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 9 0 1 13 51
A New Approach to Estimating Portfolio-Balance Models of the Yield Curve 1 1 1 1 1 1 1 1
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 56 0 0 7 139
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 17 0 0 10 54
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks 0 0 0 136 1 1 26 425
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 0 0 28 548
CBDC and Monetary Sovereignty 0 1 7 208 3 6 38 463
CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS 0 0 0 93 0 0 20 413
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 274 0 0 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 1 1 1 2 1 1 23 27
Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve 0 0 0 12 0 2 12 30
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 0 102 1 1 12 360
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 1 1 1 54 1 2 11 87
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 0 59 1 1 16 135
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 0 18 0 0 7 84
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 0 2 18 242
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 0 1 13 170
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 1 2 9 263
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? 0 1 6 114 1 6 69 575
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 8 15
Total Working Papers 3 5 17 1,781 11 27 410 5,648

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 7 100
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 1 0 2 13 17
A macroeconomic model of an epidemic with silent transmission and endogenous self‐isolation 0 0 0 1 0 1 11 20
Assessing and valuing the nonlinear structure of hedge fund returns 0 0 0 31 0 1 11 106
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 0 9 17
Exchange rate regimes, globalisation, and the cost of capital in emerging markets 0 0 1 28 0 0 14 146
Global Risk Premiums and the Transmission of Monetary Policy 0 0 0 35 0 2 9 140
Optimal asymptotic least squares estimation in a singular set-up 0 0 0 11 0 0 2 54
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 0 1 13 142
The option CAPM and the performance of hedge funds 0 0 0 47 0 1 10 199
Total Journal Articles 0 0 1 332 0 8 107 1,280

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Statistics updated 2026-10-11