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 7 112
A Semiparametric Early Warning Model of Financial Stress Events 0 0 0 114 0 1 8 138
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 0 0 0 33 0 1 9 66
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 1 1 14 1,427
Financial Stress, Monetary Policy, and Economic Activity 0 0 3 220 0 3 15 628
Identifying Asymmetric Comovements of International Stock Market Returns 0 0 0 15 0 0 7 71
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model 0 0 0 89 0 1 19 334
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 0 0 1 89 3 3 23 297
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 0 70 0 0 11 140
Predicting Financial Stress Events: A Signal Extraction Approach 0 0 0 43 0 1 20 171
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 0 0 9 1,591
Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System 0 0 1 18 0 2 20 43
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 0 137 1 2 13 356
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates 0 1 1 28 0 1 7 64
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 2 2 108 0 2 10 681
Total Working Papers 0 3 8 1,759 5 19 200 7,091

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 1 9 68
A Semiparametric Two-Factor Term Structure Model 0 0 0 71 0 0 5 164
A consistent bootstrap test for conditional density functions with time-series data 0 0 0 26 0 2 9 122
Combining Forecasts with Nonparametric Kernel Regressions 0 0 0 94 0 0 6 244
Financial Stress, Monetary Policy, and Economic Activity 0 0 0 45 0 0 17 135
Predicting financial stress events: A signal extraction approach 0 1 1 30 0 5 20 131
TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 0 0 0 11 0 0 6 45
Testing for financial contagion based on a nonparametric measure of the cross-market correlation 0 0 0 22 1 1 9 83
Total Journal Articles 0 1 1 307 1 9 81 992

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 0 1 6 101
Total Chapters 0 0 0 17 0 1 6 101

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Statistics updated 2026-08-07