Details about Antonio Diez de los Rios

Access statistics for papers by Antonio Diez de los Rios.

Last updated 2013-05-13. Update your information in the RePEc Author Service.

Short-id: pdi158

Working Papers

2013

1. A New Linear Estimator for Gaussian Dynamic Term Structure Models
   Working Papers, Bank of Canada

2012

2. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
   Working Papers, Bank of Canada

2008

3. McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
   Working Papers, Bank of Canada View citations (1)

2007

4. Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets
   Working Papers, Bank of Canada
   Also in Working Papers, CEMFI (2004)
   Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces (2003)
   See also Journal Article in Emerging Markets Review (2009)
5. TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH
   Working Papers, CEMFI View citations (1)
   Also in Working Papers, Bank of Canada (2007) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (1)
   See also Journal Article in International Economic Review (2011)

2006

6. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
   Working Papers, Bank of Canada View citations (3)
   See also Journal Article in Journal of Applied Econometrics (2011)
7. Can Affine Term Structure Models Help Us Predict Exchange Rates?
   Working Papers, Bank of Canada View citations (2)
   See also Journal Article in Journal of Money, Credit and Banking (2009)

2004

8. CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS
   International Finance, EconWPA
   Also in Banco de España Working Papers, Banco de España (2003) View citations (1)

Journal Articles

2012

1. Global Risk Premiums and the Transmission of Monetary Policy
   Bank of Canada Review, 2012, 2012, (Summer), 12-20

2011

2. Assessing and valuing the nonlinear structure of hedge fund returns
   Journal of Applied Econometrics, 2011, 26, (2), 193-212 View citations (1)
   See also Working Paper (2006)
3. TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH
   International Economic Review, 2011, 52, (4), 1215-1251
   See also Working Paper (2007)
4. The option CAPM and the performance of hedge funds
   Review of Derivatives Research, 2011, 14, (2), 137-167

2009

5. Can Affine Term Structure Models Help Us Predict Exchange Rates?
   Journal of Money, Credit and Banking, 2009, 41, (4), 755-766 View citations (8)
   See also Working Paper (2006)
6. Exchange rate regimes, globalisation, and the cost of capital in emerging markets
   Emerging Markets Review, 2009, 10, (4), 311-330 View citations (1)
   See also Working Paper (2007)