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 2 3 4 310
3-Regime symmetric STAR modeling and exchange rate reversion 0 0 0 16 3 6 7 83
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 1 3 3 206
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 0 3 3 64
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 1 2 60 0 3 8 185
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 3 5 6 351
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 2 7 9 378
A nonlinear panel unit root test under cross section dependence 0 1 2 18 4 8 11 99
A nonlinear panel unit root test under cross section dependence 0 0 1 127 3 6 8 358
Adaptive continuous time Markov chain approximation model to general jump-diffusions 0 0 0 30 0 2 4 140
An investigation of customer order flow in the foreign exchange market 0 0 0 102 2 2 2 344
An investigation of customer order flow in the foreign exchange market 0 0 0 13 2 2 5 83
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 2 2 3 129
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 3 5 6 80
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 4 5 6 425
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 3 6 6 323
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 272 5 10 17 1,276
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 4 7 8 309
Correlated Defaults of UK Banks: Dynamics and Asymmetries 0 0 0 42 1 2 3 72
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 0 0 198 1 3 3 583
Does the euro dominate Central and Eastern European money markets? 0 0 0 11 2 3 3 83
Does the euro dominate Central and Eastern European money markets? 0 0 0 75 1 5 6 289
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 0 0 0 94 1 2 4 373
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1) 0 0 1 18 12 24 32 126
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2) 0 0 0 39 4 6 6 234
Equilibrium Exchange Rate Determination and Multiple Structural Changes 0 0 0 17 7 10 11 91
Factor Investing and forex Portfolio Management 0 1 3 40 5 7 17 191
Foreign Exchange Order Flow as a Risk Factor 0 0 0 13 13 23 29 90
Foreign exchange order fl ow as a risk factor 0 0 0 9 2 6 6 45
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 1 96 7 8 11 252
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 4 5 74
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 4 7 7 183
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 1 4 4 245
Measuring the Economic Significance of Structural Exchange Rate Models 0 0 0 9 5 9 9 82
Measuring the economic significance of structural exchange rate models 0 0 0 94 1 5 6 332
Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts 0 0 0 7 5 5 7 65
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 83 2 3 5 237
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula 0 0 0 39 0 4 5 109
Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas 0 0 0 2 2 7 10 36
No Good Deals - No Bad Models 0 0 0 10 7 11 12 87
No Good Deals - No Bad Models 0 0 0 35 3 5 12 138
No euro please, We’re British! 0 0 0 116 0 4 5 433
No good deals—no bad models 0 0 0 11 3 4 5 72
Nominal Interest Rates and Stationarity 0 0 0 9 8 10 12 66
Nominal interest rates and stationarity 0 0 0 75 2 8 12 216
Optimal Martingales and American Option Pricing 0 0 0 9 5 7 7 51
Optimal Martingales and American Option Pricing 0 0 0 5 5 6 7 25
Optimal martingales and American option pricing 0 0 0 69 1 1 2 219
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 3 7 8 293
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 3 5 6 271
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 2 4 4 1,093
Risk Sharing in International Economies and Market Incompleteness 0 0 0 39 4 4 8 82
Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies 0 0 0 7 5 8 10 60
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 7 6 8 9 53
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 37 1 3 3 153
The Cross Sectional Dependence Puzzle 0 0 1 215 4 5 7 378
The Informational Content of Default Risk in UK Insurance Firms 0 0 0 18 4 7 9 46
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 3 8 9 163
The Rise and Fall of the ABS Market 0 0 0 23 3 4 6 151
The rise and fall of the ABS market 0 0 0 107 4 6 7 235
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 4 8 11 883
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 4 8 8 417
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 4 4 5 711
Valuing American Derivatives by Least Squares Methods 0 0 0 107 4 9 10 285
Valuing American Derivatives by Least Squares Methods 0 0 0 8 1 2 4 40
Valuing American Style Options by Least Squares Methods 0 0 0 112 1 3 7 306
Why do UK banks securitize? 0 0 1 93 4 9 11 247
Why do UK banks securitize? 0 0 0 32 8 12 13 116
Total Working Papers 0 3 12 4,709 227 412 534 16,225

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 1 1 2 76 4 6 10 212
An investigation of customer order flow in the foreign exchange market 0 0 1 52 5 7 9 211
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 0 2 19 4 11 19 134
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 3 5 5 220
Current Accounts in the Long Run and the Intertemporal Approach: A Panel Data Investigation 0 0 0 10 1 6 10 57
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 0 1 117 6 8 13 449
Does the euro dominate Central and Eastern European money markets? 0 0 0 26 4 5 6 155
Equilibrium exchange rate determination and multiple structural changes 0 0 0 31 3 3 10 114
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 3 266
Implications of Incomplete Markets for International Economies 0 0 0 6 4 7 9 43
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 18 11 15 19 89
Nominal interest rates and stationarity 0 0 0 14 4 8 11 91
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 0 0 17 3 6 9 80
Panel data tests of PPP: a critical overview 0 0 0 50 1 4 8 181
Relation between higher order comoments and dependence structure of equity portfolio 0 0 0 3 3 8 10 47
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 0 0 0 12 2 2 4 66
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS 0 0 0 6 2 2 3 18
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 3 5 6 101
The joint credit risk of UK global‐systemically important banks 0 0 0 3 2 3 4 32
Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 80 1 3 5 201
Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 2 5 9 10 26
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 2 4 5 88
Total Journal Articles 1 1 6 658 74 130 188 2,881
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Statistics updated 2026-02-12