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 2 2 308
3-Regime symmetric STAR modeling and exchange rate reversion 0 0 0 16 0 3 4 80
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 2 3 3 64
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 2 2 2 205
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 3 5 8 376
A Nonlinear Panel Unit Root Test under Cross Section Dependence 1 1 2 60 2 5 8 185
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 2 2 3 348
A nonlinear panel unit root test under cross section dependence 0 2 2 18 1 6 7 95
A nonlinear panel unit root test under cross section dependence 0 0 1 127 1 3 6 355
Adaptive continuous time Markov chain approximation model to general jump-diffusions 0 0 0 30 2 3 4 140
An investigation of customer order flow in the foreign exchange market 0 0 0 102 0 0 0 342
An investigation of customer order flow in the foreign exchange market 0 0 0 13 0 0 3 81
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 1 2 3 77
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 0 0 1 127
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 2 3 3 320
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 1 2 2 421
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 272 3 9 13 1,271
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 3 3 4 305
Correlated Defaults of UK Banks: Dynamics and Asymmetries 0 0 0 42 0 1 3 71
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 0 0 198 2 2 2 582
Does the euro dominate Central and Eastern European money markets? 0 0 0 11 0 1 1 81
Does the euro dominate Central and Eastern European money markets? 0 0 0 75 0 4 5 288
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 0 0 0 94 0 1 3 372
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1) 0 0 1 18 12 15 21 114
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2) 0 0 0 39 2 2 2 230
Equilibrium Exchange Rate Determination and Multiple Structural Changes 0 0 0 17 2 3 5 84
Factor Investing and forex Portfolio Management 0 2 5 40 0 4 14 186
Foreign Exchange Order Flow as a Risk Factor 0 0 0 13 6 12 18 77
Foreign exchange order fl ow as a risk factor 0 0 0 9 2 4 7 43
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 1 96 1 2 4 245
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 1 2 3 72
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 1 3 3 179
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 2 3 3 244
Measuring the Economic Significance of Structural Exchange Rate Models 0 0 0 9 3 4 4 77
Measuring the economic significance of structural exchange rate models 0 0 0 94 3 4 5 331
Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts 0 0 0 7 0 1 2 60
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 83 1 3 3 235
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula 0 0 0 39 2 4 5 109
Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas 0 0 0 2 3 5 8 34
No Good Deals - No Bad Models 0 0 0 35 2 4 9 135
No Good Deals - No Bad Models 0 0 0 10 2 5 5 80
No euro please, We’re British! 0 0 0 116 3 5 5 433
No good deals—no bad models 0 0 0 11 1 1 2 69
Nominal Interest Rates and Stationarity 0 0 0 9 2 3 5 58
Nominal interest rates and stationarity 0 0 0 75 3 7 10 214
Optimal Martingales and American Option Pricing 0 0 0 9 1 2 2 46
Optimal Martingales and American Option Pricing 0 0 0 5 1 2 2 20
Optimal martingales and American option pricing 0 0 0 69 0 0 1 218
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 1 5 5 290
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 0 2 3 268
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 2 2 2 1,091
Risk Sharing in International Economies and Market Incompleteness 0 0 0 39 0 0 4 78
Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies 0 0 0 7 0 4 5 55
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 37 1 2 2 152
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 7 1 3 3 47
The Cross Sectional Dependence Puzzle 0 0 1 215 1 2 3 374
The Informational Content of Default Risk in UK Insurance Firms 0 0 0 18 3 3 6 42
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 3 6 6 160
The Rise and Fall of the ABS Market 0 0 0 23 1 2 3 148
The rise and fall of the ABS market 0 0 0 107 1 2 3 231
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 2 4 7 879
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 3 4 6 413
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 0 3 707
Valuing American Derivatives by Least Squares Methods 0 0 0 107 4 6 6 281
Valuing American Derivatives by Least Squares Methods 0 0 0 8 1 3 3 39
Valuing American Style Options by Least Squares Methods 0 0 0 112 1 3 6 305
Why do UK banks securitize? 0 1 1 93 4 6 7 243
Why do UK banks securitize? 0 0 0 32 2 4 5 108
Total Working Papers 1 6 14 4,709 115 225 326 15,998

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 75 1 3 6 208
An investigation of customer order flow in the foreign exchange market 0 1 1 52 2 3 4 206
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 0 3 19 3 8 16 130
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 2 2 2 217
Current Accounts in the Long Run and the Intertemporal Approach: A Panel Data Investigation 0 0 0 10 3 5 9 56
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 0 1 117 0 3 7 443
Does the euro dominate Central and Eastern European money markets? 0 0 0 26 1 1 2 151
Equilibrium exchange rate determination and multiple structural changes 0 0 0 31 0 1 8 111
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 2 2 265
Implications of Incomplete Markets for International Economies 0 0 0 6 3 3 5 39
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 18 3 6 8 78
Nominal interest rates and stationarity 0 0 0 14 2 5 7 87
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 0 0 17 1 4 6 77
Panel data tests of PPP: a critical overview 0 0 0 50 1 4 7 180
Relation between higher order comoments and dependence structure of equity portfolio 0 0 0 3 5 6 7 44
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 0 0 0 12 0 0 2 64
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS 0 0 0 6 0 0 1 16
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 2 3 3 98
The joint credit risk of UK global‐systemically important banks 0 0 0 3 1 1 2 30
Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 80 0 2 4 200
Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 2 3 4 5 21
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 0 3 3 86
Total Journal Articles 0 1 6 657 34 69 116 2,807
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Statistics updated 2026-01-09