Concepedia

Caio Almeida

CA

23

Publications

643

Citations

16

H-Index

1998

Active since

Affiliations

Fundação Getulio Vargas(Current)

Central Bank of Brazil

Princeton University

Escola Brasileira de Economia e Finanças

Instituto Brasileiro de Mercado de Capitais

Caio Almeida is an author at Fundação Getulio Vargas specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceAsset PricingEconomicsFinancial EconomicsStatisticsFinancial EngineeringEconomic AnalysisEmpirical FinanceManagement

Publications per year

1998–2022

23

Publications

23

Assessing misspecified asset pricing models with empirical likelihood estimators

Caio Almeida, René García · Journal of Econometrics · 2012 · 78 citations

Empirical Finance, Financial Economics, Asset Pricing +5

Economic Implications of Nonlinear Pricing Kernels

Caio Almeida, René García · Management Science · 2016 · 71 citations

Empirical Finance, Pricing Policy, Financial Mathematics +16

The role of no-arbitrage on forecasting: Lessons from a parametric term structure model

Caio Almeida, José Valentim Machado Vicente · Journal of Banking & Finance · 2008 · 57 citations

Economics, Term Structure Model, Economic Forecasting +8

Do interest rate options contain information about excess returns?

Caio Almeida, Jeremy J. Graveline, Scott Joslin · Journal of Econometrics · 2011 · 56 citations

Empirical Finance, Interest Rate Options, Term Structure Model +5

Nonparametric Tail Risk, Stock Returns, and the Macroeconomy

Caio Almeida, Kym Ardison, René García et al. · Journal of Financial Econometrics · 2017 · 47 citations · Full text

Empirical Finance, Risk Metric, Nonparametric Tail Risk +16

Rows per page

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