8
H index
6
i10 index
161
Citations
Antonio Diez de los Rios : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 8 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2003 - 2024). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodríguez-Novoa, Daniela ; Sanchez-Quinto, Camilo Eduardo ; Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander. 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 |
| 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). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. 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 |
| 2024 | Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; Yang, Fan. In: MetaArXiv. RePEc:osf:metaar:ps2yn. 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 |
| 2024 | Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance. (2024). Irsova, Zuzana ; Havranek, Tomas ; Novak, Jiri ; 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 | 13 |
| 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: 13 | 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 | 9 |
| 2007 | Testing Uncovered Interest Parity: A Continuous-Time Approach.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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: 9 | paper | |
| 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 | 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 | 17 |
| 2017 | Quantitative Easing and Long-Term Yields in Small Open Economies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 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: 24 | 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 |
| 2020 | A Portfolio-Balance Model of Inflation and Yield Curve Determination In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 November, 3 2024. Contact: CitEc Team