 0 95
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 0 0 0 1 8
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 119 0 2 2 331
Exchange rate regimes, globalisation, and the cost of capital in emerging markets 0 0 1 27 1 1 4 132
Global Risk Premiums and the Transmission of Monetary Policy 0 0 1 35 0 0 2 131
Optimal asymptotic least squares estimation in a singular set-up 0 0 0 11 1 1 3 52
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 0 1 1 129
The option CAPM and the performance of hedge funds 0 0 0 47 0 0 2 189
Total Journal Articles 0 0 2 330 3 6 21 1,169

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Statistics updated 2025-09-05