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 1 11 317
3-Regime symmetric STAR modeling and exchange rate reversion 0 0 0 16 1 2 9 86
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 18 0 0 5 66
A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates 0 0 0 65 0 0 8 211
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 102 0 0 9 380
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 1 60 0 0 10 190
A Nonlinear Panel Unit Root Test under Cross Section Dependence 0 0 0 63 0 0 6 352
A nonlinear panel unit root test under cross section dependence 0 0 3 19 3 4 23 112
A nonlinear panel unit root test under cross section dependence 0 0 0 127 0 0 10 362
Adaptive continuous time Markov chain approximation model to general jump-diffusions 0 0 0 30 0 0 7 144
An investigation of customer order flow in the foreign exchange market 0 0 0 102 0 0 7 349
An investigation of customer order flow in the foreign exchange market 0 0 0 13 0 1 9 90
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 25 0 0 6 133
Analysing the Determinants of Credit Risk for General Insurance Firms in the UK 0 0 0 37 1 1 10 85
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 89 0 1 9 326
BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS 0 0 0 97 0 0 11 430
Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics 1 1 1 273 1 3 24 1,286
Chebyshev polynomial approximation to approximate partial differential equations 0 0 0 66 0 2 18 320
Correlated Defaults of UK Banks: Dynamics and Asymmetries 0 0 0 42 1 4 9 79
Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates 0 0 0 198 0 0 4 584
Does the euro dominate Central and Eastern European money markets? 0 0 0 11 1 1 6 86
Does the euro dominate Central and Eastern European money markets? 0 0 0 75 0 0 9 293
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities 0 0 1 95 0 0 6 377
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 1) 1 1 1 19 3 14 70 169
Dynamic Option Adjusted Spread and the Value of Mortgage Backed Securities (Draft 2) 0 0 1 40 3 4 15 243
Equilibrium Exchange Rate Determination and Multiple Structural Changes 0 0 0 17 0 0 14 95
Factor Investing and forex Portfolio Management 0 0 2 40 0 0 10 192
Foreign Exchange Order Flow as a Risk Factor 0 0 1 14 0 1 30 95
Foreign exchange order fl ow as a risk factor 0 0 0 9 0 0 10 49
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 1 14 257
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 1 8 78
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 0 0 12 188
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 2 3 12 253
Measuring the Economic Significance of Structural Exchange Rate Models 0 0 0 9 0 0 15 88
Measuring the economic significance of structural exchange rate models 0 0 0 94 0 0 9 336
Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts 0 0 0 7 1 1 13 72
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 83 0 2 9 241
Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula 0 0 0 39 0 0 5 110
Modeling Dependence Structure and Forecasting Portfolio Value-at-Risk with Dynamic Copulas 0 0 0 2 2 2 12 41
No Good Deals - No Bad Models 0 0 0 10 0 0 15 90
No Good Deals - No Bad Models 0 0 1 36 0 0 12 143
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 1 10 78
Nominal Interest Rates and Stationarity 0 0 0 9 0 0 17 72
Nominal interest rates and stationarity 0 0 0 75 0 0 16 223
Optimal Martingales and American Option Pricing 0 0 0 9 1 1 8 52
Optimal Martingales and American Option Pricing 0 0 0 5 0 0 11 29
Optimal martingales and American option pricing 0 0 0 69 2 2 7 225
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 152 0 0 13 298
PANEL DATA TESTS OF PPP: A CRITICAL OVERVIEW 0 0 0 80 0 2 9 275
Panel Data Tests of PPP. A Critical Overview 0 0 0 356 0 0 11 1,100
Risk Sharing in International Economies and Market Incompleteness 0 0 0 39 1 1 12 90
Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies 0 0 0 7 0 2 17 68
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 7 0 0 13 57
Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion 0 0 0 37 0 0 8 158
The Cross Sectional Dependence Puzzle 0 0 0 215 0 0 8 380
The Informational Content of Default Risk in UK Insurance Firms 0 0 0 18 0 0 9 48
The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets 0 0 0 41 0 1 20 174
The Rise and Fall of the ABS Market 0 0 0 23 0 0 7 153
The rise and fall of the ABS market 0 0 0 107 1 2 11 240
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 0 214 1 1 16 891
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 213 0 0 6 713
VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION 0 0 0 159 0 0 23 432
Valuing American Derivatives by Least Squares Methods 0 0 0 8 0 0 8 44
Valuing American Derivatives by Least Squares Methods 0 0 0 107 0 1 22 297
Valuing American Style Options by Least Squares Methods 0 0 0 112 1 1 5 307
Why do UK banks securitize? 0 0 1 93 1 1 16 253
Why do UK banks securitize? 0 0 0 32 1 1 16 120
Total Working Papers 2 2 13 4,716 30 66 835 16,608

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 2 77 1 1 12 217
An investigation of customer order flow in the foreign exchange market 0 0 1 52 0 0 20 223
Analysing the determinants of insolvency risk for general insurance firms in the UK 2 4 6 25 2 4 28 150
Black Market and Official Exchange Rates: Long‐run Equilibrium and Short‐run Dynamics 0 0 0 51 0 3 11 226
Current Accounts in the Long Run and the Intertemporal Approach: A Panel Data Investigation 0 0 0 10 0 2 9 60
Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates 0 0 0 117 0 0 13 453
Does the euro dominate Central and Eastern European money markets? 0 0 0 26 0 2 15 165
Equilibrium exchange rate determination and multiple structural changes 0 0 0 31 1 2 9 119
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 12 275
Implications of Incomplete Markets for International Economies 0 0 0 6 0 1 14 50
Microstructure order flow: statistical and economic evaluation of nonlinear forecasts 0 0 0 18 2 2 29 101
Nominal interest rates and stationarity 0 0 0 14 0 0 10 92
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from Developing and Emerging Market Economies 0 0 0 17 0 0 10 83
Panel data tests of PPP: a critical overview 0 0 0 50 0 5 13 189
Relation between higher order comoments and dependence structure of equity portfolio 0 0 0 3 0 0 11 49
Symmetry, proportionality and the purchasing power parity: Evidence from panel cointegration tests 0 0 0 12 0 0 6 70
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS 0 0 0 6 0 0 4 20
THE PURCHASING POWER PARITY PERSISTENCE PUZZLE: EVIDENCE FROM BLACK MARKET REAL EXCHANGE RATES* 0 0 0 18 0 0 9 104
The joint credit risk of UK global‐systemically important banks 0 0 0 3 0 1 5 34
Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 80 0 0 7 205
Three‐Regime Asymmetric STAR Modeling and Exchange Rate Reversion 0 0 0 2 1 2 13 30
Using Chebyshev Polynomials to Approximate Partial Differential Equations 0 0 1 14 0 0 9 92
Total Journal Articles 2 4 10 666 7 25 269 3,007
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Statistics updated 2026-10-11