Antonio Diez de los Rios

Bank of Canada

Senior Analyst

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

SCHOLARLY PAPERS

6

DOWNLOADS

566

CITATIONS
Rank 15,215

SSRN RANKINGS

Top 15,215

in Total Papers Citations

33

Scholarly Papers (6)

1.

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

Bank of Canada Working Paper No. 2006-31
Number of pages: 26 Posted: 15 Mar 2006 Last Revised: 31 Oct 2008
Antonio Diez de los Rios and René Garcia
Bank of Canada and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 427 (66,312)
Citation 21

Abstract:

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Hedge Funds, Nonlinear Returns Structure, Valuation of Contingent Claims, Performance of Hedge Funds

2.

A New Linear Estimator for Gaussian Dynamic Term Structure Models

Bank of Canada Working Paper 2013-10
Number of pages: 36 Posted: 23 Apr 2013 Last Revised: 25 Feb 2014
Antonio Diez de los Rios
Bank of Canada
Downloads 78 (305,553)
Citation 12

Abstract:

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Affine term structure model, asymptotic least squares, bond risk premia, singular covariance matrix, unspanned factors

3.

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

Bank of Canada Working Paper No. 2008-43
Number of pages: 43 Posted: 31 Oct 2008 Last Revised: 24 Jan 2009
Antonio Diez de los Rios
Bank of Canada
Downloads 42 (411,158)
Citation 1

Abstract:

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Interest rates, Exchange rates, Monetary policy rules

4.

Quantitative Easing and Long-Term Yields in Small Open Economies

IMF Working Paper No. 17/212
Number of pages: 47 Posted: 25 Oct 2017
Antonio Diez de los Rios and Maral Shamloo
Bank of Canada and International Monetary Fund (IMF) - Main
Downloads 16 (537,543)

Abstract:

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Europe, Sweden, Switzerland, Central banks and their policies, United Kingdom, United States, Western Hemisphere, Unconventional monetary policy, event study, signaling, portfolio balance, asset purchases, Monetary Policy (Targets, Instruments, and Effects), Asset Pricing

5.

Testing Uncovered Interest Parity: A Continuous‐Time Approach

International Economic Review, Vol. 52, Issue 4, pp. 1215-1251, 2011
Number of pages: 37 Posted: 25 Nov 2011
Antonio Diez de los Rios and Enrique Sentana
Bank of Canada and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 2 (629,823)
Citation 1
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6.

Testing Uncovered Interest Parity: A Continuous-Time Approach

CEPR Discussion Paper No. DP6516
Number of pages: 44 Posted: 05 Jun 2008
Antonio Diez de los Rios and Enrique Sentana
Bank of Canada and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 1 (642,532)
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Exchange Rates, Forward Premium Puzzle, Hausman Test, Interest Rates, Orstein-Uhlenbeck Process, Temporal Aggregation