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 0 0 178 0 2 3 1,597
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 1 1 2 89
Estimating Long Run Economic Equilibria 0 1 2 611 1 2 6 1,594
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 2 456 0 2 7 1,521
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 1 49 0 1 4 135
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 0 0 305
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 0 0 1 170
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 1 2 63 0 1 2 231
Pitfalls in tests for changes in correlations 0 1 6 971 0 4 15 1,936
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 0 0 0 128
Private information, capital flows, and exchange rates 0 0 0 30 0 1 2 102
Private information, stock markets, and exchange rates 0 0 0 11 0 0 0 105
Private information, stock markets, and exchange rates 0 0 1 72 1 1 2 321
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 0 0 3 970
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 1 1 2 857
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 0 0 2 1,662
Total Working Papers 0 3 14 3,058 4 16 51 12,120

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 0 0 0 86
Economic models of systemic risk in financial systems 0 0 0 49 0 0 0 124
Estimating Long-run Economic Equilibria 0 0 2 223 0 2 13 623
Evaluating changes in correlations during periods of high market volatility 0 0 1 11 2 2 10 60
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 0 0 2 129
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 0 0 0 111
Indexes of the foreign exchange value of the dollar 0 0 2 142 0 1 8 579
On the properties of the coefficient of determination in regression models with infinite variance variables 0 2 2 37 0 2 4 566
Private information, capital flows, and exchange rates 0 0 3 16 0 5 14 99
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 1 5 56
Systemic risk in a model economy with a stylized banking system 0 0 0 1 0 0 2 129
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 0 8 438 0 1 17 894
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 0 0 1 165
The development of money markets in Asia 0 0 0 40 1 1 2 187
Total Journal Articles 0 2 18 1,076 3 15 78 3,808

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 0 2 104
Private information, stock markets, and exchange rates 0 0 0 24 1 1 3 115
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 0 2 5 458
Total Chapters 0 0 0 107 1 3 10 677

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Statistics updated 2025-07-04