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Antonio Diez de los Rios

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This is information that was supplied by Antonio Diez de los Rios in registering through RePEc. If you are Antonio Diez de los Rios , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Antonio
Middle Name:
Last Name: Diez de los Rios
Suffix:

RePEc Short-ID: pdi158

Email:
Homepage: http://antonioddr.googlepages.com/home
Postal Address:
Phone:

Affiliation

Bank of Canada
Location: Ottawa, Canada
Homepage: http://www.bank-banque-canada.ca/
Email:
Phone: (613) 782-7902
Fax: (613) 782-7713
Postal: 234 Wellington, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)

Works

as in new window

Working papers

  1. Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Working Papers, Bank of Canada 14-42, Bank of Canada.
  2. Antonio Diez de los Rios, 2013. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Working Papers, Bank of Canada 13-10, Bank of Canada.
  3. Gregory H. Bauer & Antonio Diez de los Rios, 2012. "An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks," Working Papers, Bank of Canada 12-5, Bank of Canada.
  4. Antonio Diez de los Rios, 2008. "McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates," Working Papers, Bank of Canada 08-43, Bank of Canada.
  5. Diez de los Rios, Antonio & Sentana, Enrique, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6516, C.E.P.R. Discussion Papers.
  6. Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Working Papers, Bank of Canada 06-27, Bank of Canada.
  7. Antonio Diez de los Rios & René Garcia, 2006. "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Working Papers, Bank of Canada 06-31, Bank of Canada.
  8. Antonio Diez de los Rios, 2004. "Exchange Rate Regimes, Globalisation And The Cost Of Capital In Emerging Markets," Working Papers, CEMFI wp2004_02, CEMFI.
  9. Alicia Garcia Herrero & Antonio Diez de los Rios, 2004. "Contagion And Portfolio Shift In Emerging Countries´ Sovereign Bonds," International Finance, EconWPA 0403002, EconWPA.

Articles

  1. Gregory Bauer & Antonio Diez de los Rios, 2012. "Global Risk Premiums and the Transmission of Monetary Policy," Bank of Canada Review, Bank of Canada, Bank of Canada, vol. 2012(Summer), pages 12-20.
  2. Antonio Diez de los Rios & René Garcia, 2011. "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, Springer, vol. 14(2), pages 137-167, July.
  3. Antonio Diez de los Rios & Enrique Sentana, 2011. "Testing Uncovered Interest Parity: A Continuous‐Time Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1215-1251, November.
  4. Antonio Diez De Los Rios & René Garcia, 2011. "Assessing and valuing the nonlinear structure of hedge fund returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 26(2), pages 193-212, March.
  5. Antonio Diez De Los Rios, 2009. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 41(4), pages 755-766, 06.
  6. de los Rios, Antonio Diez, 2009. "Exchange rate regimes, globalisation, and the cost of capital in emerging markets," Emerging Markets Review, Elsevier, Elsevier, vol. 10(4), pages 311-330, December.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2004-10-18
  2. NEP-CBA: Central Banking (6) 2007-04-28 2007-10-13 2007-11-17 2008-08-21 2008-11-11 2012-02-20. Author is listed
  3. NEP-CFN: Corporate Finance (3) 2004-01-25 2004-10-18 2007-04-28. Author is listed
  4. NEP-ECM: Econometrics (3) 2007-10-13 2007-11-17 2013-05-05. Author is listed
  5. NEP-ETS: Econometric Time Series (2) 2006-08-05 2006-09-16
  6. NEP-FIN: Finance (2) 2006-08-05 2006-09-16
  7. NEP-FMK: Financial Markets (2) 2006-08-05 2006-09-16
  8. NEP-FOR: Forecasting (1) 2006-08-05
  9. NEP-IAS: Insurance Economics (1) 2013-05-05
  10. NEP-IFN: International Finance (7) 2004-01-25 2004-10-18 2006-08-05 2007-04-28 2007-10-13 2007-11-17 2008-11-11. Author is listed
  11. NEP-MAC: Macroeconomics (4) 2006-08-05 2008-11-11 2012-02-20 2013-05-05. Author is listed
  12. NEP-MFD: Microfinance (1) 2004-01-25
  13. NEP-MON: Monetary Economics (6) 2006-08-05 2007-04-28 2007-10-13 2007-11-17 2008-08-21 2008-11-11. Author is listed
  14. NEP-ORE: Operations Research (1) 2013-05-05
  15. NEP-RMG: Risk Management (1) 2004-01-25

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