Access Statistics for Mico Loretan

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
A note on the coefficient of determination in models with infinite variance variables 0 0 0 59 1 2 7 404
A note on the coefficient of determination in regression models with infinite-variance variables 0 0 2 180 4 7 15 1,610
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 2 3 10 98
Estimating Long Run Economic Equilibria 0 0 2 613 0 0 9 1,602
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 2 7 18 1,538
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 49 2 3 6 141
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 2 11 26 196
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 1 6 311
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 0 0 63 2 6 13 244
Pitfalls in tests for changes in correlations 0 0 2 972 1 3 24 1,958
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 2 4 12 140
Private information, capital flows, and exchange rates 0 0 0 30 1 3 6 108
Private information, stock markets, and exchange rates 0 0 1 73 1 2 13 333
Private information, stock markets, and exchange rates 0 0 0 11 2 4 9 114
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 3 4 13 983
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 1 12 36 892
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 5 8 12 1,674
Total Working Papers 0 0 7 3,064 31 80 235 12,346

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market 0 0 0 17 0 1 10 96
Economic models of systemic risk in financial systems 0 0 0 49 0 1 7 131
Estimating Long-run Economic Equilibria 0 1 1 224 1 6 30 652
Evaluating changes in correlations during periods of high market volatility 0 1 1 12 6 15 41 99
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 5 6 12 141
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 3 4 13 124
Indexes of the foreign exchange value of the dollar 0 0 2 144 2 5 14 593
On the properties of the coefficient of determination in regression models with infinite variance variables 0 1 3 39 4 7 20 585
Private information, capital flows, and exchange rates 0 0 1 17 2 5 16 115
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 3 5 12 68
Systemic risk in a model economy with a stylized banking system 0 0 0 1 1 2 9 138
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 0 2 440 5 6 19 912
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 6 7 12 177
The development of money markets in Asia 0 0 0 40 4 6 15 201
Total Journal Articles 0 3 10 1,085 42 76 230 4,032

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market 0 0 0 19 4 6 10 114
Private information, stock markets, and exchange rates 0 0 0 24 4 4 9 123
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 4 6 17 474
Total Chapters 0 0 0 107 12 16 36 711

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Statistics updated 2026-05-06