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 0 397
A note on the coefficient of determination in regression models with infinite-variance variables 0 1 1 179 2 4 6 1,601
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 0 3 5 92
Estimating Long Run Economic Equilibria 0 0 3 613 0 0 6 1,597
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 1 3 11 1,527
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 49 0 0 1 135
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 3 3 308
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 2 4 6 175
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 0 2 63 0 1 3 232
Pitfalls in tests for changes in correlations 0 1 5 972 2 5 15 1,942
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 0 1 2 130
Private information, capital flows, and exchange rates 0 0 0 30 0 0 2 102
Private information, stock markets, and exchange rates 0 0 0 11 0 1 1 106
Private information, stock markets, and exchange rates 0 1 2 73 2 3 7 326
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 0 0 1 970
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 2 3 6 861
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 0 0 1 1,662
Total Working Papers 0 3 13 3,063 11 31 76 12,163

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 3 89
Economic models of systemic risk in financial systems 0 0 0 49 0 0 0 124
Estimating Long-run Economic Equilibria 0 0 0 223 3 6 16 631
Evaluating changes in correlations during periods of high market volatility 0 0 1 11 4 7 20 70
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 0 2 2 131
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 2 2 4 115
Indexes of the foreign exchange value of the dollar 1 1 2 143 2 2 11 584
On the properties of the coefficient of determination in regression models with infinite variance variables 0 0 2 37 1 4 8 571
Private information, capital flows, and exchange rates 0 0 4 17 1 1 13 101
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 0 3 56
Systemic risk in a model economy with a stylized banking system 0 0 0 1 1 1 3 130
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 1 2 7 440 4 7 16 901
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 0 0 2 167
The development of money markets in Asia 0 0 0 40 0 0 1 187
Total Journal Articles 2 3 16 1,080 19 34 102 3,857

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 1 3 107
Private information, stock markets, and exchange rates 0 0 0 24 0 0 2 116
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 1 1 4 460
Total Chapters 0 0 0 107 1 2 9 683

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Statistics updated 2025-12-06