Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Diez de los Rios, Antonio"'
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Diez de los Rios, Antonio
We propose a portfolio-balance model of the yield curve in which inflation is determined through an interest rate rule that satisfies the Taylor principle. Because arbitrageurs care about their real wealth, they only absorb an increase in the supply
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db82ddcab0d655e31cf13567bb2fb641
https://hdl.handle.net/10419/241172
https://hdl.handle.net/10419/241172
Autor:
Diez de los Rios, Antonio, Zhu, Yu
In an increasingly digitalized world, issuers of private digital currency can weaken central banks’ ability to stabilize the economy. By continuing to make central bank money attractive as a payment instrument in a digital world, a central bank dig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99197ef794ada266422105848e0565f2
Autor:
Ruiz-Cruces, Rafael a, b, *, Perez-Martinez, Manuel a, b, Tort Ausina, Isabel b, Muñoz, Vicente c, Martinez-Morillo, Manuel a, Diez de los Rı́os, Antonio a, b
Publikováno v:
In European Journal of Radiology 2000 33(1):14-23
Autor:
Diez de los Rios, Antonio
This paper proposes a novel asymptotic least-squares estimator of multi-country Gaussian dynamic term structure models that is easy to compute and asymptotically efficient, even when the number of countries is relatively large—a situation in which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d971f91bfceb65e6b7140e65ebac436
Autor:
Diez de los Rios, Antonio1, Sentana, Enrique1
Publikováno v:
International Economic Review. Nov2011, Vol. 52 Issue 4, p1215-1251. 37p.
Using the prices of crude oil futures contracts, we construct the term structure of crude oil convenience yields out to one-year maturity. The crude oil convenience yield can be interpreted as the interest rate, denominated in barrels of oil, for bor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::646c5e620b0cd1a174a8ceeeef141a17
Autor:
Diez de los Rios, Antonio
This paper proposes a novel regression-based approach to the estimation of Gaussian dynamic term structure models that avoids numerical optimization. This new estimator is an asymptotic least squares estimator defined by the no-arbitrage conditions u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f0141673ea5fdf58bfda61938ff3b57
We construct a multi-country affine term structure model that contains unspanned macroeconomic and foreign exchange risks. The canonical version of the model is derived and is shown to be easy to estimate. We show that it is important to impose restr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::785d5a305625b7d9a55aa3a61bed6711
https://hdl.handle.net/10419/80799
https://hdl.handle.net/10419/80799