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 1 7 404
A note on the coefficient of determination in regression models with infinite-variance variables 0 0 2 180 1 6 15 1,612
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 0 3 10 99
Estimating Long Run Economic Equilibria 0 0 2 613 1 1 9 1,603
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 1 4 19 1,540
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 49 2 4 8 143
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 1 7 312
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 0 3 27 197
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 1 1 64 2 5 16 247
Pitfalls in tests for changes in correlations 0 0 1 972 0 2 23 1,959
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 0 3 13 141
Private information, capital flows, and exchange rates 0 0 0 30 0 1 6 108
Private information, stock markets, and exchange rates 0 0 0 11 1 6 13 118
Private information, stock markets, and exchange rates 0 0 1 73 1 3 14 335
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 0 3 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 1 3 37 894
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 0 5 12 1,674
Total Working Papers 0 1 7 3,065 10 54 249 12,369

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 1 11 97
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 0 3 31 654
Evaluating changes in correlations during periods of high market volatility 0 0 1 12 1 9 42 102
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 0 5 12 141
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 0 3 13 124
Indexes of the foreign exchange value of the dollar 0 0 2 144 0 7 19 598
On the properties of the coefficient of determination in regression models with infinite variance variables 0 0 2 39 1 5 20 586
Private information, capital flows, and exchange rates 0 1 2 18 0 3 17 116
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 3 12 68
Systemic risk in a model economy with a stylized banking system 0 0 0 1 0 1 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 2 11 24 918
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 1 9 15 180
The development of money markets in Asia 0 0 0 40 0 5 15 202
Total Journal Articles 0 1 10 1,086 6 65 247 4,055

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 6 12 116
Private information, stock markets, and exchange rates 0 0 0 24 0 5 9 124
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 1 7 19 477
Total Chapters 0 0 0 107 1 18 40 717

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Statistics updated 2026-07-10