Antonio Diez de los Rios : Citation Profile


Are you Antonio Diez de los Rios?

Bank of Canada

8

H index

7

i10 index

162

Citations

RESEARCH PRODUCTION:

10

Articles

20

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 8
   Journals where Antonio Diez de los Rios has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 7 (4.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi158
   Updated: 2024-01-16    RAS profile: 2022-05-11    
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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:

Wu, Jing Cynthia (5)

Spencer, Peter (5)

Wagner, Christian (5)

Schneider, Paul (4)

Raczko, Marek (4)

Smyrnakis, Dimitris (4)

Sarno, Lucio (4)

Tzavalis, Elias (4)

Creal, Drew (4)

Byrne, Joseph (3)

Rungcharoenkitkul, Phurichai (3)

Cites to:

Rudebusch, Glenn (16)

Hodrick, Robert (13)

Piazzesi, Monika (13)

Bekaert, Geert (13)

Ang, Andrew (12)

Sentana, Enrique (12)

Kilian, Lutz (11)

Diebold, Francis (9)

Wu, Jing Cynthia (9)

Campbell, John (9)

Bauer, Michael (8)

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 Canada12

Recent works citing Antonio Diez de los Rios (2024 and 2023)


YearTitle of citing document
2023A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander ; Sanchez-Quinto, Camilo Eduardo. In: Borradores de Economia. RePEc:bdr:borrec:1255.

Full description at Econpapers || Download paper

2023A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465.

Full description at Econpapers || Download paper

2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

Full description at Econpapers || Download paper

2023The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293.

Full description at Econpapers || Download paper

2023Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678.

Full description at Econpapers || Download paper

2023Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268.

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2023Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023.

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.
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article8
2006Can Affine Term Structure Models Help Us Predict Exchange Rates? In: Staff Working Papers.
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paper19
2009Can Affine Term Structure Models Help Us Predict Exchange Rates?.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 19
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 nother version. Agregated cites: 19
article
2006Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns In: Staff Working Papers.
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paper11
2011Assessing and valuing the nonlinear structure of hedge fund returns.(2011) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 11
article
2007Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets In: Staff Working Papers.
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paper5
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 nother version. Agregated cites: 5
paper
2004Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
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 nother version. Agregated cites: 5
article
2007Testing Uncovered Interest Parity: A Continuous-Time Approach In: Staff Working Papers.
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paper16
2007Testing Uncovered Interest Parity: A Continuous-Time Approach.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2007Testing Uncovered Interest Parity: A Continuous-Time Approach.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2011TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH.(2011) In: International Economic Review.
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This paper has nother version. Agregated cites: 16
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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paper30
2013A New Linear Estimator for Gaussian Dynamic Term Structure Models In: Staff Working Papers.
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paper16
2015A New Linear Estimator for Gaussian Dynamic Term Structure Models.(2015) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 16
article
2014What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers.
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paper17
2017Quantitative Easing and Long-Term Yields in Small Open Economies In: Staff Working Papers.
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paper23
2017Quantitative Easing and Long-Term Yields in Small Open Economies.(2017) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 23
paper
2017Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions In: Staff Working Papers.
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paper4
2020A Macroeconomic Model of an Epidemic with Silent Transmission and Endogenous Self-isolation In: Staff Working Papers.
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paper3
2022A macroeconomic model of an epidemic with silent transmission and endogenous self?isolation.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique.
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This paper has nother version. Agregated cites: 3
article
2020A Portfolio-Balance Model of Inflation and Yield Curve Determination In: Staff Working Papers.
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paper1
2020CBDC and Monetary Sovereignty In: Staff Analytical Notes.
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paper6
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.
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This paper has nother version. Agregated cites: 1
paper
2015Optimal asymptotic least squares estimation in a singular set-up In: Economics Letters.
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article1
2011The option CAPM and the performance of hedge funds In: Review of Derivatives Research.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team