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 0 0 1 77
3-Regime symmetric STAR modeling and exchange rate reversion 0 0 0 131 1 1 1 307
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 0 102 0 2 3 371
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 1 59 2 3 5 182
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 0 0 1 346
A nonlinear panel unit root test under cross section dependence 1 1 1 17 2 2 3 91
A nonlinear panel unit root test under cross section dependence 0 1 1 127 0 1 3 352
Adaptive continuous time Markov chain approximation model to general jump-diffusions 0 0 0 30 1 1 2 138
An investigation of customer order flow in the foreign exchange market 0 0 0 13 0 1 3 81
An investigation of customer order flow in the foreign exchange market 0 0 0 102 0 0 0 342
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 0 0 2 127
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 0 0 1 75
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 1 1 1 420
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 4 6 9 1,266
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 0 0 1 302
Correlated Defaults of UK Banks: Dynamics and Asymmetries 0 0 0 42 0 1 2 70
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 0 0 198 0 0 0 580
Does the euro dominate Central and Eastern European money markets? 0 0 0 75 0 0 1 284
Does the euro dominate Central and Eastern European money markets? 0 0 0 11 0 0 0 80
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 0 0 0 94 0 0 2 371
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1) 0 1 1 18 3 4 13 102
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2) 0 0 1 39 0 0 1 228
Equilibrium Exchange Rate Determination and Multiple Structural Changes 0 0 0 17 0 0 2 81
Factor Investing and forex Portfolio Management 1 2 4 39 2 6 12 184
Foreign Exchange Order Flow as a Risk Factor 0 0 0 13 2 3 9 67
Foreign exchange order fl ow as a risk factor 0 0 0 9 0 0 3 39
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 3 244
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 1 70
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 0 0 0 176
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 0 0 0 241
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 1 327
Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts 0 0 0 7 1 2 2 60
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 83 2 2 2 234
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula 0 0 0 39 0 0 1 105
Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas 0 0 0 2 0 1 3 29
No Good Deals - No Bad Models 0 0 0 35 2 2 7 133
No Good Deals - No Bad Models 0 0 0 10 1 1 1 76
No euro please, We’re British! 0 0 0 116 1 1 1 429
No good deals—no bad models 0 0 0 11 0 0 1 68
Nominal Interest Rates and Stationarity 0 0 0 9 1 1 3 56
Nominal interest rates and stationarity 0 0 0 75 1 2 4 208
Optimal Martingales and American Option Pricing 0 0 0 9 0 0 0 44
Optimal Martingales and American Option Pricing 0 0 0 5 1 1 1 19
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 80 0 1 1 266
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 1 1 1 286
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 0 1 5 78
Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies 0 0 0 7 1 1 2 52
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 7 1 1 1 45
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 1 215 1 1 2 373
The Informational Content of Default Risk in UK Insurance Firms 0 0 0 18 0 1 3 39
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 1 1 1 155
The Rise and Fall of the ABS Market 0 0 0 23 1 2 3 147
The rise and fall of the ABS market 0 0 0 107 0 0 1 229
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 0 2 3 875
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 1 3 707
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 0 0 2 409
Valuing American Derivatives by Least Squares Methods 0 0 0 8 2 2 2 38
Valuing American Derivatives by Least Squares Methods 0 0 0 107 1 1 1 276
Valuing American Style Options by Least Squares Methods 0 0 0 112 1 1 4 303
Why do UK banks securitize? 1 1 1 93 1 2 2 238
Why do UK banks securitize? 0 0 0 32 0 0 1 104
Total Working Papers 3 6 12 4,706 40 66 151 15,813

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 1 4 206
An investigation of customer order flow in the foreign exchange market 1 1 1 52 1 1 3 204
Analysing the determinants of insolvency risk for general insurance firms in the UK 0 0 3 19 1 2 11 123
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 0 0 1 215
Current Accounts in the Long Run and the Intertemporal Approach: A Panel Data Investigation 0 0 0 10 0 3 6 51
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 0 1 117 1 2 5 441
Does the euro dominate Central and Eastern European money markets? 0 0 0 26 0 0 1 150
Equilibrium exchange rate determination and multiple structural changes 0 0 0 31 1 1 10 111
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 0 0 1 263
Implications of Incomplete Markets for International Economies 0 0 1 6 0 0 3 36
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 18 2 2 4 74
Nominal interest rates and stationarity 0 0 0 14 1 1 3 83
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 0 0 17 1 2 3 74
Panel data tests of PPP: a critical overview 0 0 0 50 1 2 4 177
Relation between higher order comoments and dependence structure of equity portfolio 0 0 0 3 1 2 2 39
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 0 0 0 12 0 2 3 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 1 1 1 96
The joint credit risk of UK global‐systemically important banks 0 0 0 3 0 0 1 29
Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 80 0 0 2 198
Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 2 0 0 1 17
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 13 1 1 1 84
Total Journal Articles 1 1 7 657 13 23 71 2,751
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Statistics updated 2025-11-08