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 | 0 | 4 | 42 | 1 | 4 | 19 | 91 |
| A Multicountry Model of the Term Structures of Interest Rates with a GVAR | 0 | 0 | 0 | 0 | 1 | 13 | 21 | 25 |
| Beyond the Literature: What Policymakers Reveal About Financial Asset Overvaluation? | 0 | 0 | 16 | 16 | 1 | 7 | 24 | 24 |
| Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia | 0 | 0 | 2 | 16 | 0 | 2 | 17 | 54 |
| MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk | 0 | 2 | 5 | 26 | 1 | 4 | 12 | 75 |
| Sovereign yield curves and the COVID-19 in emerging markets | 0 | 0 | 0 | 0 | 0 | 10 | 13 | 28 |
| Total Working Papers | 0 | 2 | 27 | 100 | 4 | 40 | 106 | 297 |
| 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* | 1 | 2 | 2 | 3 | 2 | 20 | 25 | 29 |
| Beyond the literature: what policymakers reveal about financial asset overvaluation? | 0 | 0 | 0 | 0 | 0 | 2 | 2 | 2 |
| Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia | 0 | 0 | 2 | 8 | 0 | 2 | 8 | 26 |
| Sovereign yield curves and the COVID-19 in emerging markets | 0 | 0 | 4 | 9 | 1 | 8 | 24 | 42 |
| Total Journal Articles | 1 | 2 | 8 | 20 | 3 | 32 | 59 | 99 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.