Access Statistics for Rubens Moura
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 Multicountry Model of the Term Structures of Interest Rates with a GVAR | 0 | 1 | 2 | 43 | 0 | 3 | 18 | 97 |
| A Multicountry Model of the Term Structures of Interest Rates with a GVAR | 0 | 0 | 0 | 0 | 0 | 2 | 23 | 30 |
| Beyond the Literature: What Policymakers Reveal About Financial Asset Overvaluation? | 0 | 1 | 6 | 18 | 0 | 2 | 21 | 29 |
| Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia | 0 | 0 | 1 | 16 | 0 | 0 | 20 | 60 |
| MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk | 0 | 0 | 3 | 26 | 1 | 1 | 14 | 79 |
| Sovereign yield curves and the COVID-19 in emerging markets | 0 | 0 | 0 | 0 | 1 | 3 | 16 | 33 |
| Total Working Papers | 0 | 2 | 12 | 103 | 2 | 11 | 112 | 328 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Multicountry Model of the Term Structures of Interest Rates with a GVAR* | 0 | 1 | 3 | 4 | 0 | 1 | 28 | 33 |
| Beyond the literature: what policymakers reveal about financial asset overvaluation? | 0 | 0 | 0 | 0 | 0 | 1 | 6 | 6 |
| Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia | 2 | 2 | 4 | 10 | 2 | 4 | 14 | 32 |
| Sovereign yield curves and the COVID-19 in emerging markets | 1 | 1 | 4 | 10 | 1 | 1 | 24 | 47 |
| Total Journal Articles | 3 | 4 | 11 | 24 | 3 | 7 | 72 | 118 |
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