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 1 1 9 0 1 3 38
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 56 0 2 6 133
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 17 0 2 6 46
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks 0 0 1 136 4 6 13 405
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 1 2 3 522
CBDC and Monetary Sovereignty 2 3 6 203 4 7 17 431
CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS 0 0 0 93 2 3 4 396
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 274 0 3 4 723
Contagion and portfolio shift in emerging countries' sovereign bonds 0 0 0 12 1 4 6 140
Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program 0 0 0 1 2 3 4 7
Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve 0 0 3 12 0 0 6 18
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 0 1 1 3 5
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 102 0 1 2 349
Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets 0 0 0 141 0 1 1 429
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates 1 1 1 88 2 2 2 211
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions 0 0 1 53 1 2 5 78
Quantitative Easing and Long-Term Yields in Small Open Economies 0 1 2 18 2 4 6 80
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 59 1 3 7 121
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 0 46 8 8 9 165
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 0 0 254
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? 0 0 1 108 5 10 13 515
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 1 3 8
Total Working Papers 3 6 17 1,767 35 66 125 5,298


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 3 3 5 96
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 1 1 1 2 5 5
A macroeconomic model of an epidemic with silent transmission and endogenous self‐isolation 0 0 0 1 0 0 2 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 0 119 1 3 5 334
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 0 1 1 1 9
Exchange rate regimes, globalisation, and the cost of capital in emerging markets 0 1 2 28 0 3 6 135
Global Risk Premiums and the Transmission of Monetary Policy 0 0 0 35 1 1 2 132
Optimal asymptotic least squares estimation in a singular set-up 0 0 0 11 0 0 2 52
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 1 1 2 130
The option CAPM and the performance of hedge funds 0 0 0 47 1 1 2 190
Total Journal Articles 0 1 3 332 9 15 32 1,187


Statistics updated 2025-12-06