Access Statistics for Mario Cerrato

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
3-Regime symmetric STAR modeling and exchange rate reversion 3 10 45 45 7 25 87 87
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 39 64 3 8 93 169
A Nonlinear Panel Unit Root Test under Cross Section Dependence 6 18 39 39 9 34 39 39
An investigation of customer order flow in the foreign exchange market 6 14 26 26 17 44 69 69
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 1 3 17 72 5 16 85 281
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 2 2 6 69 4 8 48 221
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 3 5 23 95 5 15 63 332
Chebyshev polynomial approximation to approximate partial differential equations 0 3 26 43 3 20 104 176
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 1 5 180 0 2 18 479
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 6 13 35 35 19 43 99 99
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 2 6 29 44 5 12 73 86
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 1 2 6 46 1 4 19 165
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 2 50 1 1 12 135
No euro please, We’re British! 1 2 18 95 3 9 58 273
Optimal martingales and American option pricing 3 5 6 6 6 18 26 26
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 1 3 140 1 4 13 233
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 2 2 16 69 4 5 34 187
Panel Data Tests of PPP. A Critical Overview 3 7 42 197 7 22 105 550
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 1 3 3 3 8 19 26 26
The Cross Sectional Dependence Puzzle 0 0 2 201 0 2 33 286
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 7 32 4 8 24 101
Using Chebyshev Polynomials to Approximate Partial Differential Equations 1 2 22 25 4 10 71 104
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 1 5 28 194 5 17 113 600
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 2 17 123 1 6 44 296
Valuing American Derivatives by Least Squares Methods 0 4 35 52 0 9 80 144
Valuing American Style Options by Least Squares Methods 1 3 25 67 6 10 61 142
Total Working Papers 43 113 522 2,012 128 371 1,497 5,306

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP 0 0 7 49 1 2 15 101
Black Market and Official Exchange Rates: Long-run Equilibrium and Short-run Dynamics 0 1 9 12 1 8 34 48
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 3 23 66 1 4 73 228
Measuring half-lives: using a non-parametric bootstrap approach 1 1 4 16 2 3 19 75
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 2 16 57 3 8 30 116
Panel data tests of PPP: a critical overview 1 1 11 24 4 6 27 71
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 2 2 4 6 2 2 7 21
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS 0 2 10 11 1 5 24 33
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES 1 1 7 10 2 4 19 32
Total Journal Articles 5 13 91 251 17 42 248 725

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Statistics updated 2009-12-07