Antonio Diez de los Rios : Citation Profile


Are you Antonio Diez de los Rios?

Bank of Canada

7

H index

4

i10 index

100

Citations

RESEARCH PRODUCTION:

9

Articles

18

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 5
   Journals where Antonio Diez de los Rios has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 7 (6.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi158
   Updated: 2020-11-21    RAS profile: 2020-09-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Antonio Diez de los Rios.

Is cited by:

Spencer, Peter (5)

Wagner, Christian (5)

Wu, Jing Cynthia (4)

Schneider, Paul (4)

Creal, Drew (4)

Sarno, Lucio (4)

Bauer, Gregory (3)

Goutte, Stéphane (3)

Korobilis, Dimitris (3)

Serrano, Roberto (3)

Disyatat, Piti (3)

Cites to:

Bekaert, Geert (11)

Rudebusch, Glenn (11)

Hodrick, Robert (9)

Sentana, Enrique (9)

Kilian, Lutz (9)

Ang, Andrew (9)

Wu, Jing Cynthia (8)

Bauer, Michael (7)

Vayanos, Dimitri (6)

Campbell, John (6)

Reinhart, Carmen (6)

Main data


Where Antonio Diez de los Rios has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada11

Recent works citing Antonio Diez de los Rios (2020 and 2019)


YearTitle of citing document
2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2019The macroeconomic effects of forward communication. (2019). ter Ellen, Saskia ; Xu, Hong ; Robstad, Orjan ; Brubakk, Leif . In: Working Paper. RePEc:bno:worpap:2019_20.

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2020GMM estimation of affine term structure models. (2020). Hlouskova, Jaroslava ; Sogner, Leopold. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:2-15.

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2020Estimating the term structure of commodity market preferences. (2020). Christodoulakis, George . In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1146-1163.

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2019Which oil shocks really matter in equity markets?. (2019). Shield, Cody ; Clements, Adam ; Thiele, Stephen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:134-141.

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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates. (2020). Guesmi, Khaled ; Goutte, Stéphane ; Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300595.

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2020Does Monetary Policy Influence the Profitability of Banks in New Zealand?. (2020). , Ly ; Acharya, Sanjeev ; Kumar, Vijay. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:35-:d:369148.

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2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN EMERGING AND DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITYS EFFECTS. (2019). Guesmi, Khaled ; Goutte, Stéphane ; GAIES, Brahim. In: Working Papers. RePEc:hal:wpaper:hal-01968082.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-02091035.

Full description at Econpapers || Download paper

2019DOES FINANCIAL GLOBALIZATION STILL SPUR GROWTH IN DEVELOPING COUNTRIES? CONSIDERING EXCHANGE RATE VOLATILITY. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Gaies, Brahim. In: Working Papers. RePEc:hal:wpaper:halshs-02175361.

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2019Extracting global factors from local yield curves. (2019). Stagnol, Lauren. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00126-4.

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2020The International Spillover Effects of US Monetary Policy Uncertainty. (2020). Lakdawala, Aeimit ; Schaffer, Matthew ; Moreland, Timothy. In: Working Papers. RePEc:ris:msuecw:2020_008.

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2020The effect of oil price shocks on asset markets: Evidence from oil inventory news. (2020). Alquist, Ron ; Jin, Jianjian ; Ellwanger, Reinhard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1212-1230.

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2019Estimating the term structure with linear regressions: Getting to the roots of the problem. (2019). Spencer, Peter ; Golinski, Adam. In: Discussion Papers. RePEc:yor:yorken:19/05.

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Works by Antonio Diez de los Rios:


YearTitleTypeCited
2012Global Risk Premiums and the Transmission of Monetary Policy In: Bank of Canada Review.
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article3
2006Can Affine Term Structure Models Help Us Predict Exchange Rates? In: Staff Working Papers.
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paper15
2009Can Affine Term Structure Models Help Us Predict Exchange Rates?.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 15
article
2009Can Affine Term Structure Models Help Us Predict Exchange Rates?.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2006Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns In: Staff Working Papers.
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paper9
2011Assessing and valuing the nonlinear structure of hedge fund returns.(2011) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2007Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets In: Staff Working Papers.
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paper4
2003Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets.(2003) In: Economic Working Papers at Centro de Estudios Andaluces.
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This paper has another version. Agregated cites: 4
paper
2009Exchange rate regimes, globalisation, and the cost of capital in emerging markets.(2009) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2007Testing Uncovered Interest Parity: A Continuous-Time Approach In: Staff Working Papers.
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paper12
2007TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2007Testing Uncovered Interest Parity: A Continuous-Time Approach.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2011TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH.(2011) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2008McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates In: Staff Working Papers.
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paper1
2012An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks In: Staff Working Papers.
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paper24
2013A New Linear Estimator for Gaussian Dynamic Term Structure Models In: Staff Working Papers.
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paper9
2015A New Linear Estimator for Gaussian Dynamic Term Structure Models.(2015) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
[Full Text][Citation analysis]
paper7
2017Quantitative Easing and Long-Term Yields in Small Open Economies In: Staff Working Papers.
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paper10
2017Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions In: Staff Working Papers.
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paper1
2020A Portfolio-Balance Model of Inflation and Yield Curve Determination In: Staff Working Papers.
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paper0
2020CBDC and Monetary Sovereignty In: Staff Analytical Notes.
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paper0
2003Contagion and portfolio shift in emerging countries sovereign bonds In: Working Papers.
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paper1
2004CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015Optimal asymptotic least squares estimation in a singular set-up In: Economics Letters.
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article1
2017Quantitative Easing and Long-Term Yields in Small Open Economies In: IMF Working Papers.
[Full Text][Citation analysis]
paper3
2011The option CAPM and the performance of hedge funds In: Review of Derivatives Research.
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article0

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