Access Statistics for Mico Loretan

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 note on the coefficient of determination in models with infinite variance variables 0 0 0 59 1 1 8 405
A note on the coefficient of determination in regression models with infinite-variance variables 0 0 2 180 0 1 15 1,612
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 0 0 10 99
Estimating Long Run Economic Equilibria 0 0 0 613 1 2 7 1,604
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 0 3 18 1,542
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 49 0 2 8 143
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 3 4 30 201
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 1 1 8 313
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 0 1 64 2 4 18 249
Pitfalls in tests for changes in correlations 0 0 1 972 1 2 24 1,961
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 0 2 14 143
Private information, capital flows, and exchange rates 0 0 0 30 0 0 6 108
Private information, stock markets, and exchange rates 0 0 1 73 3 4 15 338
Private information, stock markets, and exchange rates 0 0 0 11 2 4 16 121
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 1 1 14 984
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 1 2 37 895
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 0 0 12 1,674
Total Working Papers 0 0 5 3,065 16 33 260 12,392

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market 0 0 0 17 0 2 11 98
Economic models of systemic risk in financial systems 0 0 0 49 0 0 7 131
Estimating Long-run Economic Equilibria 0 0 1 224 1 2 31 656
Evaluating changes in correlations during periods of high market volatility 0 0 1 12 1 2 40 103
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 0 2 14 143
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 0 0 11 124
Indexes of the foreign exchange value of the dollar 0 0 2 144 0 0 16 598
On the properties of the coefficient of determination in regression models with infinite variance variables 0 0 2 39 0 2 20 587
Private information, capital flows, and exchange rates 0 1 2 19 0 1 17 117
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 18 19 31 87
Systemic risk in a model economy with a stylized banking system 0 0 0 1 0 0 9 138
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 0 2 440 3 5 27 921
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 1 2 14 181
The development of money markets in Asia 0 0 0 40 0 0 15 202
Total Journal Articles 0 1 10 1,087 24 37 263 4,086

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market 0 0 0 19 2 2 12 118
Private information, stock markets, and exchange rates 0 0 0 24 0 0 8 124
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 1 2 19 478
Total Chapters 0 0 0 107 3 4 39 720

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Statistics updated 2026-09-10