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 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 0 130
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 0 0 0 33 3 3 4 60
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 1 3 3 1,416
Financial Stress, Monetary Policy, and Economic Activity 1 2 3 219 2 5 8 619
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 2 4 5 319
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 0 0 0 88 3 4 6 278
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 1 70 3 3 6 132
Predicting Financial Stress Events: A Signal Extraction Approach 0 0 1 43 2 4 7 156
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 1 3 3 1,585
Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System 0 0 1 18 2 3 7 28
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 0 137 0 1 3 344
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 0 1 57
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 0 0 106 0 0 2 671
Total Working Papers 1 2 6 1,754 19 33 58 6,928

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 2 3 3 162
A consistent bootstrap test for conditional density functions with time-series data 0 0 1 26 0 0 4 114
Combining Forecasts with Nonparametric Kernel Regressions 0 0 0 94 0 0 1 238
Financial Stress, Monetary Policy, and Economic Activity 0 0 0 45 2 2 3 120
Predicting financial stress events: A signal extraction approach 0 0 0 29 2 3 7 115
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 2 75
Total Journal Articles 0 0 1 306 6 9 20 922

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 2 95
Total Chapters 0 0 1 17 0 0 2 95

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Statistics updated 2025-12-06