Antonio Diez de los Rios : Citation Profile


Are you Antonio Diez de los Rios?

Bank of Canada

5

H index

2

i10 index

60

Citations

RESEARCH PRODUCTION:

8

Articles

15

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 4
   Journals where Antonio Diez de los Rios has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 6 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi158
   Updated: 2018-07-14    RAS profile: 2018-01-07    
   Missing citations? Add them    Incorrect content? Let us know

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:

Wagner, Christian (5)

Sarno, Lucio (4)

Wu, Jing Cynthia (3)

Bauer, Gregory (3)

Disyatat, Piti (3)

Tsang, Kwok Ping (3)

Rungcharoenkitkul, Phurichai (3)

Schneider, Paul (2)

Byrne, Joseph (2)

Chambers, Marcus (2)

Abbritti, Mirko (2)

Cites to:

Bekaert, Geert (11)

Rudebusch, Glenn (11)

Kilian, Lutz (9)

Ang, Andrew (9)

Wu, Jing Cynthia (8)

Bauer, Michael (7)

Hodrick, Robert (7)

Reinhart, Carmen (6)

Sentana, Enrique (6)

Vayanos, Dimitri (5)

Piazzesi, Monika (5)

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 Canada10

Recent works citing Antonio Diez de los Rios (2018 and 2017)


YearTitle of citing document
2017Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun.

Full description at Econpapers || Download paper

2018The negative interest rate policy and the yield curve. (2018). Wu, Jing Cynthia ; Xia, Dora. In: BIS Working Papers. RePEc:bis:biswps:703.

Full description at Econpapers || Download paper

2017Testing substitution between private and public storage in the U.S. oil market: A study on the U.S. Strategic Petroleum Reserve. (2017). Scheitrum, Daniel ; Carter, Colin ; Jaffe, Amy Myers. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:483-493.

Full description at Econpapers || Download paper

2017Improving the power of the Diebold–Mariano–West test for least squares predictions. (2017). Mayer, Walter J ; Dang, Xin ; Liu, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:618-626.

Full description at Econpapers || Download paper

2017Monetary policy and financial spillovers: Losing traction?. (2017). Rungcharoenkitkul, Phurichai ; Disyatat, Piti. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:115-136.

Full description at Econpapers || Download paper

2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

Full description at Econpapers || Download paper

2017Continuous Time Modelling Based on an Exact Discrete Time Representation. (2017). Chambers, Marcus ; Thornton, MA ; McCrorie, JR. In: Economics Discussion Papers. RePEc:esx:essedp:20497.

Full description at Econpapers || Download paper

2017Is the accuracy of stock value forecasting relevant to industry factors or firm-specific factors? An empirical study of the Ohlson model. (2017). Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0587-8.

Full description at Econpapers || Download paper

2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:489.

Full description at Econpapers || Download paper

Works by Antonio Diez de los Rios:


YearTitleTypeCited
2012Global Risk Premiums and the Transmission of Monetary Policy In: Bank of Canada Review.
[Full Text][Citation analysis]
article3
2006Can Affine Term Structure Models Help Us Predict Exchange Rates? In: Staff Working Papers.
[Full Text][Citation analysis]
paper14
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: 14
article
2006Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns In: Staff Working Papers.
[Full Text][Citation analysis]
paper8
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: 8
article
2007Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets In: Staff Working Papers.
[Full Text][Citation analysis]
paper1
2003Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets.(2003) In: Economic Working Papers at Centro de Estudios Andaluces.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
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: 1
article
2007Testing Uncovered Interest Parity: A Continuous-Time Approach In: Staff Working Papers.
[Full Text][Citation analysis]
paper5
2007Testing Uncovered Interest Parity: A Continuous-Time Approach.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
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: 5
article
2008McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2012An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks In: Staff Working Papers.
[Full Text][Citation analysis]
paper18
2013A New Linear Estimator for Gaussian Dynamic Term Structure Models In: Staff Working Papers.
[Full Text][Citation analysis]
paper5
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: 5
article
2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
[Full Text][Citation analysis]
paper3
2017Quantitative Easing and Long-Term Yields in Small Open Economies In: Staff Working Papers.
[Full Text][Citation analysis]
paper1
2017Quantitative Easing and Long-Term Yields in Small Open Economies.(2017) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2003Contagion and portfolio shift in emerging countries sovereign bonds In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article1
2011The option CAPM and the performance of hedge funds In: Review of Derivatives Research.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team