8
H index
7
i10 index
162
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdi158 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Staff Working Papers / Bank of Canada | 12 |
Year | Title of citing document |
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2023 | A 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 |
2023 | A 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 |
2023 | A 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 |
2023 | The 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 |
2023 | Theory 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 |
2023 | Term 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. Full description at Econpapers || Download paper |
2023 | Pricing 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 |
Year | Title | Type | Cited |
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2012 | Global Risk Premiums and the Transmission of Monetary Policy In: Bank of Canada Review. [Full Text][Citation analysis] | article | 8 |
2006 | Can Affine Term Structure Models Help Us Predict Exchange Rates? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 19 |
2009 | Can 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 | |
2009 | Can 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 | |
2006 | Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Assessing and valuing the nonlinear structure of hedge fund returns.(2011) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2007 | Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | Exchange 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 nother version. Agregated cites: 5 | paper | |
2004 | Exchange 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 | |
2009 | Exchange 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 | |
2007 | Testing Uncovered Interest Parity: A Continuous-Time Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
2007 | Testing Uncovered Interest Parity: A Continuous-Time Approach.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2007 | Testing 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 | |
2011 | TESTING UNCOVERED INTEREST PARITY: A CONTINUOUSâ€TIME APPROACH.(2011) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2008 | McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 30 |
2013 | A New Linear Estimator for Gaussian Dynamic Term Structure Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
2015 | A New Linear Estimator for Gaussian Dynamic Term Structure Models.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2014 | What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 17 |
2017 | Quantitative Easing and Long-Term Yields in Small Open Economies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 23 |
2017 | Quantitative Easing and Long-Term Yields in Small Open Economies.(2017) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2017 | Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | A Macroeconomic Model of an Epidemic with Silent Transmission and Endogenous Self-isolation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | A macroeconomic model of an epidemic with silent transmission and endogenous self?isolation.(2022) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | A Portfolio-Balance Model of Inflation and Yield Curve Determination In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | CBDC and Monetary Sovereignty In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 6 |
2003 | Contagion and portfolio shift in emerging countries sovereign bonds In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | CONTAGION AND PORTFOLIO SHIFT IN EMERGING COUNTRIES´ SOVEREIGN BONDS.(2004) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Optimal asymptotic least squares estimation in a singular set-up In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2011 | The option CAPM and the performance of hedge funds In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 0 |
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