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 0 0 0 16 0 1 7 84
3-Regime symmetric STAR modeling and exchange rate reversion 0 0 0 131 2 5 9 315
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 3 4 7 210
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 1 2 5 66
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 1 2 11 380
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 1 60 4 5 12 190
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 1 1 6 352
A nonlinear panel unit root test under cross section dependence 0 0 2 18 4 7 18 106
A nonlinear panel unit root test under cross section dependence 0 0 1 127 2 3 11 361
Adaptive continuous time Markov chain approximation model to general jump-diffusions 0 0 0 30 2 4 8 144
An investigation of customer order flow in the foreign exchange market 0 0 0 102 1 3 5 347
An investigation of customer order flow in the foreign exchange market 0 0 0 13 3 5 8 88
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 1 3 5 132
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 3 4 10 84
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 3 5 11 430
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 0 1 7 324
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 272 3 5 21 1,281
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 2 5 12 314
Correlated Defaults of UK Banks: Dynamics and Asymmetries 0 0 0 42 3 3 6 75
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 0 0 198 1 1 4 584
Does the euro dominate Central and Eastern European money markets? 0 0 0 11 1 2 5 85
Does the euro dominate Central and Eastern European money markets? 0 0 0 75 3 3 8 292
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 0 0 0 94 1 2 5 375
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1) 0 0 1 18 14 22 52 148
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2) 0 1 1 40 0 3 9 237
Equilibrium Exchange Rate Determination and Multiple Structural Changes 0 0 0 17 2 4 14 95
Factor Investing and forex Portfolio Management 0 0 3 40 0 1 15 192
Foreign Exchange Order Flow as a Risk Factor 0 1 1 14 0 3 30 93
Foreign exchange order fl ow as a risk factor 0 0 0 9 3 4 10 49
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 0 96 1 3 13 255
Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries 0 0 0 14 2 2 7 76
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 2 4 11 187
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 1 3 7 248
Measuring the Economic Significance of Structural Exchange Rate Models 0 0 0 9 4 6 15 88
Measuring the economic significance of structural exchange rate models 0 0 0 94 1 3 9 335
Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts 0 0 0 7 1 6 13 71
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 83 1 2 7 239
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula 0 0 0 39 1 1 6 110
Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas 0 0 0 2 1 2 11 38
No Good Deals - No Bad Models 0 0 0 10 3 3 15 90
No Good Deals - No Bad Models 0 0 0 35 3 4 11 142
No euro please, We’re British! 0 0 0 116 0 0 5 433
No good deals—no bad models 0 0 0 11 2 4 8 76
Nominal Interest Rates and Stationarity 0 0 0 9 3 6 17 72
Nominal interest rates and stationarity 0 0 0 75 2 7 18 223
Optimal Martingales and American Option Pricing 0 0 0 5 2 4 11 29
Optimal Martingales and American Option Pricing 0 0 0 9 0 0 7 51
Optimal martingales and American option pricing 0 0 0 69 2 3 4 222
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 2 2 10 295
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 0 1 7 272
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 2 4 8 1,097
Risk Sharing in International Economies and Market Incompleteness 0 0 0 39 1 6 11 88
Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies 0 0 0 7 2 6 15 66
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 7 3 3 12 56
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 37 0 5 8 158
The Cross Sectional Dependence Puzzle 0 0 1 215 1 2 9 380
The Informational Content of Default Risk in UK Insurance Firms 0 0 0 18 2 2 11 48
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 4 8 17 171
The Rise and Fall of the ABS Market 0 0 0 23 1 2 8 153
The rise and fall of the ABS market 0 0 0 107 3 3 10 238
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 1 4 15 887
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 11 12 20 429
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 2 7 713
Valuing American Derivatives by Least Squares Methods 0 0 0 107 3 8 18 293
Valuing American Derivatives by Least Squares Methods 0 0 0 8 4 4 8 44
Valuing American Style Options by Least Squares Methods 0 0 0 112 0 0 4 306
Why do UK banks securitize? 0 0 1 93 1 4 15 251
Why do UK banks securitize? 0 0 0 32 1 3 16 119
Total Working Papers 0 2 12 4,711 138 257 755 16,482

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 1 76 3 3 10 215
An investigation of customer order flow in the foreign exchange market 0 0 1 52 5 11 20 222
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 2 2 21 4 11 26 145
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 2 3 8 223
Current Accounts in the Long Run and the Intertemporal Approach: A Panel Data Investigation 0 0 0 10 1 1 11 58
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 0 0 117 1 3 14 452
Does the euro dominate Central and Eastern European money markets? 0 0 0 26 3 5 10 160
Equilibrium exchange rate determination and multiple structural changes 0 0 0 31 2 3 10 117
IS THE CONSUMPTION–INCOME RATIO STATIONARY? EVIDENCE FROM LINEAR AND NON-LINEAR PANEL UNIT ROOT TESTS FOR OECD AND NON-OECD COUNTRIES 0 0 0 34 3 5 8 271
Implications of Incomplete Markets for International Economies 0 0 0 6 4 6 14 49
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 18 2 9 28 98
Nominal interest rates and stationarity 0 0 0 14 1 1 12 92
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 0 0 17 2 3 12 83
Panel data tests of PPP: a critical overview 0 0 0 50 3 3 11 184
Relation between higher order comoments and dependence structure of equity portfolio 0 0 0 3 1 2 12 49
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 0 0 0 12 2 3 7 69
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS 0 0 0 6 2 2 4 20
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 1 2 8 103
The joint credit risk of UK global‐systemically important banks 0 0 0 3 0 0 4 32
Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 80 1 3 8 204
Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 2 0 2 12 28
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 1 3 8 91
Total Journal Articles 0 2 4 660 44 84 257 2,965
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Statistics updated 2026-05-06