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 | 0 | 0 | 1 | 5 | 8 | 12 |
| A Multicountry Model of the Term Structures of Interest Rates with a GVAR | 0 | 1 | 6 | 42 | 1 | 8 | 20 | 87 |
| Beyond the Literature: What Policymakers Reveal About Financial Asset Overvaluation? | 0 | 4 | 16 | 16 | 3 | 9 | 17 | 17 |
| Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia | 0 | 1 | 3 | 16 | 6 | 12 | 16 | 52 |
| MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk | 0 | 1 | 4 | 24 | 4 | 6 | 11 | 71 |
| Sovereign yield curves and the COVID-19 in emerging markets | 0 | 0 | 0 | 0 | 1 | 1 | 5 | 18 |
| Total Working Papers | 0 | 7 | 29 | 98 | 16 | 41 | 77 | 257 |
| 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 | 0 | 0 | 1 | 0 | 4 | 8 | 9 |
| Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia | 1 | 2 | 2 | 8 | 1 | 6 | 7 | 24 |
| Sovereign yield curves and the COVID-19 in emerging markets | 1 | 3 | 5 | 9 | 2 | 11 | 21 | 34 |
| Total Journal Articles | 2 | 5 | 7 | 18 | 3 | 21 | 36 | 67 |
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