Antonio Diez de los Rios - Central Bank Research Hub

Papers by year: All | 2017 | 2013 | 2012 | 2008 | 2007 | 2006 | 2003

Title Other author(s)

Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions

Bank of Canada Working papers [View] (Paper: 2017-33, 10.08.2017)

JEL: E43, F31, G12, G15

Quantitative Easing and LongTerm Yields in Small Open Economies

Bank of Canada Working papers [View] (Paper: 2017-26, 20.07.2017)

JEL: E43, E52, E58, G12

A New Linear Estimator for Gaussian Dynamic Term Structure Models

Bank of Canada Working papers [View] (Paper: 2013-10, 23.04.2013)

JEL: C13, E43, G12

An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks

Bank of Canada Working papers [View] (Paper: 2012-05, 18.02.2012)

JEL: E41, F31, G12, G15

McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates

Bank of Canada Working papers [View] (Paper: 2008-43, 29.10.2008)

JEL: E43, F31, G12, G15

Testing Uncovered Interest Parity: A Continuous-Time Approach

Bank of Canada Working papers [View] (Paper: 2007-53, 08.11.2007)

JEL: F31, G15

Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets

Bank of Canada Working papers [View] (Paper: 2007-29, 18.04.2007)

JEL: F30, F33, G15

Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns

Bank of Canada Working papers [View] (Paper: 2006-31, 25.09.2006)

JEL: C1, C5, G1

Can Affine Term Structure Models Help Us Predict Exchange Rates?

Bank of Canada Working papers [View] (Paper: 2006-27, 04.08.2006)

JEL: E43, F31, G12, G15

Contagion and portfolio shift in emerging countries' sovereign bonds

Bank of Spain Working Papers [View] (Paper: 0317, 01.12.2003)

JEL: F30, F33, G12, G15

Papers by year: All | 2017 | 2013 | 2012 | 2008 | 2007 | 2006 | 2003