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 0 3 38
A New Linear Estimator for Gaussian Dynamic Term Structure Models 0 0 0 56 0 1 6 133
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 0 17 1 3 6 47
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks 0 0 1 136 2 8 14 407
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 0 2 3 522
CBDC and Monetary Sovereignty 1 3 5 204 2 8 16 433
CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS 0 0 0 93 0 3 4 396
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 274 1 4 5 724
Contagion and portfolio shift in emerging countries' sovereign bonds 0 0 0 12 1 5 6 141
Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program 0 0 0 1 2 5 6 9
Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve 0 0 2 12 2 2 7 20
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 102 3 4 5 352
Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets 0 0 0 0 2 3 5 7
Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets 0 0 0 141 3 4 4 432
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates 0 1 1 88 3 5 5 214
Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions 0 0 1 53 2 4 7 80
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 2 18 1 4 7 81
Quantitative Easing and Long-Term Yields in Small Open Economies 0 0 1 59 5 7 12 126
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 0 8 9 165
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 1 1 1 255
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? 1 1 2 109 8 17 21 523
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 1 3 8
Total Working Papers 2 5 16 1,769 39 99 157 5,337

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 3 4 96
A Portfolio-Balance Model of Inflation and Yield Curve Determination 0 0 1 1 1 2 6 6
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 1 1 1 96
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 0 1 2 2 10
Can Affine Term Structure Models Help Us Predict Exchange Rates? 0 0 0 119 0 3 5 334
Exchange rate regimes, globalisation, and the cost of capital in emerging markets 0 1 2 28 1 4 7 136
Global Risk Premiums and the Transmission of Monetary Policy 0 0 0 35 1 2 3 133
Optimal asymptotic least squares estimation in a singular set-up 0 0 0 11 1 1 3 53
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 1 2 3 131
The option CAPM and the performance of hedge funds 0 0 0 47 3 4 5 193
Total Journal Articles 0 1 3 332 10 24 41 1,197

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Statistics updated 2026-01-08