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 7 7 14 49
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 56 1 2 9 138
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 17 2 3 10 52
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks 0 0 1 136 3 9 28 424
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 5 21 29 548
CBDC and Monetary Sovereignty 0 2 6 206 3 13 29 452
CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS 0 0 0 93 4 13 20 412
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 274 2 3 12 732
Contagion and portfolio shift in emerging countries' sovereign bonds 0 0 0 12 3 9 18 153
Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program 0 0 0 1 3 9 19 23
Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve 0 0 1 12 4 4 13 27
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 102 2 4 9 357
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 0 2 4 9 13
Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets 0 0 0 141 3 4 10 438
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates 0 0 1 88 2 8 20 229
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions 0 0 0 53 0 1 10 84
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 18 1 1 8 84
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 0 59 3 6 17 133
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 4 6 16 240
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 1 1 6 260
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 3 4 13 169
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? 0 2 4 111 7 26 54 558
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 3 4 6 13
Total Working Papers 0 4 15 1,773 68 162 379 5,588


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 6 99
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 1 1 2 4 15 15
A macroeconomic model of an epidemic with silent transmission and endogenous self‐isolation 0 0 0 1 2 3 10 18
Assessing and valuing the nonlinear structure of hedge fund returns 0 0 0 31 3 5 8 103
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 119 3 3 10 339
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 0 3 4 8 16
Exchange rate regimes, globalisation, and the cost of capital in emerging markets 0 0 2 28 3 6 16 146
Global Risk Premiums and the Transmission of Monetary Policy 0 0 0 35 1 1 7 138
Optimal asymptotic least squares estimation in a singular set-up 0 0 0 11 0 1 3 54
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 2 5 10 138
The option CAPM and the performance of hedge funds 0 0 0 47 2 3 8 197
Total Journal Articles 0 0 3 332 21 35 101 1,263


Statistics updated 2026-05-06