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 3 5 7 969
A Consistent Test for Multivariate Conditional Distributions 0 0 0 31 3 4 4 109
A Semiparametric Early Warning Model of Financial Stress Events 0 0 0 114 0 1 1 131
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 0 0 0 33 1 5 6 62
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 6 8 10 1,423
Financial Stress, Monetary Policy, and Economic Activity 0 1 2 219 2 7 12 624
Identifying Asymmetric Comovements of International Stock Market Returns 0 0 0 15 1 2 2 66
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model 0 0 0 89 7 13 15 330
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 1 1 1 89 5 9 12 284
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 0 70 4 8 10 137
Predicting Financial Stress Events: A Signal Extraction Approach 0 0 1 43 5 13 18 167
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 2 4 6 1,588
Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System 0 0 1 18 4 10 15 36
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 0 137 4 5 8 349
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 2 3 4 60
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 0 0 106 4 7 9 678
Total Working Papers 1 2 5 1,755 53 104 139 7,013

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 4 6 6 65
A Semiparametric Two-Factor Term Structure Model 0 0 0 71 1 3 4 163
A consistent bootstrap test for conditional density functions with time-series data 0 0 1 26 5 5 8 119
Combining Forecasts with Nonparametric Kernel Regressions 0 0 0 94 3 6 6 244
Financial Stress, Monetary Policy, and Economic Activity 0 0 0 45 4 7 8 125
Predicting financial stress events: A signal extraction approach 0 0 0 29 1 9 13 122
TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 0 0 0 11 3 4 4 43
Testing for financial contagion based on a nonparametric measure of the cross-market correlation 0 0 0 22 4 5 7 80
Total Journal Articles 0 0 1 306 25 45 56 961

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 4 4 5 99
Total Chapters 0 0 0 17 4 4 5 99

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Statistics updated 2026-02-12