EconPapers    
Economics at your fingertips  
 

Details about Antonio Diez de los Rios

E-mail:
Homepage:http://antonioddr.googlepages.com/home
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Antonio Diez de los Rios.

Last updated 2014-09-15. Update your information in the RePEc Author Service.

Short-id: pdi158


Jump to Journal Articles

Working Papers

2014

  1. What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?
    Working Papers, Bank of Canada Downloads

2013

  1. A New Linear Estimator for Gaussian Dynamic Term Structure Models
    Working Papers, Bank of Canada Downloads View citations (1)

2012

  1. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks
    Working Papers, Bank of Canada Downloads View citations (4)

2008

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

2007

  1. Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets
    Working Papers, Bank of Canada Downloads
    Also in Working Papers, CEMFI (2004) Downloads
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces (2003) Downloads

    See also Journal Article in Emerging Markets Review (2009)
  2. TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH
    Working Papers, CEMFI Downloads View citations (2)
    Also in Working Papers, Bank of Canada (2007) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (1)

    See also Journal Article in International Economic Review (2011)

2006

  1. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
    Working Papers, Bank of Canada Downloads View citations (4)
    See also Journal Article in Journal of Applied Econometrics (2011)
  2. Can Affine Term Structure Models Help Us Predict Exchange Rates?
    Working Papers, Bank of Canada Downloads View citations (2)
    See also Journal Article in Journal of Money, Credit and Banking (2009)

2004

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

2011

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

2009

  1. Can Affine Term Structure Models Help Us Predict Exchange Rates?
    Journal of Money, Credit and Banking, 2009, 41, (4), 755-766 Downloads View citations (12)
    See also Working Paper (2006)
  2. Exchange rate regimes, globalisation, and the cost of capital in emerging markets
    Emerging Markets Review, 2009, 10, (4), 311-330 Downloads View citations (1)
    See also Working Paper (2007)
 
Page updated 2014-09-20