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 2 961
A Consistent Test for Multivariate Conditional Distributions 0 0 1 31 0 1 2 105
A Semiparametric Early Warning Model of Financial Stress Events 0 0 0 113 0 0 0 128
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 1 1 3 33 2 2 6 55
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 0 0 0 1,410
Financial Stress, Monetary Policy, and Economic Activity 0 0 1 214 0 0 10 609
Identifying Asymmetric Comovements of International Stock Market Returns 0 0 0 15 1 1 1 64
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model 0 0 0 89 0 1 1 314
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 0 0 0 88 0 0 2 270
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 2 68 0 0 2 122
Predicting Financial Stress Events: A Signal Extraction Approach 0 1 2 40 0 1 14 141
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 0 0 0 1,581
Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System 0 0 4 14 1 2 11 15
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 2 137 0 0 3 341
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates 0 0 2 26 0 0 2 55
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 0 0 105 0 0 0 667
Total Working Papers 1 2 17 1,737 4 8 56 6,838

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 1 58
A Semiparametric Two-Factor Term Structure Model 0 0 1 71 0 0 1 156
A consistent bootstrap test for conditional density functions with time-series data 0 0 0 24 0 0 1 108
Combining Forecasts with Nonparametric Kernel Regressions 0 0 1 94 0 0 1 236
Financial Stress, Monetary Policy, and Economic Activity 1 1 2 44 1 1 2 115
Predicting financial stress events: A signal extraction approach 0 0 1 28 0 1 4 103
TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 0 0 0 11 0 0 1 39
Testing for financial contagion based on a nonparametric measure of the cross-market correlation 0 0 0 21 0 0 2 70
Total Journal Articles 1 1 5 301 1 2 13 885

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 15 0 0 2 91
Total Chapters 0 0 0 15 0 0 2 91

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Statistics updated 2023-11-05