Access Statistics for Fuchun Li

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
A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data 0 0 0 228 0 1 3 964
A Consistent Test for Multivariate Conditional Distributions 0 0 0 31 0 0 0 105
A Semiparametric Early Warning Model of Financial Stress Events 0 0 0 114 0 0 1 130
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 0 0 0 33 0 1 1 57
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 0 0 1 1,413
Financial Stress, Monetary Policy, and Economic Activity 0 0 2 217 1 2 4 614
Identifying Asymmetric Comovements of International Stock Market Returns 0 0 0 15 0 0 0 64
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model 0 0 0 89 0 0 1 315
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 0 0 0 88 0 0 3 274
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 1 70 0 1 4 129
Predicting Financial Stress Events: A Signal Extraction Approach 0 0 1 43 1 1 4 152
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 0 0 0 1,582
Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System 1 1 2 18 2 2 7 25
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 0 137 0 0 2 343
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates 0 0 0 27 0 1 1 57
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 0 0 106 0 1 2 671
Total Working Papers 1 1 6 1,752 4 10 34 6,895

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Test for Multivariate Conditional Distributions 0 0 0 8 0 0 0 59
A Semiparametric Two-Factor Term Structure Model 0 0 0 71 0 0 1 159
A consistent bootstrap test for conditional density functions with time-series data 0 0 1 26 1 1 5 114
Combining Forecasts with Nonparametric Kernel Regressions 0 0 0 94 0 0 1 238
Financial Stress, Monetary Policy, and Economic Activity 0 0 1 45 0 0 2 118
Predicting financial stress events: A signal extraction approach 0 0 0 29 1 1 4 112
TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 0 0 0 11 0 0 0 39
Testing for financial contagion based on a nonparametric measure of the cross-market correlation 0 0 0 22 0 1 1 74
Total Journal Articles 0 0 2 306 2 3 14 913

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Linking real activity and financial markets: the first steps towards a small estimated model for Canada 0 0 1 17 0 0 3 95
Total Chapters 0 0 1 17 0 0 3 95

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Statistics updated 2025-09-05