8
H index
7
i10 index
175
Citations
Antonio Diez de los Rios : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 11 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2003 - 2025). 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:
| Cites to:
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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 Canada | 13 |
| Staff Analytical Notes / Bank of Canada | 3 |
Recent works citing Antonio Diez de los Rios (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131. Full description at Econpapers || Download paper |
| 2025 | Is anyone surprised? The high-frequency impact of U.S. and domestic macro data announcements on Canadian asset prices. (2025). Zhang, XU ; Stern, Henry ; Sekkel, Rodrigo ; Martos, Blake Debruin. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000692. Full description at Econpapers || Download paper |
| 2024 | Some fixed-b results for regressions with high frequency data over long spans. (2024). Vogelsang, Timothy J ; Hwang, Taeyoon. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001192. Full description at Econpapers || Download paper |
| 2024 | Central bank digital currencies: A critical review. (2024). Urquhart, Andrew ; Marra, Miriam ; Dionysopoulos, Lambis. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005471. Full description at Econpapers || Download paper |
| 2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper |
| 2024 | The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218. Full description at Econpapers || Download paper |
| 2024 | Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China. (2024). Lin, Aihua ; Su, Zhifang ; Fu, Yizheng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09431-w. Full description at Econpapers || Download paper |
| 2024 | Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn. Full description at Econpapers || Download paper |
| 2024 | Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn_v1. Full description at Econpapers || Download paper |
| 2024 | Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: EconStor Preprints. RePEc:zbw:esprep:289497. Full description at Econpapers || Download paper |
Works by Antonio Diez de los Rios:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Global Risk Premiums and the Transmission of Monetary Policy In: Bank of Canada Review. [Full Text][Citation analysis] | article | 9 |
| 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 | 16 |
| 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: 16 | 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 | 18 |
| 2007 | Testing Uncovered Interest Parity: A Continuous-Time Approach.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | 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: 18 | paper | |
| 2011 | TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH.(2011) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2008 | McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2013 | A New Linear Estimator for Gaussian Dynamic Term Structure Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | article | |
| 2014 | What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 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 |
| 2025 | A Portfolio-Balance Model of Inflation and Yield Curve Determination.(2025) In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2024 | Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | CBDC and Monetary Sovereignty In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 7 |
| 2024 | Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team