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 0 4 6 403
A note on the coefficient of determination in regression models with infinite-variance variables 0 1 2 180 1 4 11 1,606
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 1 4 8 96
Estimating Long Run Economic Equilibria 0 0 3 613 0 3 10 1,602
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 0 8 17 1,536
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 49 1 2 5 139
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 2 6 311
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 4 15 24 194
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 0 1 63 1 9 12 242
Pitfalls in tests for changes in correlations 0 0 2 972 1 10 25 1,957
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 0 8 10 138
Private information, capital flows, and exchange rates 0 0 0 30 2 5 6 107
Private information, stock markets, and exchange rates 0 0 1 73 1 4 12 332
Private information, stock markets, and exchange rates 0 0 0 11 1 4 7 112
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 1 6 10 980
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 6 29 35 891
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 2 6 7 1,669
Total Working Papers 0 1 9 3,064 22 123 211 12,315

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 1 6 10 96
Economic models of systemic risk in financial systems 0 0 0 49 1 4 7 131
Estimating Long-run Economic Equilibria 1 1 1 224 2 18 30 651
Evaluating changes in correlations during periods of high market volatility 0 1 1 12 2 19 35 93
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 1 4 7 136
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 1 5 10 121
Indexes of the foreign exchange value of the dollar 0 1 2 144 2 7 13 591
On the properties of the coefficient of determination in regression models with infinite variance variables 1 2 4 39 2 6 17 581
Private information, capital flows, and exchange rates 0 0 1 17 0 12 19 113
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 8 10 65
Systemic risk in a model economy with a stylized banking system 0 0 0 1 1 5 8 137
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 0 2 440 1 5 14 907
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 1 2 6 171
The development of money markets in Asia 0 0 0 40 1 8 11 197
Total Journal Articles 2 5 11 1,085 16 109 197 3,990

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 1 3 6 110
Private information, stock markets, and exchange rates 0 0 0 24 0 2 5 119
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 1 6 14 470
Total Chapters 0 0 0 107 2 11 25 699

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Statistics updated 2026-04-09