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Antonio Diez de los Rios

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
RePEc Short-ID:pdi158
Postal Address:
Location: Ottawa, Canada
Phone: (613) 782-8111
Fax: (613) 782-7713
Postal: 234 Laurier Ave W, Ottawa, ON, K1A 0G9
Handle: RePEc:edi:bocgvca (more details at EDIRC)
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  1. Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014. "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers 14-42, Bank of Canada.
  2. Antonio Diez de los Rios, 2013. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Staff Working Papers 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," Staff Working Papers 12-5, Bank of Canada.
  4. Antonio Diez de los Rios, 2008. "McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates," Staff Working Papers 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 6516, C.E.P.R. Discussion Papers.
  6. Antonio Diez de los Rios, 2006. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers 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," Staff Working Papers 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 wp2004_02, CEMFI.
  9. Alicia Garcia Herrero & Antonio Diez de los Rios, 2004. "Contagion And Portfolio Shift In Emerging Countries´ Sovereign Bonds," International Finance 0403002, EconWPA.
  1. Antonio Diez de Los Rios, 2015. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 282-295, April.
  2. Diez de los Rios, Antonio, 2015. "Optimal asymptotic least squares estimation in a singular set-up," Economics Letters, Elsevier, vol. 128(C), pages 83-86.
  3. Gregory Bauer & Antonio Diez de los Rios, 2012. "Global Risk Premiums and the Transmission of Monetary Policy," Bank of Canada Review, Bank of Canada, vol. 2012(Summer), pages 12-20.
  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., vol. 26(2), pages 193-212, March.
  5. Antonio Diez de los Rios & René Garcia, 2011. "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, vol. 14(2), pages 137-167, July.
  6. 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, vol. 52(4), pages 1215-1251, November.
  7. de los Rios, Antonio Diez, 2009. "Exchange rate regimes, globalisation, and the cost of capital in emerging markets," Emerging Markets Review, Elsevier, vol. 10(4), pages 311-330, December.
  8. Antonio Diez De Los Rios, 2009. "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 755-766, 06.
12 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-ENE: Energy Economics (1) 2014-12-19
  6. NEP-ETS: Econometric Time Series (2) 2006-08-05 2006-09-16
  7. NEP-FIN: Finance (2) 2006-08-05 2006-09-16
  8. NEP-FMK: Financial Markets (2) 2006-08-05 2006-09-16
  9. NEP-FOR: Forecasting (1) 2006-08-05
  10. NEP-IAS: Insurance Economics (1) 2013-05-05
  11. 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
  12. NEP-MAC: Macroeconomics (4) 2006-08-05 2008-11-11 2012-02-20 2013-05-05. Author is listed
  13. NEP-MFD: Microfinance (1) 2004-01-25
  14. 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
  15. NEP-ORE: Operations Research (1) 2013-05-05
  16. NEP-RMG: Risk Management (1) 2004-01-25

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