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Antonio Diez de los Rı́os · Study

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Antonio Diez de los Rı́os

5 works· latest 2021· 2 institutionscluster: provisionalORCID 0000-0001-9267-5459

h-index5

i105

Citations202

Works here5

09

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21

Most cited in this library

Assessing and valuing the nonlinear structure of hedge fund returns2010 · 92 citations
A New Linear Estimator for Gaussian Dynamic Term Structure Models2014 · 32 citations
Can Affine Term Structure Models Help Us Predict Exchange Rates?2009 · 31 citations
An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks2021 · 30 citations
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH*2011 · 17 citations

Works

5 shown

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

Econstor (Econstor)·2021·2 authors·report·Open access

30citations

A New Linear Estimator for Gaussian Dynamic Term Structure Models

Journal of Business and Economic Statistics·2014·1 author·Open access

32citations

TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH*

International Economic Review·2011·2 authors·Open access

17citations

Assessing and valuing the nonlinear structure of hedge fund returns

Journal of Applied Econometrics·2010·2 authors

92citations

Can Affine Term Structure Models Help Us Predict Exchange Rates?

Journal of money credit and banking·2009·1 author

31citations