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 2 959
A Consistent Test for Multivariate Conditional Distributions 0 0 0 30 0 0 1 103
A Semiparametric Early Warning Model of Financial Stress Events 0 0 1 113 0 0 2 128
Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach 0 0 0 30 0 0 2 49
Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods 0 0 0 391 0 0 1 1,410
Financial Stress, Monetary Policy, and Economic Activity 0 0 3 213 1 2 17 599
Identifying Asymmetric Comovements of International Stock Market Returns 0 0 0 15 0 0 2 63
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model 0 0 0 89 0 0 1 313
Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach 0 0 1 88 0 0 3 268
Measuring Systemic Risk Across Financial Market Infrastructures 0 0 1 66 0 0 3 120
Predicting Financial Stress Events: A Signal Extraction Approach 0 0 1 38 0 0 7 127
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model 0 0 0 145 0 0 2 1,581
Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System 0 0 10 10 0 0 4 4
Testing for Financial Contagion with Applications to the Canadian Banking System 0 0 0 135 0 0 2 338
Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates 0 0 0 24 0 0 0 53
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process 0 0 0 105 1 2 4 667
Total Working Papers 0 0 17 1,720 2 4 53 6,782


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 2 57
A Semiparametric Two-Factor Term Structure Model 0 0 0 70 0 0 1 155
A consistent bootstrap test for conditional density functions with time-series data 0 0 1 24 0 0 2 107
Combining Forecasts with Nonparametric Kernel Regressions 0 0 1 93 0 0 3 235
Financial Stress, Monetary Policy, and Economic Activity 0 0 2 42 0 0 4 113
Predicting financial stress events: A signal extraction approach 0 0 0 27 0 0 3 99
TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS 0 0 0 11 0 1 3 38
Testing for financial contagion based on a nonparametric measure of the cross-market correlation 0 0 0 21 0 0 0 68
Total Journal Articles 0 0 4 296 0 1 18 872


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 1 3 89
Total Chapters 0 0 0 15 0 1 3 89


Statistics updated 2022-11-05