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 1 1 1 77
3-Regime symmetric STAR modeling and exchange rate reversion 0 0 0 131 0 0 0 306
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 0 0 0 61
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 0 0 0 203
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 0 0 0 345
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 0 1 1 369
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 1 58 0 0 1 177
A nonlinear panel unit root test under cross section dependence 0 0 0 126 0 1 1 350
A nonlinear panel unit root test under cross section dependence 0 0 1 16 0 0 4 88
Adaptive continuous time Markov chain approximation model to general jump-diffusions 0 0 0 30 0 0 0 136
An investigation of customer order flow in the foreign exchange market 0 0 0 102 0 0 1 342
An investigation of customer order flow in the foreign exchange market 0 0 0 13 0 0 0 78
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 0 0 5 126
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 0 0 0 74
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 0 0 0 419
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 0 0 0 317
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 0 0 0 272 0 1 4 1,259
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 1 1 4 302
Correlated Defaults of UK Banks: Dynamics and Asymmetries 0 0 0 42 0 1 2 69
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 0 0 198 0 0 1 580
Does the euro dominate Central and Eastern European money markets? 0 0 0 11 0 0 1 80
Does the euro dominate Central and Eastern European money markets? 0 0 0 75 0 0 1 283
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 0 0 3 94 1 1 8 370
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1) 0 0 0 17 0 3 6 94
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2) 0 0 2 39 0 0 2 228
Equilibrium Exchange Rate Determination and Multiple Structural Changes 0 0 0 17 1 2 2 81
Factor Investing and forex Portfolio Management 0 2 3 37 2 4 16 176
Foreign Exchange Order Flow as a Risk Factor 0 0 0 13 1 4 4 62
Foreign exchange order fl ow as a risk factor 0 0 0 9 0 3 4 39
Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries 0 0 1 95 0 0 2 241
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 0 0 69
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 0 0 1 241
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 0 0 0 176
Measuring the Economic Significance of Structural Exchange Rate Models 0 0 0 9 0 0 0 73
Measuring the economic significance of structural exchange rate models 0 0 0 94 0 0 0 326
Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts 0 0 0 7 0 0 0 58
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 83 0 0 1 232
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula 0 0 0 39 0 0 4 104
Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas 0 0 0 2 1 1 1 27
No Good Deals - No Bad Models 0 0 0 10 0 0 1 75
No Good Deals - No Bad Models 0 0 1 35 0 0 1 126
No euro please, We’re British! 0 0 0 116 0 0 1 428
No good deals—no bad models 0 0 0 11 1 1 1 68
Nominal Interest Rates and Stationarity 0 0 0 9 1 2 4 55
Nominal interest rates and stationarity 0 0 0 75 0 0 10 204
Optimal Martingales and American Option Pricing 0 0 1 9 0 0 1 44
Optimal Martingales and American Option Pricing 0 0 0 5 0 0 0 18
Optimal martingales and American option pricing 0 0 1 69 0 0 1 217
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 0 0 2 265
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 0 0 0 285
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 0 0 0 1,089
Risk Sharing in International Economies and Market Incompleteness 0 0 0 39 2 2 6 76
Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies 0 0 0 7 0 0 3 50
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 7 0 0 0 44
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 37 0 0 0 150
The Cross Sectional Dependence Puzzle 0 0 0 214 0 0 4 371
The Informational Content of Default Risk in UK Insurance Firms 0 0 0 18 0 1 2 37
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 0 0 0 154
The Rise and Fall of the ABS Market 0 0 0 23 0 1 1 145
The rise and fall of the ABS market 0 0 0 107 0 0 0 228
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 1 214 0 0 5 872
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 2 2 706
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 0 2 3 409
Valuing American Derivatives by Least Squares Methods 0 0 0 107 0 0 1 275
Valuing American Derivatives by Least Squares Methods 0 0 0 8 0 0 0 36
Valuing American Style Options by Least Squares Methods 0 0 0 112 0 0 1 299
Why do UK banks securitize? 0 0 0 92 0 0 2 236
Why do UK banks securitize? 0 0 0 32 0 0 0 103
Total Working Papers 0 2 15 4,697 12 35 130 15,703

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 0 74 0 0 2 202
An investigation of customer order flow in the foreign exchange market 0 0 1 51 0 1 4 202
Analysing the determinants of insolvency risk for general insurance firms in the UK 1 2 7 18 2 4 19 117
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 0 1 3 215
Current Accounts in the Long Run and the Intertemporal Approach: A Panel Data Investigation 0 0 0 10 0 1 2 47
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 0 0 116 1 1 2 437
Does the euro dominate Central and Eastern European money markets? 0 0 0 26 0 0 1 149
Equilibrium exchange rate determination and multiple structural changes 0 0 2 31 1 4 6 105
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 0 0 1 263
Implications of Incomplete Markets for International Economies 0 0 1 6 0 0 1 34
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 18 0 0 0 70
Nominal interest rates and stationarity 0 0 0 14 0 0 0 80
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 0 0 17 0 0 0 71
Panel data tests of PPP: a critical overview 0 0 0 50 0 0 1 173
Relation between higher order comoments and dependence structure of equity portfolio 0 0 0 3 0 0 1 37
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 0 0 0 12 0 0 1 62
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS 0 0 0 6 1 1 1 16
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 0 0 0 95
The joint credit risk of UK global‐systemically important banks 0 0 0 3 0 0 0 28
Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 80 0 0 0 196
Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 2 0 0 1 16
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 0 0 0 83
Total Journal Articles 1 2 11 653 5 13 46 2,698
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Statistics updated 2025-03-03