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 0 131 1 5 7 313
3-Regime symmetric STAR modeling and exchange rate reversion 0 0 0 16 1 4 7 84
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 0 2 4 207
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 0 1 4 65
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 1 60 0 1 8 186
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 0 3 5 351
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 1 3 10 379
A nonlinear panel unit root test under cross section dependence 0 0 1 127 0 4 9 359
A nonlinear panel unit root test under cross section dependence 0 0 2 18 1 7 14 102
Adaptive continuous time Markov chain approximation model to general jump-diffusions 0 0 0 30 2 2 6 142
An investigation of customer order flow in the foreign exchange market 0 0 0 102 0 4 4 346
An investigation of customer order flow in the foreign exchange market 0 0 0 13 1 4 6 85
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 0 4 5 131
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 0 4 7 81
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 2 6 8 427
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 0 4 7 324
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 272 1 7 19 1,278
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 3 7 10 312
Correlated Defaults of UK Banks: Dynamics and Asymmetries 0 0 0 42 0 1 3 72
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 0 0 198 0 1 3 583
Does the euro dominate Central and Eastern European money markets? 0 0 0 75 0 1 5 289
Does the euro dominate Central and Eastern European money markets? 0 0 0 11 0 3 4 84
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 0 0 0 94 1 2 4 374
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1) 0 0 1 18 1 20 39 134
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2) 0 1 1 40 0 7 9 237
Equilibrium Exchange Rate Determination and Multiple Structural Changes 0 0 0 17 1 9 12 93
Factor Investing and forex Portfolio Management 0 0 3 40 0 6 15 192
Foreign Exchange Order Flow as a Risk Factor 1 1 1 14 2 16 30 93
Foreign exchange order fl ow as a risk factor 0 0 0 9 0 3 7 46
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 0 96 0 9 12 254
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 0 2 5 74
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 0 3 6 247
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 1 6 9 185
Measuring the Economic Significance of Structural Exchange Rate Models 0 0 0 9 0 7 11 84
Measuring the economic significance of structural exchange rate models 0 0 0 94 1 3 8 334
Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts 0 0 0 7 5 10 12 70
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 83 1 3 6 238
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula 0 0 0 39 0 0 5 109
Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas 0 0 0 2 1 3 10 37
No Good Deals - No Bad Models 0 0 0 35 0 4 13 139
No Good Deals - No Bad Models 0 0 0 10 0 7 12 87
No euro please, We’re British! 0 0 0 116 0 0 5 433
No good deals—no bad models 0 0 0 11 1 5 6 74
Nominal Interest Rates and Stationarity 0 0 0 9 1 11 14 69
Nominal interest rates and stationarity 0 0 0 75 2 7 17 221
Optimal Martingales and American Option Pricing 0 0 0 9 0 5 7 51
Optimal Martingales and American Option Pricing 0 0 0 5 0 7 9 27
Optimal martingales and American option pricing 0 0 0 69 1 2 2 220
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 1 4 7 272
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 0 3 8 293
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 1 4 6 1,095
Risk Sharing in International Economies and Market Incompleteness 0 0 0 39 2 9 10 87
Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies 0 0 0 7 0 9 13 64
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 7 0 6 9 53
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 37 1 6 8 158
The Cross Sectional Dependence Puzzle 0 0 1 215 0 5 8 379
The Informational Content of Default Risk in UK Insurance Firms 0 0 0 18 0 4 9 46
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 1 7 13 167
The Rise and Fall of the ABS Market 0 0 0 23 1 4 7 152
The rise and fall of the ABS market 0 0 0 107 0 4 7 235
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 1 7 14 886
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 0 5 9 418
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 6 7 713
Valuing American Derivatives by Least Squares Methods 0 0 0 107 3 9 15 290
Valuing American Derivatives by Least Squares Methods 0 0 0 8 0 1 4 40
Valuing American Style Options by Least Squares Methods 0 0 0 112 0 1 5 306
Why do UK banks securitize? 0 0 1 93 0 7 14 250
Why do UK banks securitize? 0 0 0 32 2 10 15 118
Total Working Papers 1 2 12 4,711 45 346 628 16,344

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 1 1 76 0 4 7 212
An investigation of customer order flow in the foreign exchange market 0 0 1 52 4 11 15 217
Analysing the determinants of insolvency risk for general insurance firms in the UK 2 2 3 21 4 11 23 141
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 0 4 6 221
Current Accounts in the Long Run and the Intertemporal Approach: A Panel Data Investigation 0 0 0 10 0 1 10 57
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 0 0 117 1 8 13 451
Does the euro dominate Central and Eastern European money markets? 0 0 0 26 1 6 7 157
Equilibrium exchange rate determination and multiple structural changes 0 0 0 31 0 4 10 115
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 1 3 5 268
Implications of Incomplete Markets for International Economies 0 0 0 6 1 6 10 45
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 18 3 18 26 96
Nominal interest rates and stationarity 0 0 0 14 0 4 11 91
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 0 0 17 1 4 10 81
Panel data tests of PPP: a critical overview 0 0 0 50 0 1 8 181
Relation between higher order comoments and dependence structure of equity portfolio 0 0 0 3 1 4 11 48
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 0 0 0 12 1 3 5 67
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS 0 0 0 6 0 2 2 18
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 1 4 7 102
The joint credit risk of UK global‐systemically important banks 0 0 0 3 0 2 4 32
Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 80 0 3 7 203
Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 2 2 7 12 28
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 1 4 7 90
Total Journal Articles 2 3 5 660 22 114 216 2,921
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Statistics updated 2026-04-09