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 0 227 2 2 8 954
A Consistent Test for Multivariate Conditional Distributions 0 0 0 30 0 0 1 99
A Semiparametric Early Warning Model of Financial Stress Events 0 0 1 112 1 2 5 117
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 0 0 2 30 1 1 4 44
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 0 0 1 1,405
Financial Stress, Monetary Policy, and Economic Activity 1 2 12 201 3 6 35 538
Identifying Asymmetric Comovements of International Stock Market Returns 0 0 0 12 1 1 3 53
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model 0 0 2 89 0 1 5 309
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 0 0 6 85 3 8 38 248
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 3 64 1 4 14 94
Predicting Financial Stress Events: A Signal Extraction Approach 0 0 3 35 0 3 15 100
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 0 0 1 1,578
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 1 133 0 0 9 327
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates 0 1 1 24 1 2 5 50
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 0 0 104 0 0 4 657
Total Working Papers 1 3 31 1,682 13 30 148 6,573


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 54
A Semiparametric Two-Factor Term Structure Model 1 1 1 70 1 1 4 149
A consistent bootstrap test for conditional density functions with time-series data 0 0 0 23 0 0 3 102
Combining Forecasts with Nonparametric Kernel Regressions 0 0 0 89 0 2 3 224
Financial Stress, Monetary Policy, and Economic Activity 0 0 2 39 2 2 8 101
Predicting financial stress events: A signal extraction approach 0 0 2 26 0 2 12 86
TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 0 0 1 11 0 0 2 32
Testing for financial contagion based on a nonparametric measure of the cross-market correlation 0 0 0 19 0 0 1 63
Total Journal Articles 1 1 6 285 3 7 33 811


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 13 1 1 2 82
Total Chapters 0 0 0 13 1 1 2 82


Statistics updated 2020-09-04