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 3 5 5 402
A note on the coefficient of determination in regression models with infinite-variance variables 1 1 2 180 1 4 8 1,603
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 3 3 7 95
Estimating Long Run Economic Equilibria 0 0 3 613 3 5 10 1,602
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 3 5 14 1,531
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 49 1 3 4 138
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 1 2 5 310
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 6 12 15 185
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 0 1 63 5 6 8 238
Pitfalls in tests for changes in correlations 0 0 4 972 8 15 25 1,955
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 6 6 8 136
Private information, capital flows, and exchange rates 0 0 0 30 3 3 5 105
Private information, stock markets, and exchange rates 0 0 0 11 2 4 5 110
Private information, stock markets, and exchange rates 0 0 1 73 3 7 11 331
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 5 9 10 979
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 18 21 24 880
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 3 4 5 1,666
Total Working Papers 1 1 11 3,064 74 114 169 12,266

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 5 7 9 95
Economic models of systemic risk in financial systems 0 0 0 49 3 6 6 130
Estimating Long-run Economic Equilibria 0 0 0 223 13 18 29 646
Evaluating changes in correlations during periods of high market volatility 0 0 1 11 10 18 31 84
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 3 4 6 135
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 4 7 9 120
Indexes of the foreign exchange value of the dollar 1 2 3 144 4 6 12 588
On the properties of the coefficient of determination in regression models with infinite variance variables 1 1 3 38 3 8 15 578
Private information, capital flows, and exchange rates 0 0 4 17 9 10 20 110
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 6 7 9 63
Systemic risk in a model economy with a stylized banking system 0 0 0 1 4 7 7 136
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 1 4 440 4 9 17 906
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 1 3 5 170
The development of money markets in Asia 0 0 0 40 6 8 9 195
Total Journal Articles 2 4 15 1,082 75 118 184 3,956

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 1 4 108
Private information, stock markets, and exchange rates 0 0 0 24 2 3 5 119
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 4 9 12 468
Total Chapters 0 0 0 107 7 13 21 695

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Statistics updated 2026-02-12