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 0 7 404
A note on the coefficient of determination in regression models with infinite-variance variables 0 0 2 180 0 2 15 1,612
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 0 1 10 99
Estimating Long Run Economic Equilibria 0 0 1 613 0 1 8 1,603
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 2 4 19 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 1 2 27 198
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 1 7 312
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 1 1 64 0 3 16 247
Pitfalls in tests for changes in correlations 0 0 1 972 1 2 23 1,960
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 2 3 15 143
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 0 2 13 335
Private information, stock markets, and exchange rates 0 0 0 11 1 5 14 119
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 0 0 13 983
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 0 2 36 894
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 0 0 12 1,674
Total Working Papers 0 1 6 3,065 7 30 249 12,376

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 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 3 30 655
Evaluating changes in correlations during periods of high market volatility 0 0 1 12 0 3 40 102
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 2 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 5 18 598
On the properties of the coefficient of determination in regression models with infinite variance variables 0 0 2 39 1 2 21 587
Private information, capital flows, and exchange rates 1 2 2 19 1 2 17 117
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 1 1 13 69
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 0 6 24 918
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 0 3 14 180
The development of money markets in Asia 0 0 0 40 0 1 15 202
Total Journal Articles 1 2 10 1,087 7 30 244 4,062

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 0 2 10 116
Private information, stock markets, and exchange rates 0 0 0 24 0 1 8 124
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 0 3 18 477
Total Chapters 0 0 0 107 0 6 36 717

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Statistics updated 2026-08-07