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 0 8 972
A Consistent Test for Multivariate Conditional Distributions 0 0 0 31 0 1 8 113
A Semiparametric Early Warning Model of Financial Stress Events 0 0 0 114 0 1 9 139
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 0 0 0 33 1 2 11 68
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 1 2 14 1,428
Financial Stress, Monetary Policy, and Economic Activity 0 0 2 220 0 2 14 630
Identifying Asymmetric Comovements of International Stock Market Returns 0 0 0 15 1 2 9 73
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model 0 0 0 89 2 3 20 337
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 0 0 1 89 1 4 24 298
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 0 70 0 1 12 141
Predicting Financial Stress Events: A Signal Extraction Approach 0 0 0 43 2 2 20 173
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 2 2 10 1,593
Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System 0 0 0 18 0 1 19 44
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 0 137 1 3 15 358
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates 0 0 1 28 0 0 7 64
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 0 2 108 0 0 10 681
Total Working Papers 0 0 6 1,759 11 26 210 7,112

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 9 68
A Semiparametric Two-Factor Term Structure Model 0 0 0 71 1 2 7 166
A consistent bootstrap test for conditional density functions with time-series data 0 0 0 26 0 0 8 122
Combining Forecasts with Nonparametric Kernel Regressions 0 0 0 94 0 1 7 245
Financial Stress, Monetary Policy, and Economic Activity 0 0 0 45 0 0 17 135
Predicting financial stress events: A signal extraction approach 0 0 1 30 1 1 19 132
TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 0 0 0 11 0 2 8 47
Testing for financial contagion based on a nonparametric measure of the cross-market correlation 0 0 0 22 0 1 8 83
Total Journal Articles 0 0 1 307 2 7 83 998

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 0 17 1 3 9 104
Total Chapters 0 0 0 17 1 3 9 104

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Statistics updated 2026-10-11