Access Statistics for Mico Loretan

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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 2 394
A note on the coefficient of determination in regression models with infinite-variance variables 0 0 0 177 1 2 14 1,581
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 1 13 1 1 6 76
Estimating Long Run Economic Equilibria 0 0 4 608 1 6 29 1,569
Evaluating \\"correlation breakdowns\\" during periods of market volatility 0 2 5 435 0 4 44 1,390
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 48 0 1 9 128
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 1 9 292
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 22 0 0 0 159
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 0 1 60 0 1 6 217
Pitfalls in tests for changes in correlations 4 7 26 939 6 19 66 1,820
Private Information, Capital Flows, and Exchange Rates 0 0 0 49 0 0 9 117
Private information, capital flows, and exchange rates 0 0 1 29 0 0 7 90
Private information, stock markets, and exchange rates 0 0 0 69 1 2 16 297
Private information, stock markets, and exchange rates 0 0 0 11 1 2 11 99
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 4 225 4 6 18 942
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 2 10 831
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 0 1 10 1,655
Total Working Papers 4 9 42 2,987 16 48 266 11,657


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 16 0 0 3 81
Economic models of systemic risk in financial systems 0 0 1 48 0 0 4 121
Estimating Long-run Economic Equilibria 0 0 5 203 5 10 27 546
Evaluating changes in correlations during periods of high market volatility 0 1 1 5 0 1 5 24
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 30 0 0 5 114
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 1 17 0 1 6 106
Indexes of the foreign exchange value of the dollar 0 0 4 127 2 7 28 513
On the properties of the coefficient of determination in regression models with infinite variance variables 0 0 1 32 6 16 42 426
Private information, capital flows, and exchange rates 0 0 1 12 0 1 10 70
Rate-optimal tests for jumps in diffusion processes 0 1 1 17 0 1 1 48
Systemic risk in a model economy with a stylized banking system 0 0 0 1 0 0 3 124
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 5 16 394 2 12 38 791
The Durbin-Watson ratio under infinite-variance errors 0 0 0 34 0 0 7 157
The development of money markets in Asia 0 0 1 40 0 1 8 177
Total Journal Articles 0 7 32 976 15 50 187 3,298


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 2 3 4 95
Private information, stock markets, and exchange rates 0 0 2 24 0 1 15 102
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 1 2 54 3 8 30 404
Total Chapters 0 1 4 97 5 12 49 601


Statistics updated 2021-01-03